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Fisher Recommended ETF Strategy

Last updated Sep 23, 2023

Mike Freeman at Fisher recommended these 2 funds for my accounts that do not have enough cash for them to manage.

Asset Allocation


SCHX 80%SCHF 20%EquityEquity
PositionCategory/SectorWeight
SCHX
Schwab U.S. Large-Cap ETF
Large Cap Growth Equities80%
SCHF
Schwab International Equity ETF
Foreign Large Cap Equities20%

Performance

The chart shows the growth of an initial investment of $10,000 in Fisher Recommended ETF Strategy, 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%AprilMayJuneJulyAugustSeptember
8.28%
8.61%
Fisher Recommended ETF Strategy
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Fisher Recommended ETF Strategy returned 12.85% Year-To-Date and 10.20% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.84%
Fisher Recommended ETF Strategy-0.82%8.67%12.85%20.00%8.58%10.23%
SCHX
Schwab U.S. Large-Cap ETF
-1.11%9.84%13.98%18.79%9.78%11.75%
SCHF
Schwab International Equity ETF
0.32%3.90%8.26%24.23%3.60%4.04%

Asset Correlations Table

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

SCHFSCHX
SCHF1.000.84
SCHX0.841.00

Sharpe Ratio

The current Fisher Recommended ETF Strategy Sharpe ratio is 0.98. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.98

The Sharpe ratio of Fisher Recommended ETF Strategy 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
0.98
0.81
Fisher Recommended ETF Strategy
Benchmark (^GSPC)
Portfolio components

Dividend yield

Fisher Recommended ETF Strategy granted a 1.81% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Fisher Recommended ETF Strategy1.81%1.89%1.66%1.81%2.20%2.57%2.05%2.76%2.43%2.39%2.15%2.83%
SCHX
Schwab U.S. Large-Cap ETF
1.52%1.66%1.25%1.71%1.94%2.35%1.88%2.69%2.35%2.07%1.98%2.66%
SCHF
Schwab International Equity ETF
2.96%2.84%3.32%2.23%3.23%3.46%2.74%3.07%2.76%3.63%2.85%3.51%

Expense Ratio

The Fisher Recommended ETF Strategy has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.06%
0.00%2.15%
0.03%
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
SCHX
Schwab U.S. Large-Cap ETF
0.89
SCHF
Schwab International Equity ETF
1.17

Drawdowns Chart

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


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-8.49%
-9.93%
Fisher Recommended ETF Strategy
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Fisher Recommended ETF Strategy. 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 Fisher Recommended ETF Strategy is 34.17%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.17%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-25.85%Jan 4, 2022195Oct 12, 2022
-20.72%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-18.85%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-15.81%May 22, 2015183Feb 11, 2016106Jul 14, 2016289

Volatility Chart

The current Fisher Recommended ETF Strategy volatility is 3.36%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.36%
3.41%
Fisher Recommended ETF Strategy
Benchmark (^GSPC)
Portfolio components