Nasdaq - Delayed Quote
USD
Schwab Fundamental US Large Company Idx (SFLNX)
38.99
-0.21
(-0.54%)
At close: 8:08:32 PM EDT
Fund Summary
To pursue its goal, the fund generally invests in stocks that are included in the RAFI Fundamental High Liquidity US Large Index†. The index selects, ranks, and weights securities by fundamental measures of company size?–?adjusted sales, retained operating cash flow, and dividends plus buybacks?–?rather than market capitalization.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 34.25% |
|---|---|
| Worst 1Y Total Return | -- |
| Number of Years Up | 13 |
| Number of Years Down | 5 |
Performance & Risk
| YTD Return | 21.52% |
| 5y Average Return | 13.60% |
| Rank in Category (ytd) | 18 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.81 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
SFLNX | Category Average | SFLNX | Category Average | SFLNX | Category Average |
|
Alpha
|
1.99 | -0.01 | 2.3 | -0.03 | 0.14 | -0.03 |
|
BETA
|
0.81 | 0.01 | 0.87 | 0.01 | 0.95 | 0.01 |
|
Mean Annual Return
|
1.66 | 0.01 | 1.18 | 0.01 | 1.21 | 0.01 |
|
R-squared
|
79.5 | 0.78 | 85.21 | 0.83 | 89.33 | 0.84 |
|
Standard Deviation
|
11.67 | 0.17 | 14.92 | 0.19 | 15.84 | 0.16 |
|
Sharpe Ratio
|
1.32 | 0 | 0.69 | 0 | 0.76 | 0.01 |
|
Treynor Ratio
|
20.33 | 0.04 | 11.48 | 0.07 | 12.19 | 0.08 |
