Dow Up0.64% Nasdaq Up0.68%

Schwab Total Stock Market Index (SWTSX)

36.65 Up 0.05(0.14%) Sep 17

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up10
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
StatisticSWTSXCategory
Alpha (against Standard Index)-0.72-1.98
Beta (against Standard Index)1.041.04
Mean Annual Return1.631.53
R-squared (against Standard Index)99.3694.78
Standard Deviation12.0812.39
Sharpe Ratio1.611.49
Treynor Ratio19.7618.46
5 Years
StatisticSWTSXCategory
Alpha (against Standard Index)-0.08-1.58
Beta (against Standard Index)1.031.02
Mean Annual Return1.411.28
R-squared (against Standard Index)99.4295.80
Standard Deviation13.6113.82
Sharpe Ratio1.241.12
Treynor Ratio16.7115.09
10 Years
StatisticSWTSXCategory
Alpha (against Standard Index)0.48-0.45
Beta (against Standard Index)1.021.01
Mean Annual Return0.820.73
R-squared (against Standard Index)99.4295.08
Standard Deviation15.0415.27
Sharpe Ratio0.550.48
Treynor Ratio7.296.30