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Schwab OneSource Select List Funds
Swensen Schwab OneSource Select List Funds
Swensen Schwab OneSource Select List Funds
live (public) 0.57% November 11
Delayed
Holdings (As of 09/30/2022)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
Emerging Market Equity | SSEMX (STATE STREET DISCIPLINED EMERGING MARKETS EQUITY FUND CLASS N) | 0.0% | SSgA Emerging Markets Instl | 5.08% |
International Equity | SWISX (SCHWAB INTERNATIONAL INDEX FUND SELECT SHARES) | 0.46% | Schwab International Index | 14.49% |
General Bond | SAMBX (RIDGEWORTH SEIX FLOATING RATE HIGH INCOME FUND I SHARES) | 0.0% | RidgeWorth Seix Floating RT High Inc I | 26.73% |
Inflation Protected Bond | ACITX (INFLATION-ADJUSTED BOND FUND INVESTOR CLASS) | 0.64% | American Century Infl-Adj Bond Inv | 24.57% |
US Equity | ACMVX (MID CAP VALUE FUND INVESTOR CLASS) | 0.82% | American Century Mid Cap Value Inv | 29.13% |
* Day change on 09/30/2022.
Beta
Performance (As of 11/11/2022)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Swensen Schwab OneSource Select List Funds | -10.6% | -12.2% | 4.9% | 4.8% | 5.8% | 5.0% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.3% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.5% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.1 | -12.2 | 4.9 | 4.8 | 5.8 | 5.0 | 7.6 | 7.3 | -10.6 | 3.3 | 21.3 | 18.3 | -4.8 | 12.4 | 6.1 | 0.7 | 2.7 | 10.6 | 14.4 | 4.4 | 15.8 | 24.7 | -29.7 | 5.5 | 19.1 | 9.0 | 13.6 | 30.1 | 1.4 | 8.8 |
Sharpe Ratio | NA | -1.28 | 0.4 | 0.4 | 0.63 | NA | NA | 0.54 | -1.1 | 0.36 | 1.52 | 2.7 | -0.71 | 2.93 | 0.84 | 0.1 | 0.47 | 1.48 | 1.69 | 0.27 | 1.18 | 0.98 | -1.11 | 0.21 | 1.8 | 1.04 | 1.57 | 3.95 | 0.04 | 0.82 |
Draw Down(%) | NA | 18.7 | 19.6 | 19.6 | 19.6 | NA | NA | 47.4 | 17.4 | 7.8 | 15.1 | 3.1 | 12.3 | 1.3 | 6.2 | 9.2 | 3.8 | 8.4 | 6.1 | 14.0 | 10.6 | 23.3 | 41.5 | 8.5 | 7.9 | 4.1 | 9.1 | 5.5 | 10.4 | 8.2 |
Standard Deviation(%) | NA | 10.3 | 11.2 | 9.9 | 8.3 | NA | NA | 11.9 | 10.6 | 9.0 | 13.9 | 6.3 | 8.6 | 4.0 | 7.0 | 7.3 | 5.6 | 7.2 | 8.5 | 16.4 | 13.3 | 25.2 | 27.5 | 11.6 | 8.8 | 6.6 | 8.0 | 7.5 | 7.4 | 7.9 |
Treynor Ratio | NA | -0.36 | 0.12 | 0.1 | 0.13 | NA | NA | 0.12 | -0.32 | 0.06 | 0.57 | 0.38 | -0.14 | 0.26 | 0.12 | 0.02 | 0.07 | 0.19 | 0.23 | 0.06 | 0.23 | 0.28 | -0.49 | 0.04 | 0.21 | 0.12 | 0.23 | 0.9 | 0.01 | 0.22 |
Alpha | NA | -0.03 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | -0.03 | -0.04 | 0.05 | 0.02 | -0.01 | 0.01 | 0.01 | 0.0 | -0.01 | -0.02 | 0.02 | 0.02 | 0.02 | 0.01 | -0.03 | 0.01 | 0.03 | 0.02 | 0.03 | 0.07 | 0.02 | 0.04 |
Beta | NA | 0.36 | 0.38 | 0.39 | 0.41 | NA | NA | 0.52 | 0.36 | 0.53 | 0.37 | 0.45 | 0.45 | 0.46 | 0.47 | 0.42 | 0.4 | 0.56 | 0.61 | 0.67 | 0.69 | 0.87 | 0.62 | 0.68 | 0.75 | 0.55 | 0.54 | 0.33 | 0.22 | 0.3 |
RSquared | NA | 0.71 | 0.74 | 0.75 | 0.74 | NA | NA | 0.74 | 0.72 | 0.6 | 0.85 | 0.8 | 0.78 | 0.57 | 0.78 | 0.8 | 0.65 | 0.76 | 0.85 | 0.92 | 0.88 | 0.89 | 0.87 | 0.89 | 0.74 | 0.74 | 0.56 | 0.57 | 0.63 | 0.66 |
Sortino Ratio | NA | -1.74 | 0.54 | 0.54 | 0.87 | NA | NA | 0.74 | -1.5 | 0.5 | 2.03 | 4.05 | -0.92 | 4.47 | 1.21 | 0.13 | 0.63 | 2.03 | 2.6 | 0.36 | 1.68 | 1.45 | -1.42 | 0.28 | 2.81 | 1.53 | 2.15 | 6.25 | 0.05 | 1.14 |
Yield(%) | N/A | 6.04 | 4.15 | 3.9 | 3.58 | N/A | N/A | 3.97 | 1.03 | 5.86 | 3.64 | 3.67 | 6.07 | 0.58 | 3.34 | 3.52 | 2.74 | 5.84 | 2.1 | 2.78 | 3.26 | 3.33 | 2.41 | 4.66 | 7.22 | 7.19 | 2.53 | 4.17 | 2.84 | 4.63 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 6 major asset classes: Fixed Income, US Equity, Emerging Market Equity, Foreign Equity, Commodity, REITs
that are covered in Schwab OneSource Select List Funds. It then selects one or two funds for each of the 6 major asset classes.
1.Risk allocation: the risk profile of this portfolio 30.0.
The total allocation of the fixed income assets should be at least 30.0%.
2.Asset weights: This portfolio's asset weights are set by the user.
3.Fund selection: about one or two top performing funds among 162 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4.Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public on
07/24/2012
are obtained from historical simulation. They are hypothetical.