CHARLES
SCHG E SCHD
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in CHARLES, 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
As of Dec 9, 2023, the CHARLES returned 21.11% Year-To-Date and 13.05% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| CHARLES | 21.11% | 5.34% | 8.15% | 17.41% | 15.51% | 13.05% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -0.41% | 5.31% | 4.01% | -1.65% | 12.01% | 10.76% |
SCHG Schwab U.S. Large-Cap Growth ETF | 45.16% | 5.33% | 12.16% | 37.79% | 18.12% | 14.84% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.20% | 6.07% | 3.86% | -1.22% | -4.74% | -2.66% | 8.77% |
Dividend yield
CHARLES granted a 2.06% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHARLES | 2.06% | 1.97% | 1.60% | 1.84% | 1.90% | 2.17% | 1.82% | 2.08% | 2.10% | 1.86% | 1.77% | 2.11% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% | 2.86% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.45% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% | 1.37% |
Expense Ratio
The CHARLES has an expense ratio of 0.05% 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | -0.08 | ||||
SCHG Schwab U.S. Large-Cap Growth ETF | 2.20 |
Asset Correlations Table
| SCHD | SCHG | |
|---|---|---|
| SCHD | 1.00 | 0.74 |
| SCHG | 0.74 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the CHARLES. 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 CHARLES was 32.57%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.57% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -24.44% | Dec 28, 2021 | 200 | Oct 12, 2022 | — | — | — |
| -19.04% | Sep 21, 2018 | 65 | Dec 24, 2018 | 69 | Apr 4, 2019 | 134 |
| -11.98% | May 19, 2015 | 186 | Feb 11, 2016 | 42 | Apr 13, 2016 | 228 |
| -10.27% | Jan 29, 2018 | 44 | Apr 2, 2018 | 89 | Aug 7, 2018 | 133 |
Volatility Chart
The current CHARLES volatility is 2.86%, 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.