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    Schwab Total Stock Market Index (SWTSX)

    36.02 Down 0.15(0.41%) Oct 6

    Risk as of Sep 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):33.36%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.58%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.15-0.81
    Beta (against Standard Index)1.011.00
    Mean Annual Return1.021.09
    R-squared (against Standard Index)98.6392.79
    Standard Deviation9.929.91
    Sharpe Ratio1.221.31
    Treynor Ratio12.1913.32
    5 Years
    Alpha (against Standard Index)-0.44-1.71
    Beta (against Standard Index)1.031.03
    Mean Annual Return1.101.19
    R-squared (against Standard Index)99.1994.92
    Standard Deviation11.8812.57
    Sharpe Ratio1.101.13
    Treynor Ratio12.8013.96
    10 Years
    Alpha (against Standard Index)0.20-0.68
    Beta (against Standard Index)1.021.01
    Mean Annual Return0.670.62
    R-squared (against Standard Index)99.4195.09
    Standard Deviation15.2015.41
    Sharpe Ratio0.440.40
    Treynor Ratio5.715.09