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Weird
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHO 35%SCHG 35%SFLNX 30%BondBondEquityEquity
PositionCategory/SectorWeight
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities
35%
SCHO
Schwab Short-Term U.S. Treasury ETF
Government Bonds
35%
SFLNX
Schwab Fundamental US Large Company Index Fund
Large Cap Value Equities
30%

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.26%
14.29%
Weird
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 6, 2010, corresponding to the inception date of SCHO

Returns By Period

As of Nov 7, 2024, the Weird returned 17.63% Year-To-Date and 10.38% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
24.30%4.09%14.29%35.42%13.95%11.33%
Weird17.63%2.13%10.26%25.88%12.74%10.38%
SFLNX
Schwab Fundamental US Large Company Index Fund
17.26%0.81%9.67%29.35%13.98%11.53%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.85%-0.22%3.36%6.76%2.25%2.12%
SCHG
Schwab U.S. Large-Cap Growth ETF
31.47%5.61%17.72%43.66%20.64%16.63%

Monthly Returns

The table below presents the monthly returns of Weird, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.24%3.52%2.38%-2.79%3.07%3.28%1.24%1.52%1.85%-0.75%17.63%
20235.53%-1.55%3.69%1.11%1.31%4.26%2.51%-0.78%-2.90%-1.16%6.66%3.65%24.13%
2022-3.79%-1.90%1.93%-6.45%-0.01%-5.64%6.84%-3.00%-6.83%5.02%3.59%-4.42%-14.74%
20210.55%1.45%2.69%3.89%0.29%2.12%1.29%2.08%-3.01%4.58%-0.52%2.23%18.89%
20200.47%-4.81%-7.72%8.87%3.93%1.80%4.01%5.40%-2.65%-1.47%7.86%2.90%18.66%
20195.63%2.25%1.40%2.81%-4.07%4.99%1.11%-0.88%1.14%1.82%2.75%2.10%22.77%
20183.77%-2.46%-1.39%0.53%2.06%0.58%2.01%2.67%0.44%-4.67%0.90%-5.46%-1.48%
20171.51%2.49%0.17%0.90%0.92%0.31%1.55%0.28%1.29%1.43%2.11%1.03%14.89%
2016-3.50%0.23%4.61%0.30%0.93%0.15%2.60%0.03%0.28%-1.49%2.56%0.95%7.68%
2015-1.38%3.75%-0.67%0.27%0.85%-1.18%1.22%-3.87%-1.77%5.21%0.05%-1.49%0.67%
2014-2.03%3.12%0.31%0.40%1.79%1.40%-0.74%2.65%-1.16%1.73%1.77%-0.10%9.39%
20133.60%0.75%2.66%1.13%1.79%-1.12%3.65%-1.66%2.39%3.08%2.02%1.63%21.64%

Expense Ratio

Weird has an expense ratio of 0.11%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SFLNX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SCHO: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Weird is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Weird is 8787
Combined Rank
The Sharpe Ratio Rank of Weird is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of Weird is 8888Sortino Ratio Rank
The Omega Ratio Rank of Weird is 9191Omega Ratio Rank
The Calmar Ratio Rank of Weird is 8686Calmar Ratio Rank
The Martin Ratio Rank of Weird is 8787Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Weird
Sharpe ratio
The chart of Sharpe ratio for Weird, currently valued at 3.11, compared to the broader market0.002.004.003.11
Sortino ratio
The chart of Sortino ratio for Weird, currently valued at 4.30, compared to the broader market-2.000.002.004.006.004.30
Omega ratio
The chart of Omega ratio for Weird, currently valued at 1.61, compared to the broader market0.801.001.201.401.601.802.001.61
Calmar ratio
The chart of Calmar ratio for Weird, currently valued at 4.71, compared to the broader market0.002.004.006.008.0010.0012.0014.004.71
Martin ratio
The chart of Martin ratio for Weird, currently valued at 21.43, compared to the broader market0.0010.0020.0030.0040.0050.0021.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.82, compared to the broader market0.002.004.006.008.0010.0012.0014.003.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.86, compared to the broader market0.0010.0020.0030.0040.0050.0018.86

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SFLNX
Schwab Fundamental US Large Company Index Fund
2.673.611.494.5317.15
SCHO
Schwab Short-Term U.S. Treasury ETF
3.265.751.777.6022.45
SCHG
Schwab U.S. Large-Cap Growth ETF
2.653.411.483.6514.55

Sharpe Ratio

The current Weird Sharpe ratio is 3.11. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.11 to 2.97, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Weird with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.11
2.90
Weird
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Weird provided a 2.64% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.64%2.46%1.49%0.93%1.64%2.46%2.18%1.60%1.52%1.49%1.17%0.98%
SFLNX
Schwab Fundamental US Large Company Index Fund
1.58%1.86%2.09%1.74%2.43%2.39%2.86%2.10%2.25%2.42%1.73%1.51%
SCHO
Schwab Short-Term U.S. Treasury ETF
5.78%4.98%1.92%0.74%2.08%4.17%2.50%1.76%1.37%0.95%0.77%0.42%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
Weird
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Weird. 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 Weird was 22.09%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.09%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-18.59%Dec 28, 2021202Oct 14, 2022272Nov 14, 2023474
-13.42%Jul 8, 201161Oct 3, 201185Feb 3, 2012146
-12.99%Oct 2, 201858Dec 24, 201866Apr 1, 2019124
-9.42%May 22, 2015183Feb 11, 201679Jun 6, 2016262

Volatility

Volatility Chart

The current Weird volatility is 2.28%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.28%
3.92%
Weird
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SCHOSCHGSFLNX
SCHO1.00-0.13-0.16
SCHG-0.131.000.82
SFLNX-0.160.821.00
The correlation results are calculated based on daily price changes starting from Aug 9, 2010