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Basic 2

Last updated Sep 21, 2023

Basic but sub SCHD for SWPPX

Asset Allocation


QQQ 75%SWPPX 25%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities75%
SWPPX
Schwab S&P 500 Index Fund
Large Cap Blend Equities25%

Performance

The chart shows the growth of an initial investment of $10,000 in Basic 2, 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


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
16.12%
10.86%
Basic 2
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Basic 2 returned 31.99% Year-To-Date and 16.25% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
Basic 20.47%16.59%31.99%26.76%14.38%16.29%
QQQ
Invesco QQQ
0.46%18.02%37.50%29.43%15.58%17.63%
SWPPX
Schwab S&P 500 Index Fund
0.47%12.34%16.01%18.07%10.37%12.04%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

QQQSWPPX
QQQ1.000.86
SWPPX0.861.00

Sharpe Ratio

The current Basic 2 Sharpe ratio is 1.09. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.09

The Sharpe ratio of Basic 2 lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.09
0.74
Basic 2
Benchmark (^GSPC)
Portfolio components

Dividend yield

Basic 2 granted a 0.81% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Basic 20.81%1.02%0.65%0.89%1.08%1.42%1.14%1.55%1.69%1.66%1.33%1.72%
QQQ
Invesco QQQ
0.59%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%
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%

Expense Ratio

The Basic 2 features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.02%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
QQQ
Invesco QQQ
1.14
SWPPX
Schwab S&P 500 Index Fund
0.84

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-7.57%
-8.22%
Basic 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Basic 2. 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 Basic 2 is 76.70%, recorded on Oct 9, 2002. It took 2858 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.7%Mar 27, 2000637Oct 9, 20022858Feb 18, 20143495
-32.46%Dec 28, 2021202Oct 14, 2022
-29.32%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-21.84%Oct 2, 201858Dec 24, 201873Apr 10, 2019131
-15.08%Dec 2, 201549Feb 11, 2016108Jul 18, 2016157

Volatility Chart

The current Basic 2 volatility is 4.65%, 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.65%
3.47%
Basic 2
Benchmark (^GSPC)
Portfolio components