SCHWAB TARGET Risk Adjusted Performance
| SWYGX Fund | | | USD 21.29 0.12 0.57% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is SCHWAB TARGET's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The current Risk Adjusted Performance of 0.081 places SCHWAB TARGET at positive but modest risk-adjusted return. SCHWAB TARGET has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.081 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, SCHWAB TARGET's Risk Adjusted Performance of 0.081 is above the 0.07 group average. The range runs from 0.0352 (Royce Premier Fund) to 0.0946 (Royce Opportunity Fund). SCHWAB TARGET's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Schwab Target and its peers. Each point represents one equity — position along the horizontal axis shows 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
42.71 times its Risk Adjusted Performance of
0.08 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for SCHWAB TARGET.
Methodology, Assumptions & Data Sources
SCHWAB TARGET has a current Risk Adjusted Performance reading of 0.081. The Risk Adjusted Performance for SCHWAB TARGET applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. 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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