Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWYSX (Schwab YieldPlus ) | NA | 1.20% | -5.59% | -9.84% | -4.19% | NA | NA | … | … |
Data as of 09/23/2011, Common starting date is 12/13/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWYSX (Schwab YieldPlus ) | 12/13/1999 | 09/23/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.20 | -5.59 | -9.84 | -4.19 | NA | NA | … | … | 1.04 | 1.08 | -10.55 | -35.40 | -0.96 | 5.25 | 1.51 | 1.91 | 3.09 | -1.19 | 5.08 | 0.03 | -0.10 |
| Sharpe Ratio | NA | 1.64 | -0.91 | -1.86 | -1.28 | NA | NA | … | … | 1.69 | 1.64 | -1.11 | -4.80 | -1.76 | 1.22 | -0.68 | 1.17 | 2.11 | -1.70 | 1.57 | -2.54 | -5.51 |
| Standard Deviation(%) | NA | 0.70 | 6.22 | 5.84 | 4.28 | NA | NA | … | … | 0.82 | 0.61 | 9.62 | 7.54 | 2.27 | 1.61 | 0.96 | 0.82 | 1.14 | 1.35 | 1.78 | 1.58 | 1.02 |
| Draw Down(%) | NA | 0.21 | 22.24 | 47.38 | 47.38 | NA | NA | … | … | 0.21 | 0.21 | 16.05 | 37.57 | 4.05 | 0.21 | 0.21 | 0.22 | 0.41 | 2.12 | 0.88 | 1.30 | 0.20 |
| Yield(%) | 0.00 | 0.79 | 1.79 | 2.63 | 2.47 | 1.93 | 1.45 | … | … | 0.62 | 1.08 | 2.71 | 3.72 | 5.43 | 4.81 | 1.91 | 2.19 | 3.14 | 0.32 | 4.78 | 1.32 | 0.00 |
Data as of 09/23/2011, Common starting date is 12/13/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWYSX (Schwab YieldPlus ) |
-17.47%
Jun 2007 – Jun 2010 |
-10.09%
Mar 2004 – Mar 2009 |
-4.19%
Aug 2001 – Aug 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWYSX (Schwab YieldPlus ) |
3.44%
Jun 2004 – Jun 2007 |
2.95%
Jul 2002 – Jul 2007 |
-3.79%
May 2000 – May 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart