Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab OneSource Annuity _backup Tactical Asset Allocation Moderate | NA | -8.05% | 2.54% | 2.00% | 3.10% | 4.54% | 7.33% | … | … |
Data as of 11/30/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab OneSource Annuity _backup Tactical Asset Allocation Moderate | 12/31/2000 | 02/03/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | -8.05 | 2.54 | 2.00 | 3.10 | 4.54 | 7.33 | … | … | 6.29 | -12.00 | 5.76 | 13.36 | 8.27 | -4.37 | 9.54 | 4.76 | -5.88 | 1.54 | 10.33 | 8.86 | -1.17 | 7.25 | 28.84 | -2.06 | 18.75 | 20.38 | 15.22 | 11.05 | 15.66 | 0.41 | 6.56 |
| Sharpe Ratio | NA | -0.55 | 0.30 | 0.19 | 0.37 | NA | NA | … | … | 0.63 | -1.59 | 0.55 | 1.49 | 1.12 | -0.71 | 1.69 | 0.87 | -1.04 | 0.23 | 1.72 | 2.64 | -0.13 | 0.69 | 2.99 | -0.54 | 1.26 | 1.78 | 2.11 | 1.15 | 2.72 | -0.15 | 1.31 |
| Standard Deviation(%) | NA | 8.64 | 9.36 | 8.52 | 7.31 | NA | NA | … | … | 9.58 | 8.40 | 10.42 | 8.79 | 6.11 | 8.04 | 5.27 | 5.23 | 5.66 | 6.77 | 5.99 | 3.33 | 9.29 | 10.30 | 9.62 | 5.53 | 12.52 | 9.62 | 6.19 | 8.80 | 5.51 | 4.72 | 3.25 |
| Draw Down(%) | NA | 11.13 | 13.07 | 13.07 | 13.07 | NA | NA | … | … | 1.15 | 13.07 | 7.16 | 10.61 | 4.47 | 10.51 | 2.25 | 4.89 | 10.46 | 6.49 | 5.11 | 3.10 | 9.35 | 8.78 | 4.56 | 9.51 | 9.81 | 13.10 | 5.55 | 10.41 | 7.28 | 5.49 | 2.16 |
| Yield(%) | NA | 4.42 | 5.98 | 5.27 | 4.77 | NA | NA | … | … | 0.07 | 4.22 | 6.72 | 7.10 | 4.90 | 3.75 | 0.53 | 4.42 | 4.78 | 7.41 | 4.24 | 4.83 | 5.54 | 4.90 | 3.04 | 4.75 | 7.84 | 7.35 | 6.28 | 2.43 | 2.15 | 2.75 | 5.82 |
Data as of 11/30/2022, 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 OneSource Annuity _backup Tactical Asset Allocation Moderate |
-0.18%
Jun 2014 – Jun 2017 |
0.95%
Dec 2013 – Dec 2018 |
2.83%
Dec 2012 – Dec 2022 |
4.23%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab OneSource Annuity _backup Tactical Asset Allocation Moderate |
22.02%
Oct 2004 – Oct 2007 |
16.97%
Sep 2004 – Sep 2009 |
12.47%
Jul 2003 – Jul 2013 |
9.47%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart