Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWINX (Schwab International Index Inv) | NA | 10.57% | -5.60% | 4.78% | 1.22% | 4.44% | NA | … | … |
Data as of 10/14/2009, Common starting date is 10/28/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWINX (Schwab International Index Inv) | 10/28/1993 | 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 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.57 | -5.60 | 4.78 | 1.22 | 4.44 | NA | … | … | 20.09 | -41.89 | 13.06 | 24.78 | 12.68 | 18.19 | 36.16 | -15.64 | -22.74 | -17.60 | 33.62 | 15.85 | 7.31 | 9.13 | 14.23 | 3.84 | 1.06 |
| Sharpe Ratio | NA | 0.24 | -0.22 | 0.11 | -0.03 | NA | NA | … | … | 0.83 | -0.99 | 0.57 | 1.57 | 1.01 | 1.36 | 2.38 | -0.78 | -1.40 | -1.46 | 2.30 | 0.64 | -3.23 | 0.76 | 0.96 | 0.09 | 0.29 |
| Standard Deviation(%) | NA | 43.81 | 31.96 | 26.24 | 22.27 | NA | NA | … | … | 31.31 | 42.97 | 17.69 | 13.74 | 10.45 | 12.68 | 14.90 | 21.47 | 18.19 | 14.78 | 13.25 | 19.72 | 14.76 | 7.34 | 10.79 | 9.64 | 14.14 |
| Draw Down(%) | NA | 33.93 | 60.75 | 60.75 | 60.75 | NA | NA | … | … | 29.89 | 53.75 | 11.86 | 14.41 | 6.90 | 8.97 | 16.32 | 27.04 | 33.88 | 20.45 | 9.15 | 24.91 | 13.36 | 5.24 | 5.53 | 8.23 | 7.88 |
| Yield(%) | 0.00 | 4.02 | 2.77 | 3.28 | 1.94 | 2.51 | 2.06 | … | … | 0.00 | 2.55 | 2.34 | 3.37 | 2.18 | 2.01 | 2.24 | 1.72 | 0.86 | 1.22 | 1.00 | 1.00 | 1.23 | 1.46 | 1.23 | 1.14 | 0.56 |
Data as of 10/14/2009, Common starting date is 10/28/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWINX (Schwab International Index Inv) |
-20.70%
Mar 2000 – Mar 2003 |
-7.48%
Mar 1998 – Mar 2003 |
-1.50%
Feb 1999 – Feb 2009 |
1.71%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWINX (Schwab International Index Inv) |
28.99%
Mar 2003 – Mar 2006 |
22.65%
Sep 2002 – Sep 2007 |
8.61%
Oct 1997 – Oct 2007 |
4.63%
Sep 1994 – Sep 2009 |
Annualized Rolling Returns Comparison Chart