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    Schwab Fdmtl Emerg Mkts Lg Co Idx (SFENX)

    7.58 Down 0.21(2.70%) Jul 6

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):74.65%
    Worst 1 Yr Total Return(Dec 30, 2011):-19.53%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSFENXCategory
    Alpha (against Standard Index)-10.69-5.91
    Beta (against Standard Index)1.250.99
    Mean Annual Return0.100.54
    R-squared (against Standard Index)73.1871.96
    Standard Deviation15.1012.34
    Sharpe Ratio0.080.53
    Treynor Ratio0.076.26
    5 Years
    StatisticSFENXCategory
    Alpha (against Standard Index)-7.36-3.86
    Beta (against Standard Index)1.121.02
    Mean Annual Return0.200.45
    R-squared (against Standard Index)84.1981.65
    Standard Deviation19.0617.66
    Sharpe Ratio0.120.31
    Treynor Ratio0.443.87
    10 Years
    StatisticSFENXCategory
    Alpha (against Standard Index)N/A1.68
    Beta (against Standard Index)N/A1.15
    Mean Annual ReturnN/A0.86
    R-squared (against Standard Index)N/A88.03
    Standard DeviationN/A23.16
    Sharpe RatioN/A0.39
    Treynor RatioN/A5.68