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    Schwab Total Stock Market Index (SWTSX)

    38.69 Up 0.19(0.49%) Oct 24

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up12
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):33.36%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.58%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.82-2.14
    Beta (against Standard Index)1.011.00
    Mean Annual Return0.870.75
    R-squared (against Standard Index)98.7593.41
    Standard Deviation10.9711.17
    Sharpe Ratio0.940.80
    Treynor Ratio10.158.74
    5 Years
    Alpha (against Standard Index)-0.42-1.66
    Beta (against Standard Index)1.021.02
    Mean Annual Return1.311.21
    R-squared (against Standard Index)99.0994.12
    Standard Deviation11.4011.66
    Sharpe Ratio1.371.24
    Treynor Ratio15.8114.43
    10 Years
    Alpha (against Standard Index)0.18-0.80
    Beta (against Standard Index)1.021.00
    Mean Annual Return0.710.62
    R-squared (against Standard Index)99.4595.43
    Standard Deviation15.5515.70
    Sharpe Ratio0.490.42
    Treynor Ratio6.585.54