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Schwab Total Return Bond Plan
Schwab Total Return Bond
Schwab Total Return Bond
live (public) 0.19% April 24
This portfolio is for fixed income investments in Schwab. It invests in a no load no transaction fee total return bond fund and rebalances every month. It obeys the 3 month minimum holding period requirement for every fund. Please see the following newsletters for more detailed description:
- September 22, 2014: Why Total Return Bond Funds?
- June 3, 2013: Total Return Bond Fund Portfolios For Major Brokerages
For its smart usage in other asset allocation portfolios, see the following:
Candidate funds used in this portfolio:
| Asset Class | Ticker | Description | Rating | ||||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delayed
Holdings (As of 02/29/2024)
sign up and login first and then customize a new portfolio for the latest current holdings
| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | CASH | 0.01% |
| General Bond | PONAX (PIMCO INCOME FUND CLASS A) | 0.10% | PIMCO Income A | 99.99% |
* Day change on 02/29/2024.
Previous
Beta
Performance (As of 04/24/2024)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Schwab Total Return Bond | -1.2% | -1.0% | 0.3% | 4.4% | 3.9% | 6.7% |
| VFINX (Vanguard (S&P 500) Index) | 6.7% | 24.3% | 8.6% | 13.4% | 12.4% | 14.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.5% | 13.6% | 2.7% | 7.6% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.1 | -1.2 | -1.0 | 0.3 | 4.4 | 3.9 | 6.7 | 6.7 | 7.5 | 2.7 | -0.8 | 3.1 | 10.2 | 10.5 | -0.8 | 8.6 | 7.5 | -1.3 | 5.3 | 3.3 | 16.1 | 6.6 | 15.0 | 22.2 | -1.7 | 8.7 | 11.0 | 4.0 | 7.6 | 28.8 | 8.2 | 7.4 |
| Sharpe Ratio | NA | -0.5 | -0.92 | -0.47 | 0.63 | 0.76 | NA | NA | 1.47 | -0.28 | -0.91 | 0.81 | 1.91 | 2.38 | -1.22 | 3.2 | 2.02 | -0.42 | 1.74 | 0.98 | 5.21 | 1.67 | 3.05 | 3.59 | -0.36 | 1.3 | 2.23 | 0.59 | 0.94 | 5.3 | 1.73 | 1.15 |
| Draw Down(%) | NA | 2.4 | 4.8 | 6.5 | 7.8 | 7.8 | NA | NA | 7.8 | 6.5 | 3.8 | 2.6 | 7.8 | 2.4 | 1.8 | 0.9 | 3.4 | 3.6 | 3.5 | 5.1 | 2.9 | 3.6 | 4.2 | 2.2 | 7.3 | 3.1 | 2.9 | 2.8 | 7.6 | 6.2 | 5.1 | 4.1 |
| Standard Deviation(%) | NA | 4.7 | 5.2 | 4.2 | 4.4 | 3.7 | NA | NA | 4.4 | 5.6 | 2.4 | 3.8 | 5.2 | 3.8 | 1.7 | 2.5 | 3.6 | 3.3 | 3.0 | 3.3 | 3.1 | 3.9 | 4.9 | 6.2 | 7.1 | 4.4 | 3.5 | 3.1 | 7.1 | 5.3 | 4.1 | 4.4 |
| Treynor Ratio | NA | -0.25 | -0.5 | -0.88 | 2.73 | 2.41 | NA | NA | 13.9 | -0.16 | -20.44 | 2.63 | 14.43 | -1.14 | 2.13 | -5.4 | 4.03 | -0.59 | 0.37 | 0.31 | 2.03 | 1.04 | 2.16 | -5.2 | 1.31 | 1.01 | 0.53 | 0.32 | 0.73 | -4.0 | -1.34 | -1.67 |
| Alpha | NA | -0.04 | -0.02 | -0.01 | 0.01 | 0.01 | NA | NA | 0.02 | -0.01 | -0.01 | 0.01 | 0.04 | 0.04 | -0.01 | 0.03 | 0.03 | -0.01 | 0.01 | 0.0 | 0.06 | 0.02 | 0.05 | 0.08 | -0.01 | 0.02 | 0.02 | 0.01 | 0.02 | 0.11 | 0.02 | 0.02 |
| Beta | NA | 0.09 | 0.1 | 0.02 | 0.01 | 0.01 | NA | NA | 0.0 | 0.1 | 0.0 | 0.01 | 0.01 | -0.08 | -0.01 | -0.01 | 0.02 | 0.02 | 0.14 | 0.11 | 0.08 | 0.06 | 0.07 | -0.04 | -0.02 | 0.06 | 0.15 | 0.06 | 0.09 | -0.07 | -0.05 | -0.03 |
| RSquared | NA | 0.05 | 0.05 | 0.01 | 0.0 | 0.0 | NA | NA | 0.0 | 0.05 | 0.0 | 0.0 | 0.0 | 0.07 | 0.01 | 0.0 | 0.0 | 0.01 | 0.29 | 0.13 | 0.11 | 0.14 | 0.07 | 0.04 | 0.01 | 0.04 | 0.18 | 0.04 | 0.02 | 0.05 | 0.11 | 0.02 |
| Sortino Ratio | NA | -0.61 | -1.26 | -0.66 | 0.89 | 1.09 | NA | NA | 2.17 | -0.42 | -1.14 | 1.35 | 2.5 | 3.64 | -1.77 | 6.14 | 3.1 | -0.57 | 2.63 | 1.4 | 9.93 | 2.26 | 4.48 | 6.32 | -0.5 | 1.86 | 3.57 | 0.82 | 1.38 | 8.6 | 2.49 | 1.66 |
| Yield(%) | N/A | 0.98 | 4.77 | 3.26 | 3.78 | 3.93 | N/A | N/A | 5.64 | 4.9 | 1.63 | 5.69 | 2.73 | 3.8 | 3.05 | 4.65 | 3.52 | 4.17 | 5.29 | 4.93 | 7.55 | 6.4 | 6.32 | 10.48 | 4.96 | 6.11 | 5.52 | 5.98 | 6.75 | 7.24 | 8.41 | 8.6 |
| 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 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Tactical Asset Allocation
. The following is the description on how in general the strategy works for this portfolio. It is for information purpose only. The actual implementation might be
different from the description in some situations where optimization has been implemented.
The strategy first derives trend scores of the 1 major asset classes: Fixed Income that are covered in Schwab Total Return Bond Plan. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 100.0.
The total allocation of the 1 fixed income asset should be at least 100.0%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 9 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. During a market downturn, the asset
exposure to risk assets might be reduced and is switched to fixed income instead to avoid big loss.
5.
Simulation: Performance data before this portfolio went public on
04/04/2016
are obtained from historical simulation. They are hypothetical.
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