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Schwab Total Stock Market Index Sel (SWTSX)
On
Dec 4
:
19.79
0.14
(0.71%)
MORE ON SWTSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.53%
Worst 1 Yr Total Return
(2008)
:
-36.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SWTSX
Category
Alpha (against Standard Index)
0.68
0.38
Beta (against Standard Index)
1.01
1.00
Mean Annual Return
-6.53
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.86
20.09
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-8.83
N/A
5 Years
Statistic
SWTSX
Category
Alpha (against Standard Index)
0.73
0.26
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
0.98
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
16.30
16.47
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.00
N/A
10 Years
Statistic
SWTSX
Category
Alpha (against Standard Index)
1.07
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
0.06
0.11
R-squared (against Standard Index)
96
91.16
Standard Deviation
16.40
16.35
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.91
N/A
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