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Schwab Core Mutual Funds
Schwab Core Mutual Funds Strategic Asset Allocation - Optimal Moderate
Schwab Core Mutual Funds Strategic Asset Allocation - Optimal Moderate
live (public) 0.66% 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 | PONAX (PIMCO INCOME FUND CLASS A) | 0.10% | PIMCO Income A | 39.40% |
| US Equity | SWPPX (Schwab S&P 500 Index Fund) | 0.54% | Schwab S&P 500 Index | 12.30% |
| US Equity | PSPAX (STOCKSPLUS FUND A) | 0.56% | STOCKSPLUS FUND A | 12.13% |
| Real Estate | TCREX (TIAA-CREF REAL ESTATE SECURITIES FUND RETAIL CLASS) | 0.77% | TIAA-CREF Real Estate Sec Retail | 7.49% |
| Emerging Market Equity | TEQKX (TIAA-CREF EMERGING MARKETS EQUITY INDEX FUND RETAIL CLASS) | 0.49% | TIAA-CREF Emerging Markets Eq Idx Retail | 9.71% |
| International Equity | SWISX (SCHWAB INTERNATIONAL INDEX FUND SELECT SHARES) | 0.17% | Schwab International Index | 9.80% |
| International Equity | PIPAX (PIMCO INTERNATIONAL STOCKSPLUS TR STRATEGY FUND (U.S. DOLLAR-HEDGED) A) | 0.25% | PIMCO INTERNATIONAL STOCKSPLUS TR STRATEGY FUND (U.S. DOLLAR-HEDGED) A | 9.17% |
* Day change on 02/29/2024.
Previous
Beta
Performance (As of 04/26/2024)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Schwab Core Mutual Funds Strategic Asset Allocation - Optimal Moderate | 2.1% | 11.7% | 1.7% | 4.6% | 4.8% | 8.5% |
| 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 | 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(%) | 1.6 | 2.1 | 11.7 | 1.7 | 4.6 | 4.8 | 8.5 | 7.0 | 7.0 | 16.3 | -14.6 | 9.9 | 5.1 | 18.3 | -6.3 | 11.7 | 6.9 | 0.6 | 5.3 | 12.8 | 17.9 | -0.3 | 17.6 | 32.5 | -27.8 | 9.9 | 14.4 | 11.7 | 14.9 | 29.0 | -4.5 | -1.2 |
| Sharpe Ratio | NA | 0.14 | 1.08 | -0.06 | 0.28 | 0.41 | NA | NA | 0.55 | 1.51 | -1.31 | 1.4 | 0.28 | 3.08 | -1.01 | 2.96 | 0.95 | 0.06 | 0.72 | 1.78 | 2.45 | -0.02 | 1.44 | 1.79 | -1.24 | 0.66 | 1.42 | 1.49 | 1.75 | 3.83 | -0.59 | -0.39 |
| Draw Down(%) | NA | 4.0 | 8.2 | 21.2 | 26.4 | 26.4 | NA | NA | 42.4 | 8.2 | 20.4 | 3.7 | 26.4 | 2.7 | 12.0 | 1.6 | 5.8 | 7.1 | 5.5 | 8.2 | 6.0 | 13.9 | 9.3 | 18.6 | 38.2 | 7.4 | 8.6 | 4.6 | 8.9 | 7.1 | 14.9 | 14.4 |
| Standard Deviation(%) | NA | 6.7 | 7.4 | 9.3 | 11.1 | 9.3 | NA | NA | 10.7 | 7.9 | 12.2 | 7.1 | 17.8 | 5.5 | 7.5 | 3.7 | 7.0 | 9.0 | 7.3 | 7.2 | 7.3 | 13.8 | 12.2 | 18.1 | 23.1 | 10.5 | 7.8 | 6.4 | 8.0 | 7.4 | 9.5 | 8.9 |
| Treynor Ratio | NA | 0.02 | 0.15 | -0.01 | 0.07 | 0.08 | NA | NA | 0.12 | 0.24 | -0.35 | 0.22 | 0.1 | 0.43 | -0.19 | 0.25 | 0.14 | 0.01 | 0.11 | 0.22 | 0.34 | -0.01 | 0.28 | 0.51 | -0.53 | 0.11 | 0.16 | 0.19 | 0.27 | 0.77 | -0.17 | -0.1 |
| Alpha | NA | -0.02 | -0.01 | -0.01 | -0.01 | 0.0 | NA | NA | 0.01 | 0.01 | -0.03 | -0.01 | -0.01 | 0.02 | -0.02 | 0.01 | 0.01 | 0.0 | 0.0 | -0.01 | 0.04 | 0.0 | 0.03 | 0.06 | -0.03 | 0.02 | 0.01 | 0.03 | 0.04 | 0.06 | 0.01 | 0.0 |
| Beta | NA | 0.49 | 0.53 | 0.47 | 0.46 | 0.46 | NA | NA | 0.5 | 0.51 | 0.46 | 0.46 | 0.47 | 0.39 | 0.4 | 0.45 | 0.48 | 0.46 | 0.47 | 0.59 | 0.53 | 0.56 | 0.63 | 0.64 | 0.54 | 0.61 | 0.67 | 0.51 | 0.52 | 0.37 | 0.32 | 0.36 |
| RSquared | NA | 0.7 | 0.72 | 0.76 | 0.8 | 0.77 | NA | NA | 0.81 | 0.7 | 0.83 | 0.71 | 0.84 | 0.79 | 0.82 | 0.64 | 0.8 | 0.63 | 0.54 | 0.84 | 0.86 | 0.91 | 0.88 | 0.92 | 0.92 | 0.87 | 0.74 | 0.69 | 0.53 | 0.72 | 0.78 | 0.75 |
| Sortino Ratio | NA | 0.2 | 1.61 | -0.09 | 0.36 | 0.54 | NA | NA | 0.75 | 2.36 | -1.78 | 1.97 | 0.34 | 4.65 | -1.24 | 4.64 | 1.35 | 0.09 | 0.98 | 2.47 | 3.85 | -0.03 | 2.09 | 2.62 | -1.63 | 0.88 | 2.15 | 2.23 | 2.51 | 6.1 | -0.83 | -0.53 |
| Yield(%) | N/A | 1.08 | 5.1 | 5.05 | 4.22 | 4.25 | N/A | N/A | 5.18 | 4.82 | 5.84 | 3.68 | 1.9 | 4.36 | 4.76 | 0.86 | 2.58 | 4.9 | 8.57 | 4.85 | 8.33 | 5.66 | 9.86 | 8.32 | 7.0 | 5.66 | 5.85 | 4.89 | 4.22 | 4.08 | 3.33 | 3.63 |
| 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 Strategic Asset Allocation - Optimal
strategy. Asset weights of available asset classes
in Schwab Core Mutual 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 14 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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