Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWGIX (Schwab GNMA Inv) | NA | 8.70% | 6.25% | 4.74% | NA | NA | NA | … | … |
Data as of 10/14/2009, Common starting date is 03/21/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWGIX (Schwab GNMA Inv) | 03/21/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.70 | 6.25 | 4.74 | NA | NA | NA | … | … | 3.40 | 5.73 | 7.80 | 3.63 | 2.62 | 3.19 | -0.14 |
| Sharpe Ratio | NA | 2.25 | 1.14 | 0.76 | NA | NA | NA | … | … | 1.46 | 0.84 | 1.47 | 0.11 | 0.18 | 0.73 | -0.26 |
| Standard Deviation(%) | NA | 3.82 | 4.13 | 3.65 | NA | NA | NA | … | … | 2.90 | 5.69 | 3.26 | 3.11 | 2.52 | 3.07 | 3.21 |
| Draw Down(%) | NA | 2.57 | 3.27 | 3.27 | NA | NA | NA | … | … | 1.48 | 3.27 | 2.33 | 2.48 | 1.81 | 3.11 | 3.52 |
| Yield(%) | 0.00 | 3.53 | 4.29 | 4.20 | 2.41 | 1.61 | 1.20 | … | … | 2.34 | 4.02 | 4.99 | 4.72 | 4.19 | 3.53 | 0.77 |
Data as of 10/14/2009, Common starting date is 03/21/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWGIX (Schwab GNMA Inv) |
1.39%
May 2003 – May 2006 |
3.56%
May 2003 – May 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWGIX (Schwab GNMA Inv) |
6.99%
Jun 2006 – Jun 2009 |
5.23%
May 2004 – May 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart