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Schwab Target 2020 (SWCRX)
On
Dec 3
:
10.06
0.05
(0.49%)
MORE ON SWCRX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.46%
Worst 1 Yr Total Return
(2008)
:
-26.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SWCRX
Category
Alpha (against Standard Index)
-3.23
-3.26
Beta (against Standard Index)
1.09
1.21
Mean Annual Return
-3.00
-0.18
R-squared (against Standard Index)
97
95.60
Standard Deviation
14.60
16.29
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-4.95
N/A
5 Years
Statistic
SWCRX
Category
Alpha (against Standard Index)
N/A
-2.86
Beta (against Standard Index)
N/A
1.15
Mean Annual Return
N/A
0.22
R-squared (against Standard Index)
N/A
94.31
Standard Deviation
N/A
12.71
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
SWCRX
Category
Alpha (against Standard Index)
N/A
-3.40
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.17
R-squared (against Standard Index)
N/A
95.65
Standard Deviation
N/A
11.43
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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