SCHWAB TARGET Market Risk Adjusted Performance
| SWYGX Fund | | | USD 21.29 0.12 0.57% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is SCHWAB TARGET's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
At 0.0756, SCHWAB TARGET's Market Risk Adjusted Performance indicates positive but modest risk-adjusted return. SCHWAB TARGET has produced a positive return relative to risk, though the margin is limited.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0756 | |
| ER[a] | = | Expected return on investing in SCHWAB TARGET |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Among sector peers, SCHWAB TARGET's Market Risk Adjusted Performance of 0.0756 is above the 0.07 group average. The range runs from 0.0393 (Royce Premier Fund) to 0.1079 (Royce Opportunity Fund). SCHWAB TARGET's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for Schwab Target and its peers. Each point represents one equity — position along the horizontal axis shows Market Risk Adjusted Performance 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 TARGET's Maximum Drawdown of
3.46 runs about
45.76 times its Market Risk Adjusted Performance of
0.08 . This indicates Maximum Drawdown substantially exceeds Market Risk Adjusted Performance for SCHWAB TARGET.
Methodology, Assumptions & Data Sources
SCHWAB TARGET's Market Risk Adjusted Performance currently stands at 0.0756. SCHWAB TARGET's Market Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. SCHWAB TARGET operates in the target-date 2040 sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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