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Schwab MarketTrack All Equity (SWEGX)
On
Dec 4
:
10.50
0.08
(0.77%)
MORE ON SWEGX
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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
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