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Schwab GNMA (SWGSX)
On
Dec 4
:
10.16
0.01
(0.10%)
MORE ON SWGSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
7.95%
Worst 1 Yr Total Return
(2005)
:
2.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SWGSX
Category
Alpha (against Standard Index)
1.85
0.17
Beta (against Standard Index)
0.65
0.75
Mean Annual Return
6.90
0.45
R-squared (against Standard Index)
76
63.33
Standard Deviation
2.96
3.92
Sharpe Ratio
1.43
N/A
Treynor Ratio
6.95
N/A
5 Years
Statistic
SWGSX
Category
Alpha (against Standard Index)
0.90
-0.28
Beta (against Standard Index)
0.68
0.77
Mean Annual Return
5.34
0.36
R-squared (against Standard Index)
80
69.10
Standard Deviation
2.69
3.41
Sharpe Ratio
0.81
N/A
Treynor Ratio
3.43
N/A
10 Years
Statistic
SWGSX
Category
Alpha (against Standard Index)
N/A
-0.49
Beta (against Standard Index)
N/A
0.85
Mean Annual Return
N/A
0.44
R-squared (against Standard Index)
N/A
77.74
Standard Deviation
N/A
3.68
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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