Dr Dan 80/20 + SCHD
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dr Dan 80/20 + SCHD, 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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Nov 13, 2024, the Dr Dan 80/20 + SCHD returned 21.61% Year-To-Date and 13.23% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Dr Dan 80/20 + SCHD | 21.57% | 1.55% | 11.70% | 29.35% | 14.85% | 13.23% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 26.94% | 2.23% | 13.51% | 35.06% | 15.77% | 13.41% |
QQQ Invesco QQQ | 25.63% | 2.96% | 13.44% | 33.85% | 21.21% | 18.37% |
VGT Vanguard Information Technology ETF | 28.88% | 2.08% | 16.07% | 37.56% | 22.70% | 20.89% |
PFF iShares Preferred and Income Securities ETF | 10.27% | -1.60% | 6.06% | 15.74% | 2.88% | 3.70% |
BND Vanguard Total Bond Market ETF | 1.55% | -1.44% | 2.37% | 6.53% | -0.27% | 1.40% |
SCHD Schwab US Dividend Equity ETF | 17.47% | 1.12% | 10.72% | 27.61% | 12.74% | 11.66% |
Monthly Returns
The table below presents the monthly returns of Dr Dan 80/20 + SCHD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.50% | 3.78% | 2.24% | -4.10% | 4.77% | 3.78% | 0.80% | 1.87% | 2.18% | -0.91% | 21.57% | ||
| 2023 | 7.38% | -1.70% | 4.50% | 0.74% | 2.23% | 5.23% | 2.96% | -1.48% | -4.41% | -2.45% | 9.13% | 4.78% | 29.30% |
| 2022 | -5.73% | -3.18% | 2.83% | -9.10% | 0.34% | -7.47% | 8.92% | -4.25% | -8.68% | 5.26% | 5.42% | -5.83% | -21.17% |
| 2021 | -0.71% | 1.45% | 3.26% | 4.28% | 0.21% | 3.27% | 2.15% | 2.67% | -4.24% | 5.88% | 0.19% | 3.14% | 23.30% |
| 2020 | 1.30% | -6.27% | -9.56% | 12.11% | 4.77% | 2.89% | 5.67% | 6.97% | -3.61% | -2.13% | 9.78% | 3.70% | 25.99% |
| 2019 | 7.11% | 3.10% | 2.57% | 3.82% | -5.79% | 6.17% | 1.81% | -1.07% | 1.45% | 2.45% | 3.11% | 2.86% | 30.55% |
| 2018 | 5.10% | -2.27% | -2.39% | -0.02% | 3.32% | 0.73% | 2.68% | 3.91% | 0.06% | -6.29% | 0.62% | -6.79% | -2.11% |
| 2017 | 2.54% | 3.57% | 0.86% | 1.51% | 2.22% | -0.57% | 2.42% | 1.02% | 0.93% | 3.03% | 2.16% | 0.82% | 22.47% |
| 2016 | -4.23% | -0.37% | 5.90% | -1.03% | 2.50% | -0.07% | 4.32% | 0.49% | 0.76% | -1.39% | 1.20% | 1.45% | 9.54% |
| 2015 | -1.81% | 5.02% | -1.54% | 1.00% | 1.25% | -2.25% | 2.42% | -5.09% | -1.57% | 7.97% | 0.48% | -1.41% | 3.88% |
| 2014 | -1.95% | 4.01% | -0.05% | 0.53% | 2.62% | 2.04% | -0.38% | 3.71% | -0.97% | 2.07% | 3.11% | -0.90% | 14.51% |
| 2013 | 3.33% | 0.93% | 2.92% | 1.93% | 2.02% | -1.91% | 4.42% | -1.87% | 3.27% | 3.84% | 2.57% | 2.13% | 26.00% |
Expense Ratio
Dr Dan 80/20 + SCHD has an expense ratio of 0.13%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dr Dan 80/20 + SCHD is 63, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 3.08 | 4.09 | 1.58 | 4.46 | 20.36 |
QQQ Invesco QQQ | 2.12 | 2.79 | 1.38 | 2.71 | 9.88 |
VGT Vanguard Information Technology ETF | 1.95 | 2.51 | 1.35 | 2.69 | 9.68 |
PFF iShares Preferred and Income Securities ETF | 2.13 | 2.98 | 1.39 | 1.10 | 11.86 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.51 | 4.70 |
SCHD Schwab US Dividend Equity ETF | 2.70 | 3.89 | 1.48 | 3.71 | 14.94 |
Dividends
Dividend yield
Dr Dan 80/20 + SCHD provided a 1.95% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.95% | 2.05% | 2.04% | 1.53% | 1.78% | 2.06% | 2.30% | 2.01% | 2.23% | 2.24% | 2.29% | 2.19% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
PFF iShares Preferred and Income Securities ETF | 6.16% | 6.63% | 5.55% | 4.45% | 4.79% | 5.31% | 6.31% | 5.59% | 5.85% | 5.77% | 6.32% | 6.61% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dr Dan 80/20 + SCHD. 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 Dr Dan 80/20 + SCHD was 28.64%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current Dr Dan 80/20 + SCHD drawdown is 0.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.64% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -25.75% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -17.02% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -11.32% | Dec 2, 2015 | 49 | Feb 11, 2016 | 45 | Apr 18, 2016 | 94 |
| -10.43% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
Volatility
Volatility Chart
The current Dr Dan 80/20 + SCHD volatility is 3.31%, 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.
Diversification
Asset Correlations Table
| BND | PFF | SCHD | QQQ | VGT | VOO | |
|---|---|---|---|---|---|---|
| BND | 1.00 | 0.24 | -0.10 | -0.04 | -0.05 | -0.08 |
| PFF | 0.24 | 1.00 | 0.49 | 0.48 | 0.48 | 0.55 |
| SCHD | -0.10 | 0.49 | 1.00 | 0.67 | 0.67 | 0.86 |
| QQQ | -0.04 | 0.48 | 0.67 | 1.00 | 0.96 | 0.90 |
| VGT | -0.05 | 0.48 | 0.67 | 0.96 | 1.00 | 0.89 |
| VOO | -0.08 | 0.55 | 0.86 | 0.90 | 0.89 | 1.00 |