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Schwab Select Annuity
Schwab Select Annuity Asset Allocation Composite Moderate
Schwab Select Annuity Asset Allocation Composite Moderate
live (public) 1.09% May 03
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | PTTRX (TOTAL RETURN FUND INSTITUTIONAL) | 0.12% | PIMCO VIT Total Return Portfolio - Administrative Class Shares | 39.15% |
US Equity | AGRFX (AB GROWTH FUND CLASS A) | 0.10% | AllianceBernstein VPS Growth Portfolio - Class A Shares (closed to transfers & new premiums) | 12.93% |
US Equity | JAGRX (RESEARCH PORTFOLIO INSTITUTIONAL SHARES) | 0.15% | Janus Aspen Janus Portfolio - Institutional Shares (closed to transfers & new premiums) | 13.62% |
International Equity | MINIX (MFS INTERNATIONAL VALUE FUND I) | 0.21% | MFS International Value Portfolio - Service Class Shares | 17.21% |
International Equity | JAWGX (GLOBAL RESEARCH PORTFOLIO INSTITUTIONAL SHARES) | 0.0% | Janus Aspen Global Research Portfolio - Institutional Shares (closed to transfers & new premiums) | 17.09% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/03/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Schwab Select Annuity Asset Allocation Composite Moderate | 3.8% | 13.2% | -0.2% | 5.6% | 6.5% | 8.9% |
VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.7% |
* 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(%) | 0.8 | 3.8 | 13.2 | -0.2 | 5.6 | 6.5 | 8.9 | 8.7 | 10.3 | 6.2 | -12.9 | 10.8 | 20.2 | 14.8 | -1.7 | 11.3 | 12.8 | 0.1 | 3.2 | 19.9 | 14.1 | 0.7 | 14.8 | 24.5 | -5.0 | 12.5 | 11.9 | 5.3 | 14.8 | 39.0 | 21.9 | 8.7 |
Sharpe Ratio | NA | 0.29 | 1.06 | -0.26 | 0.4 | 0.6 | NA | NA | 0.99 | 0.23 | -1.51 | 0.86 | 1.92 | 1.71 | -0.26 | 1.87 | 1.56 | 0.01 | 0.44 | 2.51 | 1.87 | 0.04 | 1.39 | 2.4 | -0.6 | 0.96 | 1.06 | 0.43 | 1.39 | 3.92 | 2.68 | 1.17 |
Draw Down(%) | NA | 4.4 | 8.5 | 18.9 | 18.9 | 18.9 | NA | NA | 18.9 | 8.5 | 14.2 | 6.5 | 15.0 | 4.2 | 13.7 | 2.1 | 5.0 | 6.3 | 6.5 | 5.4 | 6.6 | 13.9 | 9.0 | 5.4 | 14.3 | 6.8 | 9.2 | 6.2 | 9.9 | 6.3 | 3.2 | 4.1 |
Standard Deviation(%) | NA | 8.9 | 8.9 | 9.5 | 10.0 | 9.0 | NA | NA | 9.3 | 8.4 | 9.4 | 12.5 | 10.4 | 7.8 | 11.4 | 5.7 | 8.1 | 6.8 | 7.3 | 7.9 | 7.5 | 15.9 | 10.6 | 10.2 | 9.9 | 9.8 | 8.1 | 7.3 | 9.9 | 9.8 | 7.8 | 5.4 |
Treynor Ratio | NA | 0.04 | 0.14 | -0.06 | 0.13 | 0.16 | NA | NA | 0.39 | 0.04 | -0.53 | 0.15 | 1.1 | 0.25 | -0.05 | 0.16 | 0.35 | 0.0 | 0.05 | 0.3 | 0.25 | 0.01 | 0.39 | 1.87 | 2.58 | 0.17 | 0.13 | 0.06 | 0.22 | 14.38 | -1.77 | -1.38 |
Alpha | NA | -0.02 | -0.02 | -0.02 | 0.0 | 0.01 | NA | NA | 0.03 | -0.03 | -0.04 | -0.03 | 0.06 | 0.0 | 0.01 | 0.0 | 0.03 | 0.0 | -0.01 | 0.0 | 0.02 | 0.0 | 0.04 | 0.08 | -0.03 | 0.03 | 0.01 | 0.01 | 0.03 | 0.13 | 0.06 | 0.02 |
Beta | NA | 0.69 | 0.69 | 0.38 | 0.3 | 0.35 | NA | NA | 0.24 | 0.51 | 0.27 | 0.74 | 0.18 | 0.54 | 0.61 | 0.66 | 0.36 | 0.31 | 0.6 | 0.66 | 0.56 | 0.66 | 0.38 | 0.13 | -0.02 | 0.55 | 0.69 | 0.55 | 0.64 | 0.03 | -0.12 | -0.05 |
RSquared | NA | 0.85 | 0.81 | 0.49 | 0.41 | 0.46 | NA | NA | 0.24 | 0.62 | 0.48 | 0.59 | 0.36 | 0.74 | 0.82 | 0.6 | 0.34 | 0.5 | 0.89 | 0.85 | 0.92 | 0.93 | 0.41 | 0.12 | 0.01 | 0.8 | 0.72 | 0.6 | 0.51 | 0.0 | 0.15 | 0.03 |
Sortino Ratio | NA | 0.43 | 1.59 | -0.36 | 0.55 | 0.82 | NA | NA | 1.38 | 0.32 | -1.9 | 1.21 | 2.63 | 2.38 | -0.35 | 2.76 | 2.13 | 0.01 | 0.58 | 3.61 | 2.92 | 0.06 | 1.97 | 3.64 | -0.8 | 1.35 | 1.56 | 0.61 | 1.95 | 5.99 | 4.28 | 1.7 |
Yield(%) | N/A | 0.56 | 2.77 | 3.08 | 3.34 | 3.86 | N/A | N/A | 4.6 | 2.81 | 2.09 | 3.88 | 5.96 | 1.73 | 4.23 | 3.53 | 2.23 | 5.29 | 7.07 | 5.67 | 4.06 | 2.67 | 5.03 | 4.95 | 6.0 | 6.01 | 5.77 | 3.47 | 4.91 | 4.94 | 4.22 | 8.82 |
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
The risk profile of this portfolio is 40%. The total allocation of the fixed income asset should be at least 40%.
The portfolio’s stock (risk asset) allocation can be dynamically reduced when stock or risk asset markets are in a downtrend.
This portfolio belongs to Schwab Select Annuity