Dow Down0.17% Nasdaq Down0.28%

Schwab Monthly Income Max Payout (SWLRX)

10.43 Down 0.01(0.10%) Sep 30

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up5
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2009):9.18%
Worst 1 Yr Total Return(Dec 30, 2013):1.66%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSWLRXCategory
Alpha (against Standard Index)1.110.00
Beta (against Standard Index)0.240.66
Mean Annual Return0.310.59
R-squared (against Standard Index)50.0086.73
Standard Deviation2.715.53
Sharpe Ratio1.361.25
Treynor Ratio15.3010.74
5 Years
StatisticSWLRXCategory
Alpha (against Standard Index)2.940.67
Beta (against Standard Index)0.190.69
Mean Annual Return0.410.65
R-squared (against Standard Index)34.9888.49
Standard Deviation2.676.14
Sharpe Ratio1.811.29
Treynor Ratio26.4012.01
10 Years
StatisticSWLRXCategory
Alpha (against Standard Index)N/A-0.56
Beta (against Standard Index)N/A0.62
Mean Annual ReturnN/A0.41
R-squared (against Standard Index)N/A88.57
Standard DeviationN/A6.28
Sharpe RatioN/A0.54
Treynor RatioN/A5.42