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Basic Portfolio

Last updated Mar 2, 2024

Asset Allocation


SCHQ 20%SCHB 80%BondBondEquityEquity
PositionCategory/SectorWeight
SCHQ
Schwab Long-Term U.S. Treasury ETF
Government Bonds

20%

SCHB
Schwab U.S. Broad Market ETF
Large Cap Growth Equities

80%

S&P 500

Performance

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


30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
57.89%
74.84%
Basic Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of SCHQ

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Basic Portfolio5.27%2.96%11.93%21.01%N/AN/A
SCHB
Schwab U.S. Broad Market ETF
7.45%3.98%14.43%27.32%13.92%12.07%
SCHQ
Schwab Long-Term U.S. Treasury ETF
-3.48%-1.33%1.91%-2.39%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.58%3.88%
2023-2.11%-5.22%-3.16%9.39%5.90%

Sharpe Ratio

The current Basic Portfolio Sharpe ratio is 2.13. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.13

The Sharpe ratio of Basic Portfolio 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.13
2.44
Basic Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Basic Portfolio granted a 1.84% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Basic Portfolio1.84%1.88%1.87%1.31%1.61%1.53%1.70%1.32%1.85%1.60%1.38%1.30%
SCHB
Schwab U.S. Broad Market ETF
1.30%1.40%1.61%1.21%1.63%1.80%2.13%1.65%2.31%2.00%1.72%1.63%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.00%3.79%2.88%1.69%1.51%0.44%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Basic Portfolio has an expense ratio of 0.03% 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.


0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.03%

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
^GSPC
S&P 500
2.44
Basic Portfolio
2.13
SCHB
Schwab U.S. Broad Market ETF
2.37
SCHQ
Schwab Long-Term U.S. Treasury ETF
-0.07

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SCHBSCHQ
SCHB1.00-0.09
SCHQ-0.091.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.17%
0
Basic Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Basic Portfolio. 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 Basic Portfolio was 26.44%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Basic Portfolio drawdown is 0.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.44%Dec 28, 2021202Oct 14, 2022
-25.35%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-7.73%Sep 3, 202014Sep 23, 202037Nov 13, 202051
-5.58%Jun 9, 20203Jun 11, 202023Jul 15, 202026
-5.02%Feb 16, 202113Mar 4, 202121Apr 5, 202134

Volatility Chart

The current Basic Portfolio volatility is 3.27%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.27%
3.47%
Basic Portfolio
Benchmark (^GSPC)
Portfolio components
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