• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.03% Nasdaq Up0.48%

    Schwab Fdmtl Emerg Mkts Lg Co Idx (SFENX)

    8.08 0.00(0.00%) Jan 13

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up4
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):74.65%
    Worst 1 Yr Total Return(Dec 30, 2015):-19.59%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSFENXCategory
    Alpha (against Standard Index)1.32-1.13
    Beta (against Standard Index)1.291.00
    Mean Annual Return0.00-0.18
    R-squared (against Standard Index)63.4070.84
    Standard Deviation20.5715.06
    Sharpe Ratio-0.01-0.15
    Treynor Ratio-1.68-3.37
    5 Years
    StatisticSFENXCategory
    Alpha (against Standard Index)-4.03-3.01
    Beta (against Standard Index)1.200.99
    Mean Annual Return0.240.23
    R-squared (against Standard Index)69.1976.00
    Standard Deviation19.2815.25
    Sharpe Ratio0.140.18
    Treynor Ratio0.801.64
    10 Years
    StatisticSFENXCategory
    Alpha (against Standard Index)N/A0.93
    Beta (against Standard Index)N/A1.11
    Mean Annual ReturnN/A0.33
    R-squared (against Standard Index)N/A87.05
    Standard DeviationN/A22.86
    Sharpe RatioN/A0.14
    Treynor RatioN/A0.60