50/30/20
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
QQQ Invesco QQQ | Large Cap Blend Equities | 30% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in 50/30/20, 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 50/30/20 returned 16.50% Year-To-Date and 13.51% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.61% | 12.52% | 16.97% | 8.29% | 9.86% |
| 50/30/20 | -1.74% | 10.03% | 16.50% | 20.77% | 11.81% | 13.55% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -1.79% | 9.44% | 13.90% | 18.91% | 10.15% | 11.92% |
QQQ Invesco QQQ | -1.54% | 16.25% | 35.00% | 30.79% | 15.06% | 17.39% |
SCHD Schwab US Dividend Equity ETF | -1.92% | 2.05% | -3.10% | 8.53% | 9.83% | 11.18% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SCHD | QQQ | VOO | |
|---|---|---|---|
| SCHD | 1.00 | 0.70 | 0.88 |
| QQQ | 0.70 | 1.00 | 0.90 |
| VOO | 0.88 | 0.90 | 1.00 |
Dividend yield
50/30/20 granted a 1.70% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 50/30/20 | 1.70% | 1.79% | 1.36% | 1.66% | 1.90% | 2.12% | 1.88% | 2.18% | 2.28% | 2.23% | 2.10% | 2.54% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.56% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
QQQ Invesco QQQ | 0.61% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
Expense Ratio
The 50/30/20 has an expense ratio of 0.09% 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.92 | ||||
QQQ Invesco QQQ | 1.18 | ||||
SCHD Schwab US Dividend Equity ETF | 0.42 |
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 50/30/20. 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 50/30/20 is 31.85%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -25.67% | Dec 28, 2021 | 200 | Oct 12, 2022 | — | — | — |
| -19.73% | Oct 4, 2018 | 56 | Dec 24, 2018 | 70 | Apr 5, 2019 | 126 |
| -12.7% | Nov 4, 2015 | 68 | Feb 11, 2016 | 45 | Apr 18, 2016 | 113 |
| -12.49% | Jul 21, 2015 | 26 | Aug 25, 2015 | 48 | Nov 2, 2015 | 74 |
Volatility Chart
The current 50/30/20 volatility is 3.58%, 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.