Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWSMX (Schwab Small Cap Index Inv) | NA | 9.60% | -10.12% | -0.08% | 3.22% | NA | NA | … | … |
Data as of 10/14/2009, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWSMX (Schwab Small Cap Index Inv) | 06/21/1996 | 10/14/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.60 | -10.12 | -0.08 | 3.22 | NA | NA | … | … | 23.16 | -35.09 | -0.26 | 3.31 | 4.66 | 16.47 | 43.37 | -22.34 | -0.87 | 3.66 | 24.19 | -3.52 | 25.70 | 5.62 |
| Sharpe Ratio | NA | 0.20 | -0.33 | -0.07 | 0.05 | NA | NA | … | … | 0.78 | -0.80 | -0.18 | -0.01 | 0.15 | 0.87 | 2.26 | -0.94 | -0.14 | -0.02 | 1.43 | -0.34 | 1.55 | 0.58 |
| Standard Deviation(%) | NA | 47.80 | 35.27 | 29.07 | 26.06 | NA | NA | … | … | 38.53 | 44.84 | 19.06 | 19.94 | 15.54 | 17.90 | 18.89 | 24.86 | 23.83 | 26.55 | 14.58 | 20.31 | 14.13 | 12.52 |
| Draw Down(%) | NA | 39.32 | 61.37 | 61.37 | 61.37 | NA | NA | … | … | 33.98 | 50.33 | 13.45 | 13.20 | 10.74 | 14.26 | 15.15 | 35.63 | 25.27 | 19.29 | 12.42 | 37.85 | 10.32 | 11.35 |
| Yield(%) | 0.00 | 1.83 | 5.63 | 4.98 | 4.85 | 4.54 | 3.40 | … | … | 0.00 | 1.36 | 16.60 | 1.01 | 1.32 | 0.66 | 0.81 | 0.96 | 3.83 | 12.13 | 0.24 | 5.17 | 0.45 | 0.46 |
Data as of 10/14/2009, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWSMX (Schwab Small Cap Index Inv) |
-21.54%
Feb 2006 – Feb 2009 |
-9.34%
Feb 2004 – Feb 2009 |
-0.21%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWSMX (Schwab Small Cap Index Inv) |
28.02%
Mar 2003 – Mar 2006 |
14.85%
Sep 2002 – Sep 2007 |
9.63%
Oct 1996 – Oct 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart