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After Tax
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


SCHD 100%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in After Tax, 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


250.00%300.00%350.00%NovemberDecember2024FebruaryMarchApril
350.14%
308.69%
After Tax
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Apr 20, 2024, the After Tax returned 1.47% Year-To-Date and 10.92% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
After Tax1.47%-3.44%12.63%8.62%10.79%10.98%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.98%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.14%1.84%4.66%
2023-4.20%-3.82%6.30%6.31%

Expense Ratio

The After Tax has an expense ratio of 0.06% 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%0.06%

Risk-Adjusted Performance

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.


After Tax
Sharpe ratio
The chart of Sharpe ratio for After Tax, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.000.66
Sortino ratio
The chart of Sortino ratio for After Tax, currently valued at 1.01, compared to the broader market-2.000.002.004.006.001.01
Omega ratio
The chart of Omega ratio for After Tax, currently valued at 1.12, compared to the broader market0.801.001.201.401.601.801.12
Calmar ratio
The chart of Calmar ratio for After Tax, currently valued at 0.58, compared to the broader market0.002.004.006.008.000.58
Martin ratio
The chart of Martin ratio for After Tax, currently valued at 2.18, compared to the broader market0.0010.0020.0030.0040.002.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18

Sharpe Ratio

The current After Tax Sharpe ratio is 0.66. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.66

The Sharpe ratio of After Tax is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.66
1.66
After Tax
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

After Tax granted a 3.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
After Tax3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.94%
-5.46%
After Tax
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the After Tax. 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 After Tax was 33.37%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current After Tax drawdown is 4.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.37%Jan 24, 202041Mar 23, 2020114Sep 2, 2020155
-17.08%Sep 24, 201864Dec 24, 201869Apr 4, 2019133
-16.85%Jan 12, 2022181Sep 30, 2022312Dec 28, 2023493
-13.92%Mar 3, 2015123Aug 25, 2015137Mar 11, 2016260
-12.37%Jan 29, 201839Mar 23, 2018125Sep 20, 2018164

Volatility

Volatility Chart

The current After Tax volatility is 3.78%, 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%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.78%
3.15%
After Tax
Benchmark (^GSPC)
Portfolio components