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Schwab OneSource Schwab Funds Extended
Schwab OneSource Schwab Funds Extended Strategic Asset Allocation - Optimal Moderate
Schwab OneSource Schwab Funds Extended Strategic Asset Allocation - Optimal Moderate
live (public) 0.29% October 25
Delayed
Holdings (As of 08/31/2017)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| General Bond | SWLBX (SCHWAB TOTAL BOND MARKET FUND SCHWAB TOTAL BOND MARKET FUND) | 0.11% | Schwab Total Bond Market | 24.18% |
| US Equity | SWPPX (Schwab S&P 500 Index Fund) | 0.08% | Schwab S&P 500 Index | 12.73% |
| US Equity | SWLSX (SCHWAB LARGE-CAP GROWTH FUND SELECT SHARES) | 0.28% | Schwab Large-Cap Growth | 12.20% |
| Real Estate | SWASX (SCHWAB GLOBAL REAL ESTATE FUND SCHWAB GLOBAL REAL ESTATE FUND) | 0.0% | Schwab Global Real Estate | 7.86% |
| Emerging Market Equity | ODMAX (Oppenheimer Developing Markets A) | 0.15% | Oppenheimer Developing Markets A | 10.64% |
| International Equity | SFILX (SCHWAB FUNDAMENTAL INTERNATIONAL SMALL COMPANY INDEX FUND INSTITUTIONAL SHARES) | 0.14% | Schwab Fdmtl Intl Sm Mid Co Idx | 9.16% |
| International Equity | SICNX (SCHWAB INTERNATIONAL CORE EQUITY FUND INSTITUTIONAL SHARES) | 0.37% | Schwab International Core Equity | 9.26% |
| Inflation Protected Bond | SWRSX (SCHWAB TREASURY INFLATION PROTECTED SECURITIES INDEX FUND SCHWAB TREASURY INFLATION PROTECTED SECURI) | 0.09% | Schwab Treasury Inflation Protected Secs | 13.97% |
* Day change on 07/31/2017.
Previous
Beta
Performance (As of 10/25/2017)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Schwab OneSource Schwab Funds Extended Strategic Asset Allocation - Optimal Moderate | 6.4% | 5.0% | 3.2% | 6.2% | 5.2% | 7.7% |
| VFINX (Vanguard (S&P 500) Index) | 8.7% | 24.8% | 21.6% | 13.5% | 15.3% | 14.3% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.4% | 16.7% | 14.3% | 7.5% | 9.5% | 9.2% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.2 | 5.0 | 3.2 | 6.2 | 5.2 | 7.7 | 0.0 | 6.3 | 9.2 | 3.0 | -0.4 | 4.5 | 11.6 | 12.5 | 0.7 | 15.2 | 28.3 | -26.1 | 9.7 | 13.8 | 11.2 | 13.3 | 23.6 | -8.6 | -3.2 |
| Sharpe Ratio | NA | 1.16 | 0.54 | 0.83 | 0.36 | NA | NA | 0.48 | 1.96 | 0.33 | -0.06 | 0.74 | 1.66 | 1.63 | 0.05 | 1.23 | 1.41 | -1.14 | 0.66 | 1.39 | 1.38 | 1.66 | 2.99 | -0.96 | -0.52 |
| Draw Down(%) | NA | 4.0 | 11.4 | 11.4 | 40.2 | NA | NA | 40.2 | 2.2 | 6.6 | 8.8 | 5.2 | 7.0 | 6.0 | 11.8 | 8.9 | 17.6 | 36.7 | 6.9 | 8.3 | 4.4 | 6.8 | 7.8 | 16.7 | 16.8 |
| Standard Deviation(%) | NA | 5.4 | 7.4 | 7.1 | 12.8 | NA | NA | 11.3 | 4.5 | 8.6 | 8.2 | 6.0 | 7.0 | 7.6 | 13.4 | 12.3 | 20.0 | 23.8 | 10.2 | 7.6 | 6.5 | 7.4 | 7.7 | 10.0 | 10.5 |
| Treynor Ratio | NA | 0.12 | 0.08 | 0.11 | 0.08 | NA | NA | 0.1 | 0.17 | 0.05 | -0.01 | 0.09 | 0.2 | 0.23 | 0.01 | 0.23 | 0.4 | -0.48 | 0.11 | 0.16 | 0.16 | 0.23 | 0.59 | -0.29 | -0.12 |
| Alpha | NA | -0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | 0.01 | -0.01 | 0.0 | 0.0 | -0.02 | 0.02 | 0.0 | 0.02 | 0.04 | -0.02 | 0.02 | 0.01 | 0.03 | 0.03 | 0.05 | -0.01 | 0.0 |
| Beta | NA | 0.51 | 0.52 | 0.52 | 0.59 | NA | NA | 0.54 | 0.53 | 0.57 | 0.48 | 0.47 | 0.58 | 0.55 | 0.55 | 0.65 | 0.71 | 0.56 | 0.6 | 0.66 | 0.55 | 0.54 | 0.39 | 0.34 | 0.45 |
| RSquared | NA | 0.47 | 0.76 | 0.78 | 0.89 | NA | NA | 0.84 | 0.65 | 0.75 | 0.83 | 0.79 | 0.84 | 0.83 | 0.92 | 0.91 | 0.93 | 0.94 | 0.9 | 0.76 | 0.74 | 0.65 | 0.74 | 0.76 | 0.86 |
| Sortino Ratio | NA | 1.57 | 0.74 | 1.14 | 0.49 | NA | NA | 0.66 | 3.02 | 0.44 | -0.08 | 1.02 | 2.32 | 2.51 | 0.07 | 1.77 | 2.08 | -1.49 | 0.89 | 2.08 | 2.09 | 2.37 | 4.6 | -1.32 | -0.7 |
| Yield(%) | N/A | 0.5 | 4.1 | 4.4 | 4.3 | 7.3 | 5.0 | 3.63 | 0.4 | 0.9 | 8.4 | 3.3 | 3.9 | 3.5 | 2.8 | 3.2 | 2.6 | 5.7 | 5.1 | 4.7 | 4.4 | 2.6 | 2.0 | 2.3 | 2.4 |
| Dividend Growth(%) | N/A | -93.7 | 52.3 | 53.8 | N/A | N/A | N/A | N/A | -58.9 | -89.5 | 169.1 | -8.2 | 25.1 | 28.8 | -2.2 | 62.2 | -66.0 | 21.3 | 23.4 | 19.9 | 87.8 | 62.2 | -18.5 | -10.5 | 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 Schwab OneSource Schwab Funds Extended 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 33 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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