Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWHIX (Schwab Hedged Equity Investor) | NA | 12.73% | -4.10% | NA | NA | NA | NA | … | … |
Data as of 12/08/2009, Common starting date is 03/24/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWHIX (Schwab Hedged Equity Investor) | 03/24/2005 | 12/08/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.73 | -4.10 | NA | NA | NA | NA | … | … | 11.44 | -20.67 | -1.35 | 9.38 | 10.86 |
| Sharpe Ratio | NA | 0.88 | -0.35 | NA | NA | NA | NA | … | … | 0.84 | -1.11 | -0.35 | 0.80 | 1.66 |
| Standard Deviation(%) | NA | 14.30 | 15.73 | NA | NA | NA | NA | … | … | 14.43 | 19.48 | 12.77 | 7.44 | 7.14 |
| Draw Down(%) | NA | 14.32 | 36.43 | NA | NA | NA | NA | … | … | 14.32 | 26.89 | 13.62 | 4.81 | 2.69 |
| Yield(%) | 0.00 | 0.00 | 0.41 | 0.74 | 0.37 | 0.25 | 0.18 | … | … | 0.00 | 0.00 | 0.80 | 0.46 | 2.23 |
Data as of 12/08/2009, Common starting date is 03/24/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWHIX (Schwab Hedged Equity Investor) |
-8.50%
Feb 2006 – Feb 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWHIX (Schwab Hedged Equity Investor) |
4.36%
Apr 2005 – Apr 2008 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart