Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab No Load No Transaction Fee Schwab Mutual Funds Strategic Asset Allocation – Optimal Moderate | NA | 4.96% | 3.27% | 6.11% | 5.13% | 7.40% | NA | … | … |
Data as of 07/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab No Load No Transaction Fee Schwab Mutual Funds Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 10/25/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.06 | 4.96 | 3.27 | 6.11 | 5.13 | 7.40 | NA | … | … | 9.11 | 3.78 | -0.90 | 4.34 | 11.92 | 11.76 | 0.17 | 14.32 | 27.69 | -24.44 | 8.24 | 12.15 | 11.22 | 12.94 | 21.62 | -9.92 | -3.64 |
| Sharpe Ratio | NA | 1.38 | 0.56 | 0.84 | 0.36 | NA | NA | … | … | 1.93 | 0.42 | -0.11 | 0.71 | 1.75 | 1.52 | 0.01 | 1.14 | 1.36 | -1.07 | 0.53 | 1.10 | 1.39 | 1.63 | 2.68 | -0.92 | -0.52 |
| Standard Deviation(%) | NA | 5.04 | 7.48 | 7.08 | 12.85 | NA | NA | … | … | 4.47 | 8.48 | 8.47 | 6.13 | 6.78 | 7.72 | 13.55 | 12.51 | 20.33 | 23.71 | 9.75 | 8.06 | 6.52 | 7.36 | 7.82 | 11.92 | 11.34 |
| Draw Down(%) | NA | 2.89 | 11.16 | 11.16 | 38.61 | NA | NA | … | … | 2.20 | 6.36 | 9.13 | 5.21 | 6.44 | 6.59 | 11.99 | 9.18 | 18.44 | 35.30 | 6.68 | 9.10 | 4.53 | 6.67 | 7.84 | 17.16 | 15.94 |
| Yield(%) | NA | 1.36 | 3.86 | 3.42 | 3.57 | NA | NA | … | … | 0.51 | 1.93 | 7.05 | 2.82 | 3.27 | 3.20 | 3.14 | 3.29 | 3.44 | 3.82 | 5.66 | 4.90 | 5.07 | 2.47 | 1.69 | 1.99 | 2.42 |
Data as of 07/31/2017, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab No Load No Transaction Fee Schwab Mutual Funds Strategic Asset Allocation – Optimal Moderate |
-8.15%
Feb 2006 – Feb 2009 |
-0.30%
Feb 2004 – Feb 2009 |
4.71%
May 2007 – May 2017 |
5.64%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab No Load No Transaction Fee Schwab Mutual Funds Strategic Asset Allocation – Optimal Moderate |
21.02%
Feb 2009 – Feb 2012 |
15.99%
Feb 2009 – Feb 2014 |
9.42%
Mar 2003 – Mar 2013 |
7.84%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart