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    Schwab Fdmtl US Sm Co Idx (SFSNX)

    13.11 Up 0.02(0.15%) Nov 27

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up5
    Number of Years Down2
    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
    Alpha (against Standard Index)-1.15-2.48
    Beta (against Standard Index)1.051.00
    Mean Annual Return1.281.10
    R-squared (against Standard Index)75.3663.64
    Standard Deviation12.7213.20
    Sharpe Ratio1.201.00
    Treynor Ratio14.7113.10
    5 Years
    Alpha (against Standard Index)-4.02-4.32
    Beta (against Standard Index)1.221.15
    Mean Annual Return1.101.00
    R-squared (against Standard Index)83.9376.85
    Standard Deviation15.8015.68
    Sharpe Ratio0.830.77
    Treynor Ratio10.359.85
    10 Years
    Alpha (against Standard Index)N/A-1.15
    Beta (against Standard Index)N/A1.15
    Mean Annual ReturnN/A0.72
    R-squared (against Standard Index)N/A82.05
    Standard DeviationN/A19.12
    Sharpe RatioN/A0.39
    Treynor RatioN/A5.13