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Other/NEW

Last updated Sep 23, 2023

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
CLIX
ProShares Long Online/Short Stores ETF
Long-Short1.29%
EDV
Vanguard Extended Duration Treasury ETF
Government Bonds7.66%
SCHO
Schwab Short-Term U.S. Treasury ETF
Government Bonds3.01%
BND
Vanguard Total Bond Market ETF
Total Bond Market0.57%
SWTSX
Schwab Total Stock Market Index Fund
Large Cap Blend Equities37.74%
SWSCX
Schwab Small-Cap Equity Fund™
Small Cap Blend Equities16.81%
SWISX
Schwab International Index Fund
Foreign Large Cap Equities12.94%
SCHM
Schwab US Mid-Cap ETF
Mid Cap Growth Equities5.62%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities3.31%
SCHE
Schwab Emerging Markets Equity ETF
Emerging Markets Equities2.2%
BATT
Amplify Lithium & Battery Technology ETF
Commodity Producers Equities, Actively Managed2.07%
CRSP
CRISPR Therapeutics AG
Healthcare1.73%
LIT
Global X Lithium & Battery Tech ETF
Commodity Producers Equities0.8%
BAC
Bank of America Corporation
Financial Services0.69%
NTLA
Intellia Therapeutics, Inc.
Healthcare0.25%
BYND
Beyond Meat, Inc.
Consumer Defensive0.14%
EDIT
Editas Medicine, Inc.
Healthcare0.06%
SCHH
Schwab US REIT ETF
REIT3.11%

Performance

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%AprilMayJuneJulyAugustSeptember
3.62%
8.61%
Other/NEW
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%9.36%N/A
Other/NEW-2.05%3.91%6.72%11.54%6.65%N/A
EDV
Vanguard Extended Duration Treasury ETF
-5.17%-18.00%-10.16%-16.58%-6.83%N/A
SWSCX
Schwab Small-Cap Equity Fund™
-3.20%5.66%4.53%15.09%5.37%N/A
BATT
Amplify Lithium & Battery Technology ETF
-2.46%-4.96%-1.88%-9.69%1.55%N/A
BYND
Beyond Meat, Inc.
-15.85%-41.24%-22.34%-39.07%-35.55%N/A
LIT
Global X Lithium & Battery Tech ETF
-4.11%-9.04%-6.25%-19.80%17.80%N/A
CLIX
ProShares Long Online/Short Stores ETF
-2.18%10.22%16.99%4.13%-8.93%N/A
EDIT
Editas Medicine, Inc.
-10.90%5.23%-11.50%-38.29%-22.48%N/A
SCHO
Schwab Short-Term U.S. Treasury ETF
0.15%-0.48%1.60%2.33%0.56%N/A
BND
Vanguard Total Bond Market ETF
-0.60%-3.51%0.08%0.78%-0.67%N/A
BAC
Bank of America Corporation
-2.62%3.51%-14.63%-10.37%0.23%N/A
SCHE
Schwab Emerging Markets Equity ETF
-0.66%0.93%2.85%8.41%0.58%N/A
NTLA
Intellia Therapeutics, Inc.
-13.67%-15.43%-7.17%-39.93%19.50%N/A
SCHH
Schwab US REIT ETF
-4.00%-0.92%-4.52%-4.35%-2.08%N/A
CRSP
CRISPR Therapeutics AG
-8.38%4.74%11.91%-27.98%2.81%N/A
SWISX
Schwab International Index Fund
0.23%3.54%8.21%26.10%4.40%N/A
VTI
Vanguard Total Stock Market ETF
-1.24%9.30%13.03%17.85%10.35%N/A
SCHM
Schwab US Mid-Cap ETF
-2.78%5.04%3.93%11.29%5.61%N/A
SWTSX
Schwab Total Stock Market Index Fund
-1.29%9.26%12.98%17.92%10.28%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SCHOBNDEDVBYNDCRSPCLIXSCHHEDITNTLABACLITSCHEBATTSWISXSWSCXSWTSXVTISCHM
SCHO1.000.720.540.07-0.000.040.06-0.010.01-0.23-0.08-0.07-0.08-0.03-0.10-0.06-0.07-0.08
BND0.721.000.870.130.080.140.170.070.08-0.190.020.020.010.06-0.020.050.040.02
EDV0.540.871.000.05-0.020.050.00-0.03-0.03-0.33-0.12-0.13-0.14-0.14-0.20-0.15-0.15-0.18
BYND0.070.130.051.000.370.470.270.360.360.180.320.320.360.270.360.380.380.39
CRSP-0.000.08-0.020.371.000.520.260.720.720.240.410.400.430.370.480.470.470.47
CLIX0.040.140.050.470.521.000.260.480.490.200.480.580.530.450.430.540.540.48
SCHH0.060.170.000.270.260.261.000.320.310.470.400.430.440.590.650.690.690.71
EDIT-0.010.07-0.030.360.720.480.321.000.750.290.440.410.460.390.530.500.500.52
NTLA0.010.08-0.030.360.720.490.310.751.000.310.450.430.470.420.560.530.530.55
BAC-0.23-0.19-0.330.180.240.200.470.290.311.000.460.490.510.600.710.640.650.71
LIT-0.080.02-0.120.320.410.480.400.440.450.461.000.700.880.630.630.650.660.65
SCHE-0.070.02-0.130.320.400.580.430.410.430.490.701.000.760.770.630.680.690.66
BATT-0.080.01-0.140.360.430.530.440.460.470.510.880.761.000.700.680.680.690.70
SWISX-0.030.06-0.140.270.370.450.590.390.420.600.630.770.701.000.760.820.820.80
SWSCX-0.10-0.02-0.200.360.480.430.650.530.560.710.630.630.680.761.000.880.880.96
SWTSX-0.060.05-0.150.380.470.540.690.500.530.640.650.680.680.820.881.000.990.93
VTI-0.070.04-0.150.380.470.540.690.500.530.650.660.690.690.820.880.991.000.93
SCHM-0.080.02-0.180.390.470.480.710.520.550.710.650.660.700.800.960.930.931.00

Sharpe Ratio

The current Other/NEW Sharpe ratio is 0.47. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.47

The Sharpe ratio of Other/NEW 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-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.47
0.81
Other/NEW
Benchmark (^GSPC)
Portfolio components

Dividend yield

Other/NEW granted a 3.34% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Other/NEW3.34%3.39%3.70%1.75%2.03%7.70%5.56%2.49%6.76%9.68%6.46%3.08%
EDV
Vanguard Extended Duration Treasury ETF
3.79%3.33%2.04%5.91%3.94%3.38%3.50%6.58%5.52%4.23%7.06%11.08%
SWSCX
Schwab Small-Cap Equity Fund™
9.70%10.14%13.26%0.23%0.13%32.40%22.34%0.73%25.70%44.27%25.30%1.43%
BATT
Amplify Lithium & Battery Technology ETF
4.22%4.14%2.42%0.23%3.44%0.98%0.00%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
1.32%0.99%0.22%0.41%1.89%2.62%3.48%2.37%0.27%1.21%0.37%2.77%
CLIX
ProShares Long Online/Short Stores ETF
0.00%0.00%0.00%1.33%0.00%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
3.16%1.37%0.43%1.33%2.39%1.92%1.23%0.91%0.76%0.53%0.33%0.33%
BND
Vanguard Total Bond Market ETF
3.01%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%
BAC
Bank of America Corporation
3.26%2.66%1.84%2.53%2.05%2.46%1.51%1.31%1.40%0.80%0.31%0.41%
SCHE
Schwab Emerging Markets Equity ETF
3.02%2.89%2.95%2.22%3.55%3.02%2.67%2.68%3.02%3.54%3.26%2.76%
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
3.42%2.61%1.57%3.05%3.15%4.14%2.60%3.36%3.05%2.76%3.34%3.32%
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
2.52%2.73%3.43%2.00%3.35%3.52%3.12%3.78%3.31%4.23%3.30%4.62%
VTI
Vanguard Total Stock Market ETF
1.56%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
SCHM
Schwab US Mid-Cap ETF
1.69%1.69%1.17%1.36%1.57%1.68%1.39%1.67%1.72%1.69%1.47%1.96%
SWTSX
Schwab Total Stock Market Index Fund
1.43%1.62%1.48%1.68%2.01%2.75%2.00%2.59%3.19%2.62%2.34%2.58%

Expense Ratio

The Other/NEW has a high expense ratio of 0.24%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


1.08%
0.00%2.15%
0.75%
0.00%2.15%
0.65%
0.00%2.15%
0.59%
0.00%2.15%
0.06%
0.00%2.15%
0.11%
0.00%2.15%
0.07%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
0.00%2.15%
0.04%
0.00%2.15%

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
EDV
Vanguard Extended Duration Treasury ETF
-0.75
SWSCX
Schwab Small-Cap Equity Fund™
0.47
BATT
Amplify Lithium & Battery Technology ETF
-0.54
BYND
Beyond Meat, Inc.
-0.48
LIT
Global X Lithium & Battery Tech ETF
-0.87
CLIX
ProShares Long Online/Short Stores ETF
0.03
EDIT
Editas Medicine, Inc.
-0.66
SCHO
Schwab Short-Term U.S. Treasury ETF
0.74
BND
Vanguard Total Bond Market ETF
-0.07
BAC
Bank of America Corporation
-0.51
SCHE
Schwab Emerging Markets Equity ETF
0.31
NTLA
Intellia Therapeutics, Inc.
-0.82
SCHH
Schwab US REIT ETF
-0.31
CRSP
CRISPR Therapeutics AG
-0.62
SWISX
Schwab International Index Fund
1.22
VTI
Vanguard Total Stock Market ETF
0.82
SCHM
Schwab US Mid-Cap ETF
0.33
SWTSX
Schwab Total Stock Market Index Fund
0.80

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-16.77%
-9.93%
Other/NEW
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Other/NEW. 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 Other/NEW is 31.33%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.33%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-27.3%Nov 9, 2021235Oct 14, 2022
-7.57%Sep 3, 202015Sep 24, 202012Oct 12, 202027
-6.52%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-5.71%May 6, 201919May 31, 201914Jun 20, 201933

Volatility Chart

The current Other/NEW volatility is 3.34%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.34%
3.41%
Other/NEW
Benchmark (^GSPC)
Portfolio components