Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Convertible Fund Plan Tactical Asset Allocation Moderate | NA | 0.11% | 5.24% | 2.90% | 2.84% | 2.15% | 2.03% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Convertible Fund Plan Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 0.11 | 5.24 | 2.90 | 2.84 | 2.15 | 2.03 | … | … | -0.76 | 0.45 | 8.45 | 8.29 | -2.76 | 2.78 | 5.37 | 1.55 | 5.42 | 0.03 | 0.05 | 0.03 | 0.09 | 0.09 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -0.37 | 1.19 | 0.59 | 0.86 | NA | NA | … | … | -0.52 | 0.35 | 1.55 | 2.08 | -2.31 | 0.95 | 1.57 | 0.49 | 1.89 | 0.27 | 0.55 | -0.32 | 0.60 | 0.00 | 0.15 | 1.06 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 1.28 | 3.61 | 3.08 | 2.81 | NA | NA | … | … | 1.63 | 1.21 | 5.31 | 3.31 | 1.77 | 2.26 | 3.30 | 3.14 | 2.86 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 | 0.03 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 2.51 | 7.88 | 7.88 | 7.88 | NA | NA | … | … | 1.50 | 1.13 | 7.88 | 2.37 | 3.92 | 1.87 | 1.68 | 2.60 | 3.62 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 0.88 | 2.43 | 2.08 | 2.70 | NA | NA | … | … | 0.20 | 1.06 | 2.78 | 4.27 | 1.92 | 1.42 | 3.75 | 4.54 | 7.07 | 0.03 | 0.05 | 0.03 | 0.09 | 0.09 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
Data as of 01/31/2022, 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 Convertible Fund Plan Tactical Asset Allocation Moderate |
-0.08%
Jan 2011 – Jan 2014 |
-0.01%
Jan 2009 – Jan 2014 |
1.02%
Jan 2004 – Jan 2014 |
1.35%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Convertible Fund Plan Tactical Asset Allocation Moderate |
5.87%
Nov 2018 – Nov 2021 |
4.44%
May 2016 – May 2021 |
3.00%
Aug 2011 – Aug 2021 |
2.40%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart