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Schwab International Index (SWISX)

On Dec 3: 17.32   0.06 (0.35%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 25.02% Worst 1 Yr Total Return (2008): -41.89% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SWISX Category Alpha (against Standard Index) 0.28 -0.52 Beta (against Standard Index) 1.02 1.01 Mean Annual Return -5.18 -0.25 R-squared (against Standard Index) 97 96.20 Standard Deviation 24.73 24.79 Sharpe Ratio -0.19 N/A Treynor Ratio -7.47 N/A 5 Years Statistic SWISX Category Alpha (against Standard Index) -0.21 -0.43 Beta (against Standard Index) 1.01 1.01 Mean Annual Return 4.83 0.55 R-squared (against Standard Index) 97 95.85 Standard Deviation 20.30 20.52 Sharpe Ratio 0.19 N/A Treynor Ratio 1.79 N/A 10 Years Statistic SWISX Category Alpha (against Standard Index) -0.73 -0.03 Beta (against Standard Index) 1.01 1.01 Mean Annual Return 1.25 0.31 R-squared (against Standard Index) 97 92.22 Standard Deviation 18.34 19.09 Sharpe Ratio 0.00 N/A Treynor Ratio -1.71 N/A
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