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Schwab Tax-Free YieldPlus (SWYTX)
On
Dec 8
:
7.74
0.00
(0.00%)
MORE ON SWYTX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.30%
Worst 1 Yr Total Return
(2008)
:
-8.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SWYTX
Category
Alpha (against Standard Index)
-7.78
-0.01
Beta (against Standard Index)
-0.02
0.35
Mean Annual Return
-5.35
0.25
R-squared (against Standard Index)
0
65.69
Standard Deviation
3.43
2.57
Sharpe Ratio
-2.48
N/A
Treynor Ratio
367.46
N/A
5 Years
Statistic
SWYTX
Category
Alpha (against Standard Index)
N/A
-0.79
Beta (against Standard Index)
N/A
0.35
Mean Annual Return
N/A
0.22
R-squared (against Standard Index)
N/A
62.89
Standard Deviation
N/A
2.15
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
SWYTX
Category
Alpha (against Standard Index)
N/A
-0.56
Beta (against Standard Index)
N/A
0.40
Mean Annual Return
N/A
0.29
R-squared (against Standard Index)
N/A
72.98
Standard Deviation
N/A
2.13
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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