Jaelin
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Jaelin, 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 Dec 20, 2017, corresponding to the inception date of SWLGX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Jaelin | 19.31% | 0.77% | 10.05% | 30.03% | 13.02% | N/A |
| Portfolio components: | ||||||
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 32.22% | 4.88% | 18.08% | 42.61% | 20.03% | N/A |
SFLNX Schwab Fundamental US Large Company Index Fund | 20.97% | 2.30% | 11.55% | 33.27% | 14.78% | 11.85% |
SWDSX Schwab Dividend Equity Fund™ | 20.36% | 0.72% | 13.48% | 30.74% | 9.01% | 7.40% |
SFNNX Schwab Fundamental International Large Company Index Fund | 4.10% | -5.04% | -2.84% | 13.84% | 7.15% | 5.52% |
Monthly Returns
The table below presents the monthly returns of Jaelin, 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 | 0.70% | 3.84% | 3.55% | -3.90% | 3.58% | 2.13% | 2.69% | 2.54% | 1.90% | -1.84% | 19.31% | ||
| 2023 | 6.25% | -2.47% | 2.19% | 1.88% | -1.60% | 6.07% | 3.38% | -2.14% | -3.83% | -2.42% | 8.44% | 4.83% | 21.53% |
| 2022 | -2.76% | -2.46% | 2.14% | -6.97% | 1.62% | -8.49% | 6.75% | -3.74% | -9.18% | 8.71% | 7.32% | -4.31% | -12.68% |
| 2021 | 0.35% | 3.58% | 4.78% | 4.26% | 1.96% | 0.74% | 1.08% | 2.32% | -3.58% | 5.16% | -2.39% | 5.23% | 25.63% |
| 2020 | -1.71% | -8.65% | -15.37% | 11.02% | 4.64% | 2.01% | 3.96% | 6.48% | -3.84% | -2.39% | 13.51% | 4.86% | 11.37% |
| 2019 | 8.21% | 3.03% | 0.92% | 3.54% | -6.63% | 6.89% | 0.42% | -2.37% | 2.70% | 2.22% | 3.01% | 2.87% | 26.80% |
| 2018 | 5.05% | -4.41% | -1.71% | 0.94% | 1.25% | -0.05% | 3.25% | 1.60% | 0.53% | -7.35% | 1.05% | -8.43% | -8.83% |
| 2017 | 0.17% | 0.17% |
Expense Ratio
Jaelin features an expense ratio of 0.36%, falling within the medium range. 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 Jaelin is 67, 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 | |
|---|---|---|---|---|---|
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 2.55 | 3.27 | 1.47 | 3.24 | 12.73 |
SFLNX Schwab Fundamental US Large Company Index Fund | 2.93 | 4.03 | 1.55 | 5.13 | 19.47 |
SWDSX Schwab Dividend Equity Fund™ | 3.29 | 4.59 | 1.61 | 3.70 | 20.47 |
SFNNX Schwab Fundamental International Large Company Index Fund | 1.10 | 1.56 | 1.20 | 1.83 | 5.79 |
Dividends
Dividend yield
Jaelin provided a 1.74% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.74% | 1.98% | 2.05% | 2.05% | 1.91% | 2.15% | 2.29% | 1.64% | 1.78% | 1.93% | 1.72% | 1.43% |
| Portfolio components: | ||||||||||||
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.67% | 0.93% | 0.57% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.54% | 1.86% | 2.09% | 1.74% | 2.43% | 2.39% | 2.86% | 2.10% | 2.25% | 2.42% | 1.73% | 1.51% |
SWDSX Schwab Dividend Equity Fund™ | 1.78% | 2.12% | 2.25% | 2.06% | 2.10% | 1.55% | 1.77% | 1.78% | 1.69% | 2.37% | 1.56% | 1.50% |
SFNNX Schwab Fundamental International Large Company Index Fund | 3.14% | 3.27% | 2.92% | 3.81% | 2.43% | 3.68% | 3.51% | 2.70% | 3.20% | 2.91% | 3.60% | 2.72% |
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 Jaelin. 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 Jaelin was 36.13%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Jaelin drawdown is 0.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.13% | Feb 13, 2020 | 27 | Mar 23, 2020 | 162 | Nov 10, 2020 | 189 |
| -22.63% | Jan 5, 2022 | 186 | Sep 30, 2022 | 203 | Jul 25, 2023 | 389 |
| -19.49% | Sep 24, 2018 | 64 | Dec 24, 2018 | 131 | Jul 3, 2019 | 195 |
| -10.01% | Jan 29, 2018 | 9 | Feb 8, 2018 | 155 | Sep 20, 2018 | 164 |
| -9.72% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
Volatility
Volatility Chart
The current Jaelin volatility is 3.04%, 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
| SWLGX | SFNNX | SWDSX | SFLNX | |
|---|---|---|---|---|
| SWLGX | 1.00 | 0.66 | 0.70 | 0.77 |
| SFNNX | 0.66 | 1.00 | 0.79 | 0.82 |
| SWDSX | 0.70 | 0.79 | 1.00 | 0.96 |
| SFLNX | 0.77 | 0.82 | 0.96 | 1.00 |