Schwab 1000 Backtesting

SNXFX -- USA Fund  

USD 67.89  0.05  0.07%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Schwab 1000 Index Fund Investo and determine expected loss or profit from investing in Schwab 1000 over given investment horizon. Also please take a look at Schwab 1000 Hype Analysis, Schwab 1000 Correlation, Portfolio Optimization, Schwab 1000 Volatility as well as analyze Schwab 1000 Alpha and Beta and Schwab 1000 Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Schwab 1000 'What if' Analysis

June 19, 2019
0.00
No Change 0.00  0.0%
In 3 months and 1 day
September 17, 2019
0.00
If you would invest  0.00  in Schwab 1000 on June 19, 2019 and sell it all today you would earn a total of 0.00 from holding Schwab 1000 Index Fund Investo or generate 0.0% return on investment in Schwab 1000 over 90 days. Schwab 1000 is related to or competes with American Funds, Investment Company, Investment Company, Investment Company, American Funds, Investment Company, and Investment Company. The investment seeks to match the total return of the Schwab 1000 Index

Schwab 1000 Upside/Downside Indicators

Downside Deviation1.18
Information Ratio0.0216
Maximum Drawdown4.81
Value At Risk(1.24)
Potential Upside1.33

Schwab 1000 Market Premium Indicators

Risk Adjusted Performance0.0482
Jensen Alpha0.0398
Total Risk Alpha0.0191
Sortino Ratio0.0169
Treynor Ratio5.33

Schwab 1000 Index Backtested Returns

We consider Schwab 1000 very steady. Schwab 1000 Index owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0528 which indicates the organization had 0.0528% of return per unit of risk over the last 3 months. Our philosophy towards measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Schwab 1000 Index Fund Investo which you can use to evaluate future volatility of the fund. Please validate Schwab 1000 Semi Deviation of 0.9453, Coefficient Of Variation of 1851.18 and Risk Adjusted Performance of 0.0482 to confirm if risk estimate we provide are consistent with the epected return of 0.05%. The entity has beta of 0.0075 which indicates as returns on market increase, Schwab 1000 returns are expected to increase less than the market. However during bear market, the loss on holding Schwab 1000 will be expected to be smaller as well. Although it is extremely important to respect Schwab 1000 Index current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Schwab 1000 Index technical indicators you can presently evaluate if the expected return of 0.05% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.44 
correlation synergy

Average predictability

Schwab 1000 Index Fund Investo has average predictability. Overlapping area represents the amount of predictability between Schwab 1000 time series from June 19, 2019 to August 3, 2019 and August 3, 2019 to September 17, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Schwab 1000 Index price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Schwab 1000 price fluctuation can be explain by its past prices.
Correlation Coefficient0.44
Spearman Rank Test0.48
Residual Average0.0
Price Variance1.39

Schwab 1000 Index lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Schwab 1000 regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Schwab 1000 Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - SNXFX

Schwab 1000 Index Investor Sentiment

Most of Macroaxis users are at this time bullish on Schwab 1000 Index Fund Investo. What is your outlook on investing in Schwab 1000 Index Fund Investo? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at Schwab 1000 Hype Analysis, Schwab 1000 Correlation, Portfolio Optimization, Schwab 1000 Volatility as well as analyze Schwab 1000 Alpha and Beta and Schwab 1000 Performance. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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