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Schwab MarketTrack All Equity (SWEGX)
On
Feb 9
:
9.94
0.15
(1.53%)
MORE ON SWEGX
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Research Reports
Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
28.96%
Worst 1 Yr Total Return
(2008)
:
-38.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SWEGX
Category
Alpha (against Standard Index)
1.41
0.23
Beta (against Standard Index)
1.11
1.01
Mean Annual Return
-7.16
-0.44
R-squared (against Standard Index)
97
95.71
Standard Deviation
22.36
20.52
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.25
N/A
5 Years
Statistic
SWEGX
Category
Alpha (against Standard Index)
1.44
0.14
Beta (against Standard Index)
1.11
1.01
Mean Annual Return
1.11
0.14
R-squared (against Standard Index)
97
95.11
Standard Deviation
18.10
16.67
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.62
N/A
10 Years
Statistic
SWEGX
Category
Alpha (against Standard Index)
1.49
0.86
Beta (against Standard Index)
1.02
0.96
Mean Annual Return
0.47
0.12
R-squared (against Standard Index)
93
91.07
Standard Deviation
17.02
16.26
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.31
N/A
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