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Saturday, December 5, 2009, 4:15PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Schwab GNMA (SWGSX)On Dec 4: 10.16  Down 0.01 (0.10%)  
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Risk  As of 31-Oct-09Get 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
StatisticSWGSXCategory
Alpha (against Standard Index)1.850.17
Beta (against Standard Index)0.650.75
Mean Annual Return6.900.45
R-squared (against Standard Index)7663.33
Standard Deviation2.963.92
Sharpe Ratio1.43N/A
Treynor Ratio6.95N/A
5 Years
StatisticSWGSXCategory
Alpha (against Standard Index)0.90-0.28
Beta (against Standard Index)0.680.77
Mean Annual Return5.340.36
R-squared (against Standard Index)8069.10
Standard Deviation2.693.41
Sharpe Ratio0.81N/A
Treynor Ratio3.43N/A
10 Years
StatisticSWGSXCategory
Alpha (against Standard Index)N/A-0.49
Beta (against Standard Index)N/A0.85
Mean Annual ReturnN/A0.44
R-squared (against Standard Index)N/A77.74
Standard DeviationN/A3.68
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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