MF INDEX
Barbell strategy
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SWPPX Schwab S&P 500 Index Fund | Large Cap Blend Equities | 40% |
SWTSX Schwab Total Stock Market Index Fund | Large Cap Blend Equities | 30% |
USNQX USAA Nasdaq 100 Index Fund | Large Cap Growth Equities | 30% |
Performance
The chart shows the growth of an initial investment of $10,000 in MF INDEX, 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
Returns
As of Sep 21, 2023, the MF INDEX returned 21.96% Year-To-Date and 13.42% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| MF INDEX | 0.44% | 13.87% | 21.96% | 21.16% | 11.67% | 13.47% |
| Portfolio components: | ||||||
SWTSX Schwab Total Stock Market Index Fund | 0.37% | 11.96% | 15.16% | 16.71% | 9.41% | 11.35% |
SWPPX Schwab S&P 500 Index Fund | 0.47% | 12.34% | 16.01% | 18.07% | 10.37% | 12.04% |
USNQX USAA Nasdaq 100 Index Fund | 0.44% | 17.83% | 37.25% | 29.13% | 15.28% | 17.28% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| USNQX | SWPPX | SWTSX | |
|---|---|---|---|
| USNQX | 1.00 | 0.88 | 0.88 |
| SWPPX | 0.88 | 1.00 | 0.99 |
| SWTSX | 0.88 | 0.99 | 1.00 |
Dividend yield
MF INDEX granted a 1.90% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MF INDEX | 1.90% | 2.39% | 2.36% | 1.75% | 1.71% | 2.19% | 2.05% | 2.09% | 3.35% | 1.71% | 1.60% | 2.19% |
| Portfolio components: | ||||||||||||
SWTSX Schwab Total Stock Market Index Fund | 1.41% | 1.62% | 1.48% | 1.68% | 2.01% | 2.75% | 2.00% | 2.59% | 3.19% | 2.62% | 2.34% | 2.58% |
SWPPX Schwab S&P 500 Index Fund | 1.44% | 1.67% | 1.29% | 1.87% | 2.04% | 2.85% | 1.96% | 2.85% | 3.63% | 2.12% | 2.01% | 2.71% |
USNQX USAA Nasdaq 100 Index Fund | 3.01% | 4.13% | 4.66% | 1.66% | 0.97% | 0.76% | 2.21% | 0.57% | 3.14% | 0.25% | 0.33% | 1.11% |
Expense Ratio
The MF INDEX features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 0.74 | ||||
SWPPX Schwab S&P 500 Index Fund | 0.84 | ||||
USNQX USAA Nasdaq 100 Index Fund | 1.10 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the MF INDEX. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the MF INDEX is 53.99%, recorded on Mar 9, 2009. It took 540 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.99% | Nov 1, 2007 | 338 | Mar 9, 2009 | 540 | Apr 28, 2011 | 878 |
| -53.4% | Nov 10, 2000 | 475 | Oct 9, 2002 | 1137 | Apr 20, 2007 | 1612 |
| -32.29% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -28.02% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -20.49% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
Volatility Chart
The current MF INDEX volatility is 3.94%, 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.