Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Six Core Mutual Funds Strategic Asset Allocation – Optimal Moderate | NA | -11.83% | 2.01% | 2.80% | 5.52% | 5.69% | 7.85% | … | … |
Data as of 08/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Six Core Mutual Funds Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.09 | -11.83 | 2.01 | 2.80 | 5.52 | 5.69 | 7.85 | … | … | -13.14 | 7.63 | 6.48 | 18.94 | -6.02 | 11.47 | 7.48 | 1.96 | 5.88 | 11.63 | 18.66 | -0.29 | 18.71 | 32.27 | -26.46 | 10.13 | 13.99 | 12.01 | 13.32 | 29.20 | -6.52 | -2.67 |
| Sharpe Ratio | NA | -1.24 | 0.03 | 0.15 | 0.54 | NA | NA | … | … | -1.18 | 1.03 | 0.38 | 3.30 | -0.98 | 2.88 | 0.94 | 0.21 | 0.92 | 1.60 | 2.60 | -0.02 | 1.51 | 1.80 | -1.20 | 0.69 | 1.34 | 1.51 | 1.51 | 3.59 | -0.74 | -0.50 |
| Standard Deviation(%) | NA | 11.47 | 12.26 | 10.35 | 8.89 | NA | NA | … | … | 11.93 | 7.38 | 16.44 | 5.32 | 7.45 | 3.77 | 7.78 | 9.18 | 6.40 | 7.26 | 7.17 | 13.84 | 12.32 | 17.85 | 22.90 | 10.34 | 7.97 | 6.50 | 8.19 | 7.94 | 10.29 | 9.88 |
| Draw Down(%) | NA | 19.09 | 26.29 | 26.29 | 26.29 | NA | NA | … | … | 18.83 | 4.79 | 26.29 | 2.51 | 11.30 | 1.55 | 7.02 | 7.02 | 5.12 | 8.75 | 5.48 | 13.79 | 9.26 | 18.05 | 37.36 | 7.40 | 8.56 | 4.70 | 8.63 | 7.90 | 16.19 | 16.61 |
| Yield(%) | NA | 4.37 | 4.29 | 4.36 | 5.04 | NA | NA | … | … | 2.91 | 3.55 | 3.90 | 7.05 | 4.65 | 0.89 | 2.77 | 8.16 | 8.63 | 4.93 | 8.43 | 6.22 | 11.04 | 8.37 | 6.51 | 5.31 | 7.85 | 6.67 | 3.63 | 3.59 | 3.13 | 3.30 |
Data as of 08/31/2022, 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 Six Core Mutual Funds Strategic Asset Allocation – Optimal Moderate |
-7.70%
Feb 2006 – Feb 2009 |
0.15%
Feb 2004 – Feb 2009 |
4.56%
Sep 2012 – Sep 2022 |
4.89%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Six Core Mutual Funds Strategic Asset Allocation – Optimal Moderate |
24.00%
Feb 2009 – Feb 2012 |
19.12%
Feb 2009 – Feb 2014 |
11.77%
Feb 2009 – Feb 2019 |
10.09%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart