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
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
The earliest data available for this chart is Nov 9, 2000, corresponding to the inception date of USNQX
Returns By Period
As of Oct 18, 2024, the MF INDEX returned 22.44% Year-To-Date and 15.20% 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 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| MF INDEX | 23.02% | 2.88% | 17.93% | 40.66% | 17.65% | 14.87% |
| Portfolio components: | ||||||
SWTSX Schwab Total Stock Market Index Fund | 23.03% | 3.03% | 17.53% | 40.69% | 15.43% | 12.99% |
SWPPX Schwab S&P 500 Index Fund | 24.28% | 2.92% | 17.82% | 40.81% | 16.20% | 13.61% |
USNQX USAA Nasdaq 100 Index Fund | 21.20% | 2.68% | 18.36% | 40.22% | 21.40% | 18.20% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.56% | 5.38% | 2.61% | -4.30% | 4.74% | 4.81% | 0.55% | 1.96% | 2.22% | 23.02% | |||
| 2023 | 7.79% | -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% |
| 2020 | 0.83% | -7.46% | -11.31% | 13.65% | 5.41% | 3.41% | 6.16% | 8.38% | -4.36% | -2.66% | 11.36% | 4.40% | 27.67% |
| 2019 | 8.51% | 3.21% | 2.40% | 4.46% | -6.96% | 7.21% | 1.71% | -1.81% | 1.50% | 2.80% | 3.82% | 3.27% | 33.49% |
| 2018 | 6.47% | -2.94% | -2.84% | 0.37% | 3.51% | 0.76% | 3.31% | 4.12% | 0.18% | -7.55% | 1.38% | -9.11% | -3.51% |
| 2017 | 2.91% | 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% |
| 2013 | 4.50% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MF INDEX is 50, 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.
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 | |
|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 2.92 | 3.87 | 1.53 | 2.66 | 18.94 |
SWPPX Schwab S&P 500 Index Fund | 3.03 | 4.01 | 1.55 | 3.25 | 19.99 |
USNQX USAA Nasdaq 100 Index Fund | 2.09 | 2.74 | 1.37 | 2.57 | 9.88 |
Dividends
Dividend yield
MF INDEX granted a 1.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MF INDEX | 1.45% | 1.77% | 2.39% | 2.29% | 1.67% | 1.62% | 2.04% | 1.85% | 1.86% | 2.93% | 1.45% | 1.34% |
| Portfolio components: | ||||||||||||
SWTSX Schwab Total Stock Market Index Fund | 1.14% | 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 | 1.15% | 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 | 2.14% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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.
The current MF INDEX drawdown is 0.53%.
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 | 292 | Dec 13, 2023 | 494 |
| -20.49% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
Volatility
Volatility Chart
The current MF INDEX volatility is 2.82%, 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
| USNQX | SWPPX | SWTSX | |
|---|---|---|---|
| USNQX | 1.00 | 0.88 | 0.88 |
| SWPPX | 0.88 | 1.00 | 0.99 |
| SWTSX | 0.88 | 0.99 | 1.00 |