Fisher Recommended ETF Strategy
Mike Freeman at Fisher recommended these 2 funds for my accounts that do not have enough cash for them to manage.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | Large Cap Growth Equities | 80% |
SCHF Schwab International Equity ETF | Foreign Large Cap Equities | 20% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SCHF | SCHX | |
|---|---|---|
| SCHF | 1.00 | 0.84 |
| SCHX | 0.84 | 1.00 |
Dividend yield
Fisher Recommended ETF Strategy granted a 1.81% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fisher Recommended ETF Strategy | 1.81% | 1.89% | 1.66% | 1.81% | 2.20% | 2.57% | 2.05% | 2.76% | 2.43% | 2.39% | 2.15% | 2.83% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -25.85% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -20.72% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -18.85% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -15.81% | May 22, 2015 | 183 | Feb 11, 2016 | 106 | Jul 14, 2016 | 289 |
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.