Optimal Retirement Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Optimal Retirement Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Oct 18, 2012, corresponding to the inception date of SPHD
Returns By Period
As of Nov 7, 2024, the Optimal Retirement Portfolio returned 22.64% Year-To-Date and 12.77% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.30% | 4.09% | 14.29% | 35.42% | 13.95% | 11.33% |
| Optimal Retirement Portfolio | 22.64% | 2.51% | 13.20% | 33.85% | 14.24% | 12.74% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 17.59% | 3.52% | 12.22% | 30.00% | 12.79% | 11.71% |
SCHG Schwab U.S. Large-Cap Growth ETF | 31.47% | 3.92% | 17.37% | 43.19% | 20.64% | 16.60% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 17.13% | 1.12% | 8.41% | 26.71% | 12.54% | 11.98% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 21.81% | 0.97% | 13.95% | 34.52% | 7.47% | 8.74% |
BRK-B Berkshire Hathaway Inc. | 31.47% | 3.33% | 14.70% | 35.40% | 16.26% | 12.48% |
Monthly Returns
The table below presents the monthly returns of Optimal Retirement Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.09% | 3.96% | 3.46% | -3.62% | 4.10% | 1.69% | 3.83% | 3.19% | 1.32% | -1.00% | 22.64% | ||
| 2023 | 4.66% | -2.83% | 1.98% | 1.04% | -1.57% | 5.93% | 3.45% | -1.63% | -4.38% | -2.31% | 8.12% | 4.46% | 17.32% |
| 2022 | -3.75% | -2.17% | 4.25% | -6.37% | 0.86% | -7.58% | 7.12% | -3.67% | -8.68% | 8.53% | 6.12% | -4.71% | -11.40% |
| 2021 | -0.74% | 3.18% | 6.21% | 4.91% | 1.32% | 0.91% | 1.64% | 2.50% | -4.44% | 5.64% | -1.59% | 5.84% | 27.82% |
| 2020 | -0.56% | -8.27% | -13.11% | 11.41% | 4.26% | 0.75% | 5.64% | 5.90% | -2.85% | -1.65% | 11.88% | 3.28% | 14.55% |
| 2019 | 7.24% | 3.03% | 1.82% | 3.37% | -5.96% | 6.70% | 1.02% | -1.20% | 2.49% | 1.38% | 3.22% | 2.58% | 28.15% |
| 2018 | 4.57% | -4.52% | -1.74% | -0.05% | 2.00% | 1.15% | 3.43% | 2.78% | 0.75% | -5.52% | 3.08% | -8.01% | -2.92% |
| 2017 | 1.52% | 3.60% | -0.03% | 0.74% | 1.70% | 0.37% | 1.68% | 0.44% | 1.90% | 2.48% | 3.54% | 0.90% | 20.46% |
| 2016 | -3.55% | 1.30% | 6.93% | 0.30% | 1.11% | 1.72% | 3.54% | -0.11% | -0.19% | -2.13% | 3.27% | 1.73% | 14.38% |
| 2015 | -2.02% | 4.80% | -1.25% | 0.01% | 1.05% | -2.52% | 2.43% | -5.30% | -1.65% | 7.62% | 0.25% | -1.06% | 1.73% |
| 2014 | -3.26% | 4.20% | 1.59% | 1.34% | 2.10% | 1.67% | -2.00% | 4.01% | -0.97% | 2.96% | 3.09% | -0.16% | 15.25% |
| 2013 | 5.48% | 1.71% | 4.07% | 2.54% | 1.25% | -0.96% | 4.55% | -3.13% | 3.02% | 4.39% | 2.07% | 1.94% | 30.09% |
Expense Ratio
Optimal Retirement Portfolio has an expense ratio of 0.24%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Optimal Retirement Portfolio is 94, placing it in the top 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.59 | 3.75 | 1.46 | 2.72 | 14.39 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.65 | 3.41 | 1.48 | 3.65 | 14.55 |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 2.77 | 3.87 | 1.51 | 4.10 | 19.00 |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 2.85 | 4.14 | 1.52 | 1.93 | 20.55 |
BRK-B Berkshire Hathaway Inc. | 2.48 | 3.47 | 1.45 | 4.65 | 12.30 |
Dividends
Dividend yield
Optimal Retirement Portfolio provided a 1.87% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.87% | 2.18% | 2.05% | 1.69% | 2.16% | 2.07% | 2.40% | 1.84% | 2.13% | 2.19% | 1.90% | 1.93% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 0.99% | 1.16% | 1.14% | 0.78% | 1.03% | 1.24% | 1.76% | 1.22% | 1.53% | 1.78% | 1.30% | 1.22% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.40% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Optimal Retirement Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Optimal Retirement Portfolio was 33.93%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -19.87% | Jan 5, 2022 | 194 | Oct 12, 2022 | 292 | Dec 11, 2023 | 486 |
| -16.52% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -10.63% | May 19, 2015 | 69 | Aug 25, 2015 | 48 | Nov 2, 2015 | 117 |
| -9.99% | Jan 29, 2018 | 39 | Mar 23, 2018 | 102 | Aug 17, 2018 | 141 |
Volatility
Volatility Chart
The current Optimal Retirement Portfolio volatility is 3.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SCHG | BRK-B | SPHD | SCHD | PRDGX | |
|---|---|---|---|---|---|
| SCHG | 1.00 | 0.58 | 0.55 | 0.70 | 0.85 |
| BRK-B | 0.58 | 1.00 | 0.67 | 0.74 | 0.75 |
| SPHD | 0.55 | 0.67 | 1.00 | 0.86 | 0.77 |
| SCHD | 0.70 | 0.74 | 0.86 | 1.00 | 0.89 |
| PRDGX | 0.85 | 0.75 | 0.77 | 0.89 | 1.00 |