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Schwab Premier Equity Select (SWPSX)
On
Dec 1
:
8.88
0.09
(1.02%)
MORE ON SWPSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.03%
Worst 1 Yr Total Return
(2008)
:
-39.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SWPSX
Category
Alpha (against Standard Index)
-2.65
0.38
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-9.81
-0.41
R-squared (against Standard Index)
95
95.50
Standard Deviation
20.46
20.09
Sharpe Ratio
-0.52
N/A
Treynor Ratio
-11.98
N/A
5 Years
Statistic
SWPSX
Category
Alpha (against Standard Index)
N/A
0.26
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.16
R-squared (against Standard Index)
N/A
94.84
Standard Deviation
N/A
16.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
SWPSX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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