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Wednesday, December 9, 2009, 5:42PM ET - U.S. Markets Closed. Dow Up 0.50% Nasdaq Up 0.49%
Schwab S&P 500 Index Sel (SWPPX)On Dec 8: 17.20  Down 0.18 (1.04%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):15.67%
Worst 1 Yr Total Return (2008):-36.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSWPPXCategory
Alpha (against Standard Index)0.030.38
Beta (against Standard Index)1.001.00
Mean Annual Return-6.95-0.41
R-squared (against Standard Index)9995.50
Standard Deviation19.4920.09
Sharpe Ratio-0.39N/A
Treynor Ratio-9.40N/A
5 Years
StatisticSWPPXCategory
Alpha (against Standard Index)-0.010.26
Beta (against Standard Index)1.001.01
Mean Annual Return0.340.16
R-squared (against Standard Index)9994.84
Standard Deviation15.9016.47
Sharpe Ratio-0.09N/A
Treynor Ratio-2.69N/A
10 Years
StatisticSWPPXCategory
Alpha (against Standard Index)-0.070.84
Beta (against Standard Index)1.000.97
Mean Annual Return-1.010.11
R-squared (against Standard Index)9991.16
Standard Deviation16.0916.35
Sharpe Ratio-0.16N/A
Treynor Ratio-3.99N/A

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