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Schwab Fundamental US Large Company Idx (SFLNX)

15.21 Up 0.01(0.07%) Oct 26

Risk as of Sep 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):42.14%
Worst 1 Yr Total Return(Dec 30, 2008):-40.07%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-0.82-2.85
Beta (against Standard Index)0.960.97
Mean Annual Return0.830.67
R-squared (against Standard Index)96.5289.76
Standard Deviation10.5711.13
Sharpe Ratio0.930.73
Treynor Ratio10.108.01
5 Years
Alpha (against Standard Index)-0.14-1.92
Beta (against Standard Index)0.990.99
Mean Annual Return1.291.15
R-squared (against Standard Index)96.8890.54
Standard Deviation11.1511.62
Sharpe Ratio1.381.19
Treynor Ratio16.0914.21
10 Years
Alpha (against Standard Index)N/A-1.68
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.55
R-squared (against Standard Index)N/A93.22
Standard DeviationN/A15.94
Sharpe RatioN/A0.37
Treynor RatioN/A4.68