Nasdaq - Delayed Quote
USD
Schwab S&P 500 Index (SWPPX)
19.59
-0.36
(-1.80%)
At close: October 30 at 8:08:33 PM EDT
Fund Summary
The fund generally invests at least 80% of its net assets (including, for this purpose, any borrowings for investment purposes) in these stocks; typically, the actual percentage is considerably higher. It generally will seek to replicate the performance of the index by giving the same weight to a given stock as the index does. The index includes the stocks of 500 leading U.S. publicly traded companies from a broad range of industries. The fund is non-diversified.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 32.27% |
|---|---|
| Worst 1Y Total Return | -- |
| Number of Years Up | 22 |
| Number of Years Down | 6 |
Performance & Risk
| YTD Return | 11.69% |
| 5y Average Return | 12.02% |
| Rank in Category (ytd) | 30 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.96 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
SWPPX | Category Average | SWPPX | Category Average | SWPPX | Category Average |
|
Alpha
|
0.99 | -0.01 | 1.22 | -0.01 | 0.87 | -0.01 |
|
BETA
|
0.96 | 0.01 | 0.98 | 0.01 | 0.97 | 0.01 |
|
Mean Annual Return
|
1.79 | 0.01 | 1.18 | 0.01 | 1.29 | 0.01 |
|
R-squared
|
99.11 | 0.94 | 99.29 | 0.95 | 99.26 | 0.95 |
|
Standard Deviation
|
12.43 | 0.17 | 15.64 | 0.19 | 15.36 | 0.15 |
|
Sharpe Ratio
|
1.37 | 0 | 0.66 | 0.01 | 0.84 | 0.01 |
|
Treynor Ratio
|
18.91 | 0.03 | 9.99 | 0.1 | 13.18 | 0.1 |
