SCHWAB TARGET Total Risk Alpha
| SWYFX Fund | | | USD 18.84 -0.10 -0.53% |
The Total Risk Alpha reading for Schwab Target 2035 is computed from historical trading observations. Indicator reliability depends on the continuity of available trading data. Diversification context is available through
World Market Map. Diversification context is built from the relationships between portfolio holdings. Including Schwab Target 2035 in a portfolio enables allocation and risk analysis. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Schwab Target 2035's mutual fund valuation — related indicators include
signals in price.
Schwab Target 2035 has current Total Risk Alpha of 0.0312. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0312 | |
| ER[a] | = | Expected return on investing in SCHWAB TARGET |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SCHWAB TARGET |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Schwab Target 2035 is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
86.58 of Maximum Drawdown per Total Risk Alpha. At
86.58 , Schwab Target 2035's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare SCHWAB TARGET to Peers
Other Technical Indicators