Finance Home - My Yahoo - Yahoo! - Help

Sunday, December 6, 2009, 11:32PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Schwab MarketTrack All Equity (SWEGX)

On Dec 4: 10.50   0.08 (0.77%)

MORE ON SWEGX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 31-Oct-09 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 (2006): 18.36% Worst 1 Yr Total Return (2008): -38.04% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SWEGX Category Alpha (against Standard Index) 1.87 0.38 Beta (against Standard Index) 1.12 1.00 Mean Annual Return -6.61 -0.41 R-squared (against Standard Index) 98 95.50 Standard Deviation 22.07 20.09 Sharpe Ratio -0.31 N/A Treynor Ratio -8.08 N/A 5 Years Statistic SWEGX Category Alpha (against Standard Index) 1.86 0.26 Beta (against Standard Index) 1.12 1.01 Mean Annual Return 1.67 0.16 R-squared (against Standard Index) 97 94.84 Standard Deviation 18.11 16.47 Sharpe Ratio 0.02 N/A Treynor Ratio -1.21 N/A 10 Years Statistic SWEGX Category Alpha (against Standard Index) 1.87 0.84 Beta (against Standard Index) 1.03 0.97 Mean Annual Return 0.65 0.11 R-squared (against Standard Index) 93 91.16 Standard Deviation 17.18 16.35 Sharpe Ratio -0.05 N/A Treynor Ratio -2.25 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center