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    Schwab Fundamental US Small Company Idx (SFSNX)

    13.03 Down 0.05(0.38%) Aug 26

    Risk as of Jul 30, 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):52.71%
    Worst 1 Yr Total Return(Dec 30, 2008):-38.83%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSFSNXCategory
    Alpha (against Standard Index)-3.05-5.13
    Beta (against Standard Index)1.091.05
    Mean Annual Return0.760.55
    R-squared (against Standard Index)77.6467.47
    Standard Deviation13.7314.26
    Sharpe Ratio0.660.47
    Treynor Ratio7.785.57
    5 Years
    StatisticSFSNXCategory
    Alpha (against Standard Index)-4.40-5.49
    Beta (against Standard Index)1.241.19
    Mean Annual Return1.000.86
    R-squared (against Standard Index)85.5778.62
    Standard Deviation16.1316.18
    Sharpe Ratio0.740.64
    Treynor Ratio9.107.96
    10 Years
    StatisticSFSNXCategory
    Alpha (against Standard Index)N/A-1.40
    Beta (against Standard Index)N/A1.16
    Mean Annual ReturnN/A0.71
    R-squared (against Standard Index)N/A83.12
    Standard DeviationN/A19.38
    Sharpe RatioN/A0.39
    Treynor RatioN/A5.14