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Schwab Fdmtl Emerg Mkts Lg Co Idx (SFENX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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Risk overview
Morningstar risk rating★★★★
Number of years up8
Number of years down7
Best 1-yr total return (21 May 2024)74.65%
Worst 1-yr total return (21 May 2024)N/A
Risk statistics
3 years
SFENXCategory average5 years
SFENXCategory average10 years
SFENXCategory averageAlpha
1.040.02
-0.640.01
0.31-0.01
BETA
0.880.01
10.01
1.080.01
Mean annual return
0.240.01
0.490.01
0.460
R-squared
72.960.82
81.380.79
73.740.8
Standard deviation
16.920.2
19.60.17
18.830.18
Sharpe ratio
-0.010.01
0.190.01
0.220
Treynor ratio
-1.850.1
1.750.11
2.170.04
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