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test_Schwab OneSource Select List Funds
test_Schwab OneSource Select List Funds Strategic Asset Allocation - Optimal Moderate
test_Schwab OneSource Select List Funds Strategic Asset Allocation - Optimal Moderate
live (public) 0.10% November 08
Delayed
Holdings (As of 09/29/2023)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | SAMBX (RIDGEWORTH SEIX FLOATING RATE HIGH INCOME FUND I SHARES) | 0.0% | RidgeWorth Seix Floating RT High Inc I | 40.63% |
| US Equity | DHSCX (DIAMOND HILL SMALL CAP FUND DIAMOND HILL SMALL CAP FUND CLASS A) | 0.11% | Diamond Hill Small Cap A | 10.80% |
| US Equity | LGILX (LAUDUS U.S. LARGE CAP GROWTH FUND LAUDUS U.S. LARGE CAP GROWTH FUND) | 0.17% | Laudus Growth Investors US Large Cap Gr | 13.43% |
| Real Estate | TVRVX (THIRD AVENUE REAL ESTATE VALUE FUND INVESTOR CLASS) | 0.40% | Third Avenue Real Estate Value Investor | 7.68% |
| Emerging Market Equity | HLEMX (HARDING LOEVNER EMERGING MARKETS PORTFOLIO ADVISOR) | 1.09% | Harding Loevner Emerging Markets Advisor | 9.07% |
| International Equity | SICNX (SCHWAB INTERNATIONAL CORE EQUITY FUND INSTITUTIONAL SHARES) | 0.67% | Schwab International Core Equity | 9.41% |
| International Equity | BIIEX (BRANDES INTERNATIONAL EQUITY FUND CLASS I) | 0.63% | Brandes International Equity I | 8.98% |
* Day change on 08/31/2023.
Previous
Beta
Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Performance (As of 11/08/2023)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| test_Schwab OneSource Select List Funds Strategic Asset Allocation - Optimal Moderate | 7.3% | 6.4% | -23.8% | -14.0% | -3.6% | 0.9% |
| VFINX (Vanguard (S&P 500) Index) | 7.1% | 13.7% | 19.4% | 16.6% | 13.6% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.4% | 10.3% | 11.9% | 8.9% | 8.5% | 9.4% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 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(%) | 1.8 | 6.4 | -23.8 | -14.0 | -3.6 | 0.9 | -0.6 | 1.9 | 2.3 | 2.7 | 5.9 | -62.9 | 3.7 | 11.5 | 14.2 | -6.6 | 15.3 | 3.3 | 8.8 | 2.0 | 10.7 | 11.5 | -3.0 | 15.5 | 29.1 | -26.4 | 11.4 | 13.0 | 12.0 | 17.9 | 23.9 | 0.2 | 5.1 |
| Sharpe Ratio | NA | 0.58 | -0.03 | -0.02 | -0.01 | NA | NA | NA | NA | 0.0 | 0.28 | -0.04 | 0.39 | 0.6 | 2.25 | -0.96 | 3.36 | 0.42 | 0.94 | 0.39 | 1.81 | 1.72 | -0.25 | 1.49 | 1.65 | -1.27 | 0.92 | 1.26 | 1.74 | 2.42 | 3.74 | -0.12 | 0.4 |
| Draw Down(%) | NA | 6.1 | 100.0 | 100.0 | 100.0 | NA | NA | NA | NA | 100.0 | 6.1 | 100.0 | 8.0 | 24.9 | 2.5 | 12.9 | 1.7 | 7.6 | 6.9 | 4.9 | 7.0 | 5.8 | 14.6 | 7.8 | 16.7 | 37.7 | 7.0 | 9.7 | 4.7 | 8.1 | 6.9 | 13.5 | 9.2 |
| Standard Deviation(%) | NA | 8.6 | 1011.9 | 783.7 | 554.0 | NA | NA | NA | NA | 366.6 | 7.8 | 1757.2 | 9.4 | 18.8 | 5.7 | 8.2 | 4.4 | 7.3 | 9.4 | 5.1 | 5.9 | 6.6 | 12.3 | 10.4 | 17.6 | 21.5 | 9.1 | 7.7 | 5.7 | 7.0 | 6.2 | 7.4 | 7.0 |
| Treynor Ratio | NA | 0.1 | 0.0 | 0.0 | 0.0 | NA | NA | NA | NA | 0.0 | 0.04 | 0.0 | 0.07 | 0.23 | 0.32 | -0.18 | 0.29 | 0.06 | 0.21 | 0.05 | 0.23 | 0.24 | -0.06 | 0.29 | 0.47 | -0.55 | 0.16 | 0.17 | 0.25 | 0.43 | 0.89 | -0.04 | 0.11 |
| Alpha | NA | 0.0 | 20616.62 | 12329.69 | 6257.91 | NA | NA | NA | NA | 2677.17 | -0.01 | 56677.16 | -0.04 | 0.01 | 0.01 | -0.02 | 0.02 | -0.01 | 0.03 | -0.01 | -0.01 | 0.02 | -0.01 | 0.03 | 0.05 | -0.04 | 0.03 | 0.01 | 0.04 | 0.05 | 0.06 | 0.02 | 0.02 |
| Beta | NA | 0.5 | -25918.71 | -10316.53 | -7696.1 | NA | NA | NA | NA | -2747.19 | 0.5 | -38572.93 | 0.53 | 0.49 | 0.4 | 0.43 | 0.51 | 0.47 | 0.42 | 0.39 | 0.46 | 0.48 | 0.49 | 0.53 | 0.62 | 0.5 | 0.51 | 0.59 | 0.39 | 0.4 | 0.26 | 0.22 | 0.25 |
| RSquared | NA | 0.8 | 0.0 | 0.0 | 0.0 | NA | NA | NA | NA | 0.0 | 0.75 | 0.0 | 0.54 | 0.84 | 0.77 | 0.8 | 0.62 | 0.72 | 0.48 | 0.77 | 0.76 | 0.87 | 0.86 | 0.87 | 0.93 | 0.89 | 0.79 | 0.58 | 0.51 | 0.4 | 0.52 | 0.63 | 0.61 |
| Sortino Ratio | NA | 0.89 | -0.04 | -0.03 | -0.01 | NA | NA | NA | NA | 0.01 | 0.41 | -0.05 | 0.53 | 0.75 | 3.39 | -1.2 | 5.39 | 0.58 | 1.53 | 0.52 | 2.53 | 2.61 | -0.32 | 2.16 | 2.42 | -1.64 | 1.24 | 1.85 | 2.6 | 3.46 | 5.74 | -0.17 | 0.52 |
| Yield(%) | N/A | 5.7 | 3.8 | 4.7 | 5.5 | 7.9 | 7.9 | 9.5 | 9.5 | 4.45 | 3.2 | 2.5 | 4.3 | 3.7 | 3.9 | 7.2 | 5.3 | 3.4 | 4.4 | 5.7 | 3.0 | 4.0 | 3.0 | 2.3 | 2.0 | 5.3 | 6.6 | 9.1 | 4.7 | 3.8 | 3.1 | 2.6 | 4.9 |
| Dividend Growth(%) | N/A | -61.8 | -13.2 | 29.0 | 90.4 | N/A | N/A | N/A | N/A | N/A | -52.6 | -40.6 | 29.4 | 9.7 | -50.5 | 57.6 | 62.7 | -16.2 | -20.6 | 106.3 | -16.0 | 29.8 | 49.0 | 52.3 | -72.3 | -11.3 | -18.8 | 118.5 | 45.4 | 54.0 | 16.0 | -42.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Optimal
strategy. Asset weights of available asset classes
in test_Schwab OneSource Select List Funds 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 162 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.
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