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Schwab 1000 Index Inv (SNXFX)
On
Dec 1
:
33.21
0.40
(1.22%)
MORE ON SNXFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.20%
Worst 1 Yr Total Return
(2008)
:
-37.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SNXFX
Category
Alpha (against Standard Index)
0.24
0.38
Beta (against Standard Index)
1.01
1.00
Mean Annual Return
-6.86
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.71
20.09
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.22
N/A
5 Years
Statistic
SNXFX
Category
Alpha (against Standard Index)
0.29
0.26
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
0.59
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
16.10
16.47
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.42
N/A
10 Years
Statistic
SNXFX
Category
Alpha (against Standard Index)
0.40
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-0.56
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.17
16.35
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.53
N/A
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