SCHWAB BALANCED Information Ratio
| SWOBX Fund | | | USD 18.54 0.11 0.60% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is SCHWAB BALANCED's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
SCHWAB BALANCED registers a Information Ratio of 0.0656, reflecting positive but modest excess return per unit of tracking risk. SCHWAB BALANCED has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0656 | |
Information Ratio Peers Comparison
Among sector peers, SCHWAB BALANCED's Information Ratio of 0.0656 is below the 0.13 group average. The range runs from -0.0437 (Doubleline Yield Opportunities) to 0.2545 (Columbia Seligman Premium). SCHWAB BALANCED's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Schwab Balanced and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
SCHWAB BALANCED's Maximum Drawdown of
2.72 runs about
41.46 times its Information Ratio of
0.07 . This indicates Maximum Drawdown substantially exceeds Information Ratio for SCHWAB BALANCED.
Methodology, Assumptions & Data Sources
SCHWAB BALANCED has a current Information Ratio reading of 0.0656. The Information Ratio for SCHWAB BALANCED is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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