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Schwab Tax-Free Bond (SWNTX)
On
Nov 27
:
11.31
0.02
(0.18%)
MORE ON SWNTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2004)
:
4.00%
Worst 1 Yr Total Return
(2008)
:
0.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SWNTX
Category
Alpha (against Standard Index)
0.30
-0.48
Beta (against Standard Index)
0.79
0.85
Mean Annual Return
4.14
0.29
R-squared (against Standard Index)
94
90.10
Standard Deviation
4.81
5.40
Sharpe Ratio
0.36
N/A
Treynor Ratio
2.18
N/A
5 Years
Statistic
SWNTX
Category
Alpha (against Standard Index)
-0.29
-0.83
Beta (against Standard Index)
0.80
0.85
Mean Annual Return
3.64
0.27
R-squared (against Standard Index)
94
90.34
Standard Deviation
3.99
4.41
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.77
N/A
10 Years
Statistic
SWNTX
Category
Alpha (against Standard Index)
0.19
-0.73
Beta (against Standard Index)
0.95
0.88
Mean Annual Return
5.71
0.38
R-squared (against Standard Index)
92
92.14
Standard Deviation
4.61
4.29
Sharpe Ratio
0.59
N/A
Treynor Ratio
2.90
N/A
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