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Other/NEW
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Risk-Adjusted Performance
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Volatility
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Other/NEW

Last updated Oct 18, 2024

Asset Allocation

CLIX 1.29%EDV 7.66%SCHO 3.01%SWTSX 37.74%SWSCX 16.81%SWISX 12.94%SCHM 5.62%VTI 3.31%SCHE 2.2%BATT 2.07%CRSP 1.73%SCHH 3.11%AlternativesAlternativesBondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BAC
Bank of America Corporation		Financial Services
0.69%
BATT
Amplify Lithium & Battery Technology ETF		Commodity Producers Equities, Actively Managed
2.07%
BND
Vanguard Total Bond Market ETF		Total Bond Market
0.57%
BYND
Beyond Meat, Inc.		Consumer Defensive
0.14%
CLIX
ProShares Long Online/Short Stores ETF		Long-Short
1.29%
CRSP
CRISPR Therapeutics AG		Healthcare
1.73%
EDIT
Editas Medicine, Inc.		Healthcare
0.06%
EDV
Vanguard Extended Duration Treasury ETF		Government Bonds
7.66%
LIT
Global X Lithium & Battery Tech ETF		Commodity Producers Equities
0.80%
NTLA
Intellia Therapeutics, Inc.		Healthcare
0.25%
SCHE
Schwab Emerging Markets Equity ETF		Emerging Markets Equities
2.20%
SCHH
Schwab US REIT ETF		REIT
3.11%
SCHM
Schwab US Mid-Cap ETF		Mid Cap Growth Equities
5.62%
SCHO
Schwab Short-Term U.S. Treasury ETF		Government Bonds
3.01%
SWISX
Schwab International Index Fund		Foreign Large Cap Equities
12.94%
SWSCX
Schwab Small-Cap Equity Fund™		Small Cap Blend Equities
16.81%
SWTSX
Schwab Total Stock Market Index Fund		Large Cap Blend Equities
37.74%
VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities
3.31%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Other/NEW, 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%MayJuneJulyAugustSeptemberOctober
13.83%
17.05%
Other/NEW
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 2, 2019, corresponding to the inception date of BYND

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.95%4.39%18.07%37.09%14.48%11.71%
Other/NEW13.85%1.59%13.83%33.23%10.61%N/A
Portfolio components:
EDV
Vanguard Extended Duration Treasury ETF		-5.17%-6.67%8.89%22.77%-8.09%-0.72%
SWSCX
Schwab Small-Cap Equity Fund™		13.12%1.16%15.96%35.71%11.28%9.09%
BATT
Amplify Lithium & Battery Technology ETF		-11.68%9.41%5.08%-5.01%0.08%N/A
BYND
Beyond Meat, Inc.		-28.20%0.47%3.73%-6.51%-42.19%N/A
LIT
Global X Lithium & Battery Tech ETF		-15.33%16.56%1.89%-11.30%12.96%7.67%
CLIX
ProShares Long Online/Short Stores ETF		23.73%6.64%14.75%39.14%-0.25%N/A
EDIT
Editas Medicine, Inc.		-66.83%-10.88%-40.00%-46.58%-30.68%N/A
SCHO
Schwab Short-Term U.S. Treasury ETF		5.58%-0.46%4.52%8.78%2.61%2.21%
BND
Vanguard Total Bond Market ETF		3.13%-1.65%6.18%12.05%0.02%1.51%
BAC
Bank of America Corporation		28.18%5.09%13.58%65.34%8.84%12.12%
SCHE
Schwab Emerging Markets Equity ETF		17.66%5.43%17.09%30.38%5.32%4.35%
NTLA
Intellia Therapeutics, Inc.		-30.86%-3.66%-3.44%-20.87%13.62%N/A
SCHH
Schwab US REIT ETF		14.30%0.56%25.24%40.35%2.08%5.31%
CRSP
CRISPR Therapeutics AG		-21.85%1.54%-12.11%26.67%4.53%N/A
SWISX
Schwab International Index Fund		10.68%-0.48%8.42%26.90%7.27%5.95%
VTI
Vanguard Total Stock Market ETF		23.02%2.96%17.43%40.59%15.50%13.17%
SCHM
Schwab US Mid-Cap ETF		14.02%3.15%12.06%33.27%11.07%11.19%
SWTSX
Schwab Total Stock Market Index Fund		23.03%3.03%17.53%40.69%15.43%13.10%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.36%4.76%2.35%-5.06%4.09%1.39%3.68%1.18%1.91%13.85%
20238.84%-2.97%0.67%0.25%-0.49%5.85%3.34%-3.51%-5.06%-4.46%9.94%6.96%19.41%
2022-5.79%-1.72%1.01%-8.77%0.37%-7.18%7.87%-4.09%-9.20%5.73%6.56%-5.43%-20.45%
20210.72%2.25%2.01%4.22%0.87%2.81%0.31%2.18%-3.77%4.78%-2.07%2.74%18.04%
2020-0.65%-6.32%-13.83%11.11%5.09%2.95%5.35%4.61%-3.02%-1.14%12.95%5.74%21.67%
2019-4.63%6.59%0.46%-1.65%1.27%2.18%3.37%1.55%9.09%

Expense Ratio

Other/NEW has an expense ratio of 0.24%, 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.

SWSCX
Schwab Small-Cap Equity Fund™
Expense ratio chart for SWSCX: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
LIT
Global X Lithium & Battery Tech ETF
Expense ratio chart for LIT: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
CLIX
ProShares Long Online/Short Stores ETF
Expense ratio chart for CLIX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
BATT
Amplify Lithium & Battery Technology ETF
Expense ratio chart for BATT: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
EDV
Vanguard Extended Duration Treasury ETF
Expense ratio chart for EDV: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
SCHE
Schwab Emerging Markets Equity ETF
Expense ratio chart for SCHE: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
SCHH
Schwab US REIT ETF
Expense ratio chart for SCHH: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SCHO
Schwab Short-Term U.S. Treasury ETF
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%
BND
Vanguard Total Bond Market ETF
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
SWISX
Schwab International Index Fund
Expense ratio chart for SWISX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
SCHM
Schwab US Mid-Cap ETF
Expense ratio chart for SCHM: 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%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
SWTSX
Schwab Total Stock Market Index Fund
Expense ratio chart for SWTSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Other/NEW is 25, 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.

The Risk-Adjusted Performance Rank of Other/NEW is 2525
Combined Rank
The Sharpe Ratio Rank of Other/NEW is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of Other/NEW is 2828Sortino Ratio Rank
The Omega Ratio Rank of Other/NEW is 2626Omega Ratio Rank
The Calmar Ratio Rank of Other/NEW is 1616Calmar Ratio Rank
The Martin Ratio Rank of Other/NEW is 3232Martin 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.

Other/NEW
Sharpe ratio
The chart of Sharpe ratio for Other/NEW, currently valued at 2.31, compared to the broader market0.002.004.002.31
Sortino ratio
The chart of Sortino ratio for Other/NEW, currently valued at 3.21, compared to the broader market-2.000.002.004.006.003.21
Omega ratio
The chart of Omega ratio for Other/NEW, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.802.001.41
Calmar ratio
The chart of Calmar ratio for Other/NEW, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.0012.001.38
Martin ratio
The chart of Martin ratio for Other/NEW, currently valued at 14.23, compared to the broader market0.0010.0020.0030.0040.0050.0014.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.89, compared to the broader market0.002.004.002.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.84, compared to the broader market-2.000.002.004.006.003.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.53, compared to the broader market0.801.001.201.401.601.802.001.53
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.54, compared to the broader market0.002.004.006.008.0010.0012.002.54
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.73, compared to the broader market0.0010.0020.0030.0040.0050.0018.73
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EDV
Vanguard Extended Duration Treasury ETF		0.901.391.160.332.40
SWSCX
Schwab Small-Cap Equity Fund™		1.552.231.271.709.24
BATT
Amplify Lithium & Battery Technology ETF		-0.41-0.430.95-0.19-0.78
BYND
Beyond Meat, Inc.		-0.270.131.02-0.22-0.67
LIT
Global X Lithium & Battery Tech ETF		-0.47-0.520.95-0.24-0.87
CLIX
ProShares Long Online/Short Stores ETF		1.942.601.320.549.78
EDIT
Editas Medicine, Inc.		-0.68-0.890.91-0.51-1.09
SCHO
Schwab Short-Term U.S. Treasury ETF		4.087.702.0511.9236.06
BND
Vanguard Total Bond Market ETF		2.012.971.360.668.27
BAC
Bank of America Corporation		2.493.521.431.2710.83
SCHE
Schwab Emerging Markets Equity ETF		1.892.681.330.9611.90
NTLA
Intellia Therapeutics, Inc.		-0.40-0.230.97-0.27-1.01
SCHH
Schwab US REIT ETF		2.082.991.371.098.68
CRSP
CRISPR Therapeutics AG		0.371.001.110.260.67
SWISX
Schwab International Index Fund		1.902.681.331.7012.01
VTI
Vanguard Total Stock Market ETF		2.963.931.542.6719.15
SCHM
Schwab US Mid-Cap ETF		1.922.671.331.4510.35
SWTSX
Schwab Total Stock Market Index Fund		2.923.871.532.6618.94

Sharpe Ratio

The current Other/NEW Sharpe ratio is 2.09. 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 2.19 to 3.02, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Other/NEW 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 Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.31
2.89
Other/NEW
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Other/NEW granted a 1.86% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Other/NEW1.86%1.98%3.45%3.53%1.72%2.01%6.67%4.16%2.19%4.58%5.50%3.55%
Portfolio components:
EDV
Vanguard Extended Duration Treasury ETF		4.09%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%5.03%
SWSCX
Schwab Small-Cap Equity Fund™		0.32%0.36%10.14%12.07%0.19%0.11%26.16%14.46%0.41%14.47%21.79%10.16%
BATT
Amplify Lithium & Battery Technology ETF		3.65%3.23%4.14%2.32%0.21%3.22%0.89%0.00%0.00%0.00%0.00%0.00%
BYND
Beyond Meat, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LIT
Global X Lithium & Battery Tech ETF		1.42%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%1.07%0.32%
CLIX
ProShares Long Online/Short Stores ETF		0.45%0.00%0.00%0.00%1.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EDIT
Editas Medicine, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHO
Schwab Short-Term U.S. Treasury ETF		5.98%5.71%2.21%0.50%1.93%2.99%3.15%1.69%1.36%0.96%0.51%0.29%
BND
Vanguard Total Bond Market ETF		3.48%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
BAC
Bank of America Corporation		2.32%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
SCHE
Schwab Emerging Markets Equity ETF		2.94%3.83%2.88%2.86%2.09%3.27%2.69%2.31%2.27%2.50%2.86%2.56%
NTLA
Intellia Therapeutics, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHH
Schwab US REIT ETF		2.85%3.24%2.55%1.50%2.86%2.86%3.66%2.22%2.81%2.48%2.18%2.59%
CRSP
CRISPR Therapeutics AG		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWISX
Schwab International Index Fund		2.99%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%3.37%2.54%
VTI
Vanguard Total Stock Market ETF		1.29%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
SCHM
Schwab US Mid-Cap ETF		2.93%3.03%2.57%2.28%2.07%3.15%4.69%3.34%2.55%2.95%1.48%3.09%
SWTSX
Schwab Total Stock Market Index Fund		1.14%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%2.23%1.95%

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%MayJuneJulyAugustSeptemberOctober
-0.02%
0
Other/NEW
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Other/NEW. 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 Other/NEW was 31.32%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Other/NEW drawdown is 0.34%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.32%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-27.27%Nov 9, 2021235Oct 14, 2022434Jul 10, 2024669
-7.57%Jul 17, 202416Aug 7, 202430Sep 19, 202446
-7.53%Sep 3, 202015Sep 24, 202012Oct 12, 202027
-6.52%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility

Volatility Chart

The current Other/NEW volatility is 2.50%, 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%6.00%MayJuneJulyAugustSeptemberOctober
2.50%
2.56%
Other/NEW
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.
SCHOEDVBNDBYNDCRSPCLIXEDITBACSCHHNTLALITSCHEBATTSWISXSWSCXSWTSXVTISCHM
SCHO1.000.550.730.060.030.050.04-0.180.120.06-0.04-0.01-0.040.01-0.04-0.03-0.03-0.03
EDV0.551.000.880.070.040.050.03-0.250.080.03-0.07-0.08-0.08-0.08-0.12-0.09-0.09-0.10
BND0.730.881.000.130.120.140.11-0.130.230.130.050.060.050.100.030.080.080.06
BYND0.060.070.131.000.350.440.350.180.270.350.310.320.360.290.360.370.370.39
CRSP0.030.040.120.351.000.500.720.240.280.720.410.400.430.380.500.470.470.48
CLIX0.050.050.140.440.501.000.460.210.270.480.490.590.530.450.440.540.550.48
EDIT0.040.030.110.350.720.461.000.290.340.750.420.400.450.390.540.480.480.52
BAC-0.18-0.25-0.130.180.240.210.291.000.470.310.430.470.480.580.690.620.620.69
SCHH0.120.080.230.270.280.270.340.471.000.350.390.420.420.570.650.660.670.70
NTLA0.060.030.130.350.720.480.750.310.351.000.450.430.470.430.580.520.530.57
LIT-0.04-0.070.050.310.410.490.420.430.390.451.000.690.880.620.610.620.630.63
SCHE-0.01-0.080.060.320.400.590.400.470.420.430.691.000.760.760.620.670.680.65
BATT-0.04-0.080.050.360.430.530.450.480.420.470.880.761.000.700.660.660.660.68
SWISX0.01-0.080.100.290.380.450.390.580.570.430.620.760.701.000.750.820.810.79
SWSCX-0.04-0.120.030.360.500.440.540.690.650.580.610.620.660.751.000.860.860.96
SWTSX-0.03-0.090.080.370.470.540.480.620.660.520.620.670.660.820.861.000.990.91
VTI-0.03-0.090.080.370.470.550.480.620.670.530.630.680.660.810.860.991.000.92
SCHM-0.03-0.100.060.390.480.480.520.690.700.570.630.650.680.790.960.910.921.00
The correlation results are calculated based on daily price changes starting from May 3, 2019