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(SCHX)

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Risk statistics

3 yearsSCHXCategory average
5 yearsSCHXCategory average
10 yearsSCHXCategory average
Alpha
-0.91-1.52
-0.44-1.12
-0.32-1.2
BETA
1.010.95
1.020.98
1.010.99
Mean annual return
0.820.74
1.351.25
1.080.99
R-squared
99.8193.99
99.7995.11
99.8295.1
Standard deviation
18.0117.52
18.5718.32
15.5115.51
Sharpe ratio
0.370.32
0.750.7
0.740.67
Treynor ratio
5.34.49
13.0212.18
10.769.75