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MF INDEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SWPPX 40%SWTSX 30%USNQX 30%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

Performance

Performance Chart

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


200.00%300.00%400.00%500.00%600.00%FebruaryMarchAprilMayJuneJuly
570.60%
299.12%
MF INDEX
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 9, 2000, corresponding to the inception date of USNQX

Returns By Period

As of Jul 17, 2024, the MF INDEX returned 19.90% Year-To-Date and 14.63% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
MF INDEX17.66%1.35%15.61%25.77%16.85%14.38%
SWTSX
Schwab Total Stock Market Index Fund
16.81%2.51%15.68%23.83%14.44%12.31%
SWPPX
Schwab S&P 500 Index Fund
18.03%1.93%16.25%25.04%15.32%12.96%
USNQX
USAA Nasdaq 100 Index Fund
17.94%-0.54%14.62%28.60%20.93%18.12%

Monthly Returns

The table below presents the monthly returns of MF INDEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.56%5.38%2.61%-4.30%4.74%4.81%17.66%
20237.79%-1.78%5.18%1.06%2.61%6.64%3.50%-1.69%-4.87%-2.26%9.70%5.09%34.31%
2022-6.42%-3.30%3.72%-10.21%-0.44%-8.52%10.27%-4.31%-9.66%6.87%5.49%-6.77%-23.10%
2021-0.42%2.05%3.24%5.44%0.05%3.60%2.30%3.34%-4.94%7.19%-0.16%3.22%27.28%
20200.83%-7.46%-11.31%13.65%5.41%3.41%6.16%8.38%-4.36%-2.66%11.36%4.40%27.67%
20198.51%3.21%2.40%4.46%-6.96%7.21%1.71%-1.81%1.50%2.80%3.82%3.27%33.49%
20186.47%-2.94%-2.84%0.37%3.51%0.76%3.31%4.12%0.18%-7.55%1.38%-9.11%-3.51%
20172.91%3.99%0.67%1.55%2.02%-0.25%2.63%0.78%1.48%2.94%2.73%0.88%24.67%
2016-5.74%-0.56%6.82%-0.61%2.56%-0.54%4.79%0.45%0.73%-1.86%2.94%1.68%10.56%
2015-2.69%6.19%-1.66%1.07%1.61%-2.03%2.64%-6.24%-2.52%9.09%0.43%-1.68%3.33%
2014-2.92%4.78%-0.29%0.15%2.96%2.47%-0.80%4.34%-1.43%2.60%3.14%-0.83%14.75%
20134.50%1.04%3.56%2.01%2.70%-1.66%5.52%-2.12%3.80%4.60%3.11%2.69%33.76%

Expense Ratio

MF INDEX has an expense ratio of 0.14%, 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.


Expense ratio chart for USNQX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for SWTSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MF INDEX is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of MF INDEX is 7070
MF INDEX
The Sharpe Ratio Rank of MF INDEX is 7171Sharpe Ratio Rank
The Sortino Ratio Rank of MF INDEX is 7171Sortino Ratio Rank
The Omega Ratio Rank of MF INDEX is 7373Omega Ratio Rank
The Calmar Ratio Rank of MF INDEX is 6464Calmar Ratio Rank
The Martin Ratio Rank of MF INDEX is 6969Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


MF INDEX
Sharpe ratio
The chart of Sharpe ratio for MF INDEX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.005.002.03
Sortino ratio
The chart of Sortino ratio for MF INDEX, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for MF INDEX, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for MF INDEX, currently valued at 2.00, compared to the broader market0.002.004.006.008.0010.002.00
Martin ratio
The chart of Martin ratio for MF INDEX, currently valued at 8.45, compared to the broader market0.0010.0020.0030.0040.008.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SWTSX
Schwab Total Stock Market Index Fund
2.062.901.361.717.50
SWPPX
Schwab S&P 500 Index Fund
2.243.141.402.188.83
USNQX
USAA Nasdaq 100 Index Fund
1.662.271.291.857.94

Sharpe Ratio

The current MF INDEX Sharpe ratio is 2.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.48, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of MF INDEX with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.03
2.10
MF INDEX
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MF INDEX granted a 1.51% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MF INDEX1.51%1.77%2.39%2.29%1.67%1.62%2.04%1.85%1.86%2.93%1.45%1.34%
SWTSX
Schwab Total Stock Market Index Fund
1.20%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%2.23%1.95%
SWPPX
Schwab S&P 500 Index Fund
1.21%1.43%1.67%1.27%1.81%1.95%2.66%1.78%2.55%3.17%1.80%1.67%
USNQX
USAA Nasdaq 100 Index Fund
2.20%2.60%4.13%4.48%1.53%0.88%0.69%1.97%0.50%2.73%0.21%0.28%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.86%
-1.39%
MF INDEX
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MF INDEX. 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 MF INDEX was 53.99%, occurring on Mar 9, 2009. Recovery took 540 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.99%Nov 1, 2007338Mar 9, 2009540Apr 28, 2011878
-53.4%Nov 10, 2000475Oct 9, 20021137Apr 20, 20071612
-32.29%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-28.02%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-20.49%Oct 2, 201858Dec 24, 201875Apr 12, 2019133

Volatility

Volatility Chart

The current MF INDEX volatility is 3.22%, 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.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
3.22%
2.59%
MF INDEX
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

USNQXSWPPXSWTSX
USNQX1.000.880.88
SWPPX0.881.000.99
SWTSX0.880.991.00
The correlation results are calculated based on daily price changes starting from Nov 10, 2000