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Schwab Commission Free ETFs
Schwab Commission Free ETFs Strategic Asset Allocation - Optimal Moderate
Schwab Commission Free ETFs Strategic Asset Allocation - Optimal Moderate
live (public) 0.61% April 26
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | BKLN (Invesco Senior Loan ETF) | 0.05% | PowerShares Senior Loan Port | 38.72% |
US Equity | SCHX (Schwab U.S. Large-Cap ETF) | 0.42% | Schwab U.S. Large-Cap ETF | 12.13% |
US Equity | SCHG (Schwab U.S. Large-Cap Growth ETF) | 0.62% | Schwab U.S. Large-Cap Growth ETF | 13.19% |
Real Estate | SCHH (Schwab U.S. REIT ETF) | 0.80% | Schwab US REIT ETF | 7.27% |
Emerging Market Equity | EDIV (SPDR® S&P Emerging Markets Dividend ETF) | 0.12% | SPDR S&P Emerging Markets Dividend | 9.96% |
International Equity | SCHF (Schwab International Equity ETF) | 0.29% | Schwab International Equity ETF | 9.30% |
International Equity | DWX (SPDR® S&P International Dividend ETF) | 0.06% | SPDR S&P International Dividend | 9.43% |
CASH | CASH (CASH) | 0.0% | CASH | 0.09% |
* Day change on 02/29/2024.
Beta
Performance (As of 04/26/2024)
Since 12/31/2009
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Schwab Commission Free ETFs Strategic Asset Allocation - Optimal Moderate | 2.8% | 13.7% | 2.3% | 5.7% | 4.5% | |
VFINX (Vanguard (S&P 500) Index) | 6.0% | 22.5% | 7.9% | 13.2% | 12.4% | 14.5% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.0% | 14.4% | 2.6% | 7.7% | 7.7% | 9.5% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 12/31/2009 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.7 | 2.8 | 13.7 | 2.3 | 5.7 | 4.5 | 5.2 | 11.7 | -9.1 | 9.4 | 8.8 | 16.1 | -7.3 | 11.5 | 5.5 | -4.0 | 4.4 | 7.9 | 11.1 | 0.4 | 9.3 | 0.0 |
Sharpe Ratio | NA | 0.24 | 1.32 | 0.01 | 0.35 | 0.36 | 0.44 | 0.89 | -0.9 | 1.12 | 0.44 | 2.76 | -0.99 | 2.39 | 0.68 | -0.5 | 0.77 | 1.07 | 1.42 | 0.02 | 0.69 | NA |
Draw Down(%) | NA | 3.1 | 6.2 | 16.3 | 24.0 | 24.0 | 24.0 | 7.3 | 16.3 | 3.8 | 24.0 | 2.7 | 13.1 | 2.2 | 4.9 | 9.6 | 4.9 | 7.6 | 5.8 | 16.9 | 10.4 | 0.0 |
Standard Deviation(%) | NA | 6.8 | 7.5 | 9.3 | 11.7 | 9.6 | 10.3 | 8.3 | 11.6 | 8.4 | 19.3 | 5.3 | 8.7 | 4.5 | 7.7 | 8.1 | 5.7 | 7.4 | 7.8 | 16.8 | 13.4 | NA |
Treynor Ratio | NA | 0.03 | 0.17 | 0.0 | 0.08 | 0.07 | 0.08 | 0.13 | -0.26 | 0.17 | 0.16 | 0.41 | -0.18 | 0.21 | 0.1 | -0.09 | 0.1 | 0.13 | 0.19 | 0.0 | 0.13 | NA |
Alpha | NA | -0.02 | -0.01 | -0.01 | 0.0 | -0.01 | 0.0 | -0.01 | -0.01 | -0.02 | 0.0 | 0.02 | -0.02 | 0.0 | 0.0 | -0.02 | 0.0 | -0.03 | 0.01 | 0.0 | 0.0 | NA |
Beta | NA | 0.54 | 0.58 | 0.46 | 0.49 | 0.49 | 0.54 | 0.57 | 0.41 | 0.55 | 0.53 | 0.36 | 0.47 | 0.53 | 0.52 | 0.47 | 0.45 | 0.6 | 0.58 | 0.69 | 0.71 | NA |
RSquared | NA | 0.83 | 0.83 | 0.73 | 0.82 | 0.81 | 0.83 | 0.8 | 0.73 | 0.73 | 0.9 | 0.72 | 0.86 | 0.6 | 0.76 | 0.82 | 0.81 | 0.82 | 0.89 | 0.92 | 0.91 | NA |
Sortino Ratio | NA | 0.34 | 1.98 | 0.01 | 0.46 | 0.47 | 0.59 | 1.29 | -1.19 | 1.59 | 0.56 | 4.35 | -1.27 | 3.72 | 0.96 | -0.67 | 1.05 | 1.49 | 2.16 | 0.03 | 0.98 | NA |
Yield(%) | N/A | 1.24 | 5.23 | 3.97 | 3.22 | 2.78 | 2.85 | 5.12 | 3.4 | 2.34 | 1.72 | 2.48 | 2.4 | 2.69 | 2.63 | 2.21 | 2.34 | 2.76 | 2.62 | 2.67 | 3.26 | 0.0 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2009
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Optimal
strategy. Asset weights of available asset classes
in Schwab Commission Free ETFs are derived based on long term asset trends and their correlations.
For each major asset class, one or two funds are selected:
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the fixed income asset should be at least 40%.
2. Asset weights:
3. Fund selection: one or two top performing funds among 35 available funds in the plan are chosen for each asset.
They are usually equally weighted within the asset by default. Volatile funds or ETFs with small trading volume are ignored.
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 are obtained from historical simulation. They are hypothetical.