Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWSIX (Schwab Small-Cap Equity Investor) | NA | 31.41% | -10.76% | -0.51% | NA | NA | NA | … | … |
Data as of 12/08/2009, Common starting date is 07/18/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWSIX (Schwab Small-Cap Equity Investor) | 07/18/2003 | 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 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 31.41 | -10.76 | -0.51 | NA | NA | NA | … | … | 26.07 | -38.33 | -8.53 | 14.69 | 16.92 | 24.04 | 22.95 |
| Sharpe Ratio | NA | 0.91 | -0.36 | -0.09 | NA | NA | NA | … | … | 0.83 | -0.93 | -0.55 | 0.70 | 0.96 | 1.46 | 3.34 |
| Standard Deviation(%) | NA | 34.43 | 33.44 | 28.02 | NA | NA | NA | … | … | 33.76 | 41.86 | 20.97 | 16.45 | 15.42 | 15.82 | 16.95 |
| Draw Down(%) | NA | 31.17 | 63.40 | 63.40 | NA | NA | NA | … | … | 31.17 | 51.38 | 19.33 | 12.60 | 10.65 | 10.25 | 5.64 |
| Yield(%) | 0.00 | 0.00 | 2.10 | 4.11 | 3.22 | 2.15 | 1.61 | … | … | 0.00 | 0.00 | 5.89 | 0.49 | 3.12 | 12.25 | 2.09 |
Data as of 12/08/2009, Common starting date is 07/18/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWSIX (Schwab Small-Cap Equity Investor) |
-21.32%
Feb 2006 – Feb 2009 |
-6.71%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWSIX (Schwab Small-Cap Equity Investor) |
22.18%
Sep 2003 – Sep 2006 |
10.83%
Aug 2003 – Aug 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart