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Schwab No Load No Transaction Fee Schwab Mutual Funds
Schwab No Load No Transaction Fee Schwab Mutual Funds Tactical Asset Allocation Moderate
Schwab No Load No Transaction Fee Schwab Mutual Funds Tactical Asset Allocation Moderate
live (public) 0.15% October 25
Delayed
Holdings (As of 08/31/2017)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | CASH | 0.00% |
| General Bond | SWLBX (SCHWAB TOTAL BOND MARKET FUND SCHWAB TOTAL BOND MARKET FUND) | 0.11% | Schwab Total Bond Market | 39.95% |
| Emerging Market Equity | LZOEX (LAZARD EMERGING MARKETS EQUITY PORTFOLIO OPEN SHARES) | 0.0% | Lazard Emerging Markets Equity Open | 13.25% |
| Emerging Market Equity | SFENX (SCHWAB FUNDAMENTAL EMERGING MARKETS LARGE COMPANY INDEX FUND INSTITUTIONAL SHARES) | 0.22% | Schwab Fundamental Emerg Mkts Idx | 15.74% |
| International Equity | SICNX (SCHWAB INTERNATIONAL CORE EQUITY FUND INSTITUTIONAL SHARES) | 0.37% | Schwab International Core Equity | 15.43% |
| International Equity | SFILX (SCHWAB FUNDAMENTAL INTERNATIONAL SMALL COMPANY INDEX FUND INSTITUTIONAL SHARES) | 0.14% | Schwab Fdmtl Intl Sm Mid Co Idx | 15.63% |
* 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 No Load No Transaction Fee Schwab Mutual Funds Tactical Asset Allocation Moderate | 6.1% | 5.8% | 1.7% | 4.7% | 7.2% | 9.8% |
| 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(%) | 0.1 | 5.8 | 1.7 | 4.7 | 7.2 | 9.8 | 0.0 | 9.2 | 9.1 | 5.3 | -5.1 | 2.7 | 11.5 | 5.4 | 0.4 | 14.0 | 28.3 | -0.4 | 16.0 | 17.6 | 15.3 | 11.4 | 17.5 | 3.1 | 7.3 |
| Sharpe Ratio | NA | 1.85 | 0.49 | 0.78 | 0.74 | NA | NA | 1.01 | 1.77 | 0.84 | -0.69 | 0.45 | 1.5 | 0.91 | 0.03 | 1.0 | 2.45 | -0.22 | 1.15 | 1.76 | 2.06 | 1.22 | 3.12 | 0.38 | 1.09 |
| Draw Down(%) | NA | 2.6 | 11.0 | 11.6 | 12.0 | NA | NA | 12.0 | 2.2 | 4.9 | 11.0 | 6.0 | 8.4 | 5.5 | 12.0 | 9.2 | 5.2 | 5.8 | 8.5 | 8.6 | 4.9 | 9.4 | 2.8 | 6.7 | 3.5 |
| Standard Deviation(%) | NA | 5.4 | 6.1 | 6.5 | 8.8 | NA | NA | 8.2 | 4.9 | 6.0 | 7.4 | 6.1 | 7.6 | 5.9 | 11.9 | 14.0 | 11.5 | 6.1 | 11.2 | 8.1 | 6.4 | 8.6 | 5.4 | 5.4 | 4.6 |
| Treynor Ratio | NA | 1.5 | 0.11 | 0.14 | 0.28 | NA | NA | 0.41 | -0.76 | 0.2 | -0.13 | 0.06 | 0.19 | 0.16 | 0.01 | 0.2 | 1.47 | -1.94 | 0.22 | 0.24 | 0.31 | 0.22 | 3.26 | -2.02 | -1.58 |
| Alpha | NA | 0.03 | 0.0 | 0.0 | 0.02 | NA | NA | 0.03 | 0.05 | 0.01 | -0.02 | -0.01 | -0.02 | 0.0 | 0.0 | 0.02 | 0.08 | 0.0 | 0.05 | 0.03 | 0.05 | 0.03 | 0.06 | 0.01 | 0.02 |
| Beta | NA | 0.07 | 0.28 | 0.37 | 0.23 | NA | NA | 0.2 | -0.11 | 0.25 | 0.38 | 0.44 | 0.6 | 0.34 | 0.42 | 0.71 | 0.19 | 0.01 | 0.6 | 0.58 | 0.42 | 0.47 | 0.05 | -0.01 | -0.03 |
| RSquared | NA | 0.01 | 0.34 | 0.47 | 0.29 | NA | NA | 0.22 | 0.03 | 0.29 | 0.64 | 0.67 | 0.76 | 0.56 | 0.69 | 0.84 | 0.21 | 0.0 | 0.73 | 0.52 | 0.46 | 0.37 | 0.03 | 0.0 | 0.02 |
| Sortino Ratio | NA | 2.88 | 0.68 | 1.07 | 1.06 | NA | NA | 1.44 | 2.75 | 1.17 | -0.91 | 0.6 | 2.11 | 1.3 | 0.05 | 1.45 | 3.87 | -0.31 | 1.59 | 2.64 | 3.15 | 1.69 | 4.86 | 0.54 | 1.55 |
| Yield(%) | N/A | 1.1 | 3.7 | 4.3 | 5.4 | 9.8 | 8.4 | 4.55 | 0.3 | 3.4 | 5.0 | 4.2 | 4.3 | 3.9 | 2.2 | 3.1 | 3.8 | 3.5 | 7.7 | 8.4 | 7.4 | 2.1 | 2.3 | 3.8 | 7.5 |
| Dividend Growth(%) | N/A | -82.0 | 20.1 | 45.3 | N/A | N/A | N/A | N/A | -90.3 | -36.2 | 23.6 | 7.3 | 16.4 | 75.9 | -18.1 | 3.6 | 9.2 | -47.2 | 6.3 | 32.1 | 290.7 | 7.7 | -36.8 | -46.0 | 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 5 major asset classes: REITs, Emerging Market Equity, US Equity, Foreign Equity, Fixed Income that are covered in Schwab No Load No Transaction Fee Schwab Mutual Funds. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the 1 fixed income asset should be at least 40%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 19 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
08/11/2014
are obtained from historical simulation. They are hypothetical.
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