Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, November 30, 2009, 2:58AM ET - U.S. Markets open in 6 hours and 32 minutes.
Dow
1.48%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Schwab YieldPlus (SWYSX)
On
Nov 27
:
4.83
0.00
(0.00%)
MORE ON SWYSX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
5.62%
Worst 1 Yr Total Return
(2008)
:
-35.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SWYSX
Category
Alpha (against Standard Index)
-20.18
-1.83
Beta (against Standard Index)
0.25
0.06
Mean Annual Return
-16.40
0.07
R-squared (against Standard Index)
1
6.99
Standard Deviation
13.65
3.69
Sharpe Ratio
-1.42
N/A
Treynor Ratio
-74.08
N/A
5 Years
Statistic
SWYSX
Category
Alpha (against Standard Index)
-11.55
-1.28
Beta (against Standard Index)
0.06
0.07
Mean Annual Return
-8.71
0.15
R-squared (against Standard Index)
0
8.59
Standard Deviation
10.93
2.82
Sharpe Ratio
-1.06
N/A
Treynor Ratio
-184.38
N/A
10 Years
Statistic
SWYSX
Category
Alpha (against Standard Index)
-5.47
-0.25
Beta (against Standard Index)
0.11
0.11
Mean Annual Return
-2.49
0.25
R-squared (against Standard Index)
0
11.36
Standard Deviation
7.95
1.93
Sharpe Ratio
-0.65
N/A
Treynor Ratio
-50.03
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center