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16March2024 Charles Schwab Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BIL 6.5%UPS 7.5%AAPL 5.6%VIG 5.4%ADM 5.3%JNJ 5.3%MCK 5.2%FIS 4.5%SCHD 4.5%MRK 4%UGI 3.7%SMH 3.6%LOW 3.3%GLW 3.2%GIS 3.1%MDT 2.7%KO 2.5%CHRW 2.4%MDLZ 2.4%NRG 2.3%VYMI 2.2%CCOI 1.9%NSC 1.7%REMIX 1.7%VOO 1.5%AEP 1.4%FNF 1.3%VZ 1.3%TXN 1.2%BMY 1%MFC 1%BondBondEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

5.60%

ADM
Archer-Daniels-Midland Company
Consumer Defensive

5.30%

AEP
American Electric Power Company, Inc.
Utilities

1.40%

BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds

6.50%

BMY
Bristol-Myers Squibb Company
Healthcare

1%

CCOI
Cogent Communications Holdings, Inc.
Communication Services

1.90%

CHRW
C.H. Robinson Worldwide, Inc.
Industrials

2.40%

FIS
Fidelity National Information Services, Inc.
Technology

4.50%

FNF
Fidelity National Financial, Inc.
Financial Services

1.30%

GIS
General Mills, Inc.
Consumer Defensive

3.10%

GLW
Corning Incorporated
Technology

3.20%

HRL
Hormel Foods Corporation
Consumer Defensive

0.80%

JNJ
Johnson & Johnson
Healthcare

5.30%

KO
The Coca-Cola Company
Consumer Defensive

2.50%

LOW
Lowe's Companies, Inc.
Consumer Cyclical

3.30%

MCK
McKesson Corporation
Healthcare

5.20%

MDLZ
Mondelez International, Inc.
Consumer Defensive

2.40%

MDT
Medtronic plc
Healthcare

2.70%

MFC
Manulife Financial Corporation
Financial Services

1%

MRK
Merck & Co., Inc.
Healthcare

4%

NRG

2.30%

NSC

1.70%

REMIX

1.70%

SCHD

4.50%

SMH

3.60%

TXN

1.20%

UGI

3.70%

UPS

7.50%

VIG

5.40%

VOO

1.50%

VYMI

2.20%

VZ

1.30%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 16March2024 Charles Schwab Portfolio, 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%20.00%NovemberDecember2024FebruaryMarchApril
14.39%
19.38%
16March2024 Charles Schwab Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 30, 2007, corresponding to the inception date of BIL

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
16March2024 Charles Schwab Portfolio3.41%-1.35%14.38%6.79%N/AN/A
AAPL
Apple Inc.
-13.20%-3.12%-3.52%1.49%27.64%25.01%
ADM
Archer-Daniels-Midland Company
-13.63%-0.34%-9.66%-21.45%11.15%6.23%
AEP
American Electric Power Company, Inc.
6.56%3.15%17.11%-5.30%3.76%8.65%
BMY
Bristol-Myers Squibb Company
-2.29%-4.56%-10.66%-27.57%4.89%2.73%
CCOI
Cogent Communications Holdings, Inc.
-14.20%2.62%2.44%-0.03%8.37%11.30%
CHRW
C.H. Robinson Worldwide, Inc.
-17.89%-5.53%-14.67%-26.55%-2.17%4.70%
FIS
Fidelity National Information Services, Inc.
20.31%1.96%44.39%33.03%-6.70%5.06%
FNF
Fidelity National Financial, Inc.
0.61%-1.51%38.12%50.79%10.32%14.77%
GIS
General Mills, Inc.
10.65%3.36%13.24%-16.30%10.68%6.62%
GLW
Corning Incorporated
4.45%-3.19%19.57%-2.90%1.78%7.10%
HRL
Hormel Foods Corporation
11.32%3.04%15.45%-8.57%-0.06%6.18%
JNJ
Johnson & Johnson
-4.58%-3.65%-0.31%-6.53%4.03%6.94%
KO
The Coca-Cola Company
3.72%0.25%10.73%-2.15%8.19%7.36%
LOW
Lowe's Companies, Inc.
5.47%-9.65%26.04%12.97%17.56%19.66%
MCK
McKesson Corporation
15.04%-0.11%17.99%47.79%37.03%13.14%
MDLZ
Mondelez International, Inc.
-1.72%-1.68%9.23%0.85%9.63%9.42%
MDT
Medtronic plc
-0.51%-2.15%14.85%-6.33%1.32%5.88%
MFC
Manulife Financial Corporation
6.74%-1.71%37.40%27.09%10.74%6.81%
MRK
Merck & Co., Inc.
17.12%2.45%24.83%12.43%15.24%12.21%
NRG
39.33%6.43%72.77%112.12%N/AN/A
NSC
4.26%-3.58%26.48%18.61%N/AN/A
REMIX
12.46%-0.93%13.22%15.84%N/AN/A
SCHD
2.95%-2.03%14.29%9.99%N/AN/A
SMH
18.83%-8.72%44.90%69.27%N/AN/A
TXN
-2.16%-4.06%14.56%-2.90%N/AN/A
UGI
5.33%6.29%27.01%-21.23%N/AN/A
UPS
-4.26%-4.74%2.00%-20.78%N/AN/A
VIG
4.07%-2.58%16.11%14.77%N/AN/A
VOO
6.76%-2.99%20.31%24.48%N/AN/A
VYMI
3.26%-0.50%15.62%11.99%N/AN/A
VZ
8.81%-0.07%19.60%14.96%N/AN/A
BIL
SPDR Barclays 1-3 Month T-Bill ETF
1.64%0.44%2.65%5.24%1.91%1.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.71%3.30%3.28%
2023-4.06%-3.39%6.54%4.50%

Expense Ratio

The 16March2024 Charles Schwab Portfolio has an expense ratio of 0.06% 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.


Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

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.


16March2024 Charles Schwab Portfolio
Sharpe ratio
The chart of Sharpe ratio for 16March2024 Charles Schwab Portfolio, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.005.000.72
Sortino ratio
The chart of Sortino ratio for 16March2024 Charles Schwab Portfolio, currently valued at 1.09, compared to the broader market0.002.004.006.001.09
Omega ratio
The chart of Omega ratio for 16March2024 Charles Schwab Portfolio, currently valued at 1.13, compared to the broader market0.801.001.201.401.601.801.13
Calmar ratio
The chart of Calmar ratio for 16March2024 Charles Schwab Portfolio, currently valued at 0.58, compared to the broader market0.002.004.006.008.000.58
Martin ratio
The chart of Martin ratio for 16March2024 Charles Schwab Portfolio, currently valued at 1.69, compared to the broader market0.0010.0020.0030.0040.0050.001.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc.
0.090.261.030.100.21
ADM
Archer-Daniels-Midland Company
-0.64-0.600.89-0.46-1.07
AEP
American Electric Power Company, Inc.
-0.24-0.210.98-0.17-0.40
BMY
Bristol-Myers Squibb Company
-1.38-1.920.77-0.72-1.37
CCOI
Cogent Communications Holdings, Inc.
0.040.301.040.050.11
CHRW
C.H. Robinson Worldwide, Inc.
-0.93-1.200.84-0.63-1.38
FIS
Fidelity National Information Services, Inc.
1.241.891.220.474.03
FNF
Fidelity National Financial, Inc.
2.062.521.361.4411.81
GIS
General Mills, Inc.
-0.88-1.150.87-0.52-0.71
GLW
Corning Incorporated
-0.13-0.031.00-0.07-0.22
HRL
Hormel Foods Corporation
-0.33-0.330.96-0.20-0.55
JNJ
Johnson & Johnson
-0.40-0.470.94-0.32-0.74
KO
The Coca-Cola Company
-0.18-0.160.98-0.13-0.33
LOW
Lowe's Companies, Inc.
0.591.031.120.481.54
MCK
McKesson Corporation
2.503.281.444.5518.92
MDLZ
Mondelez International, Inc.
0.090.241.030.070.18
MDT
Medtronic plc
-0.10-0.021.00-0.04-0.21
MFC
Manulife Financial Corporation
1.292.081.241.985.66
MRK
Merck & Co., Inc.
0.751.231.140.911.75
NRG
4.485.091.673.7340.67
NSC
0.831.361.160.532.19
REMIX
1.642.441.303.2411.83
SCHD
0.871.301.150.772.87
SMH
2.423.291.393.0112.88
TXN
-0.15-0.051.00-0.14-0.33
UGI
-0.64-0.850.91-0.42-0.83
UPS
-0.79-0.930.87-0.54-1.19
VIG
1.502.201.261.554.96
VOO
2.083.011.361.808.64
VYMI
1.021.501.181.323.81
VZ
0.591.051.140.351.72
BIL
SPDR Barclays 1-3 Month T-Bill ETF
19.76176.6094.46239.582,691.76

Sharpe Ratio

The current 16March2024 Charles Schwab Portfolio Sharpe ratio is 0.72. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.72

The Sharpe ratio of 16March2024 Charles Schwab Portfolio 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-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.72
1.92
16March2024 Charles Schwab Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

16March2024 Charles Schwab Portfolio granted a 3.08% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
16March2024 Charles Schwab Portfolio3.08%3.05%2.63%2.11%2.20%2.44%2.58%2.15%2.14%2.36%1.90%2.00%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ADM
Archer-Daniels-Midland Company
2.99%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%
AEP
American Electric Power Company, Inc.
4.00%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%4.17%
BMY
Bristol-Myers Squibb Company
4.78%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%3.31%
CCOI
Cogent Communications Holdings, Inc.
5.91%4.94%6.23%4.33%4.64%3.71%4.69%3.97%3.65%4.21%3.31%1.88%
CHRW
C.H. Robinson Worldwide, Inc.
3.47%2.82%2.47%1.93%2.17%2.57%2.24%2.03%2.38%2.53%1.91%2.40%
FIS
Fidelity National Information Services, Inc.
2.67%3.46%2.77%1.43%0.99%1.01%1.25%1.23%1.37%1.72%1.54%1.64%
FNF
Fidelity National Financial, Inc.
3.66%3.59%4.57%2.99%3.45%3.54%3.82%2.07%2.59%2.31%1.93%2.04%
GIS
General Mills, Inc.
3.33%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%2.85%
GLW
Corning Incorporated
3.55%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
HRL
Hormel Foods Corporation
3.17%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%1.26%1.54%1.51%
JNJ
Johnson & Johnson
3.18%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
KO
The Coca-Cola Company
3.08%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
LOW
Lowe's Companies, Inc.
2.33%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
MCK
McKesson Corporation
0.45%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
MDLZ
Mondelez International, Inc.
2.35%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
MDT
Medtronic plc
3.40%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%
MFC
Manulife Financial Corporation
5.11%4.87%5.68%4.90%6.26%3.71%4.97%3.01%3.13%3.48%2.71%2.57%
MRK
Merck & Co., Inc.
2.36%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
NRG
2.15%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%1.57%
NSC
2.20%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%2.03%2.20%
REMIX
3.08%3.46%2.48%6.04%1.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
3.44%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SMH
0.50%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
TXN
3.07%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
UGI
5.88%6.04%3.84%2.97%3.76%2.68%1.93%2.10%2.04%2.67%2.16%2.70%
UPS
4.36%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
VIG
1.83%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
VOO
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VYMI
4.92%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%0.00%
VZ
6.67%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.13%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.38%
-3.50%
16March2024 Charles Schwab Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 16March2024 Charles Schwab Portfolio. 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 16March2024 Charles Schwab Portfolio was 28.03%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current 16March2024 Charles Schwab Portfolio drawdown is 2.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.03%Jan 21, 202044Mar 23, 202084Jul 22, 2020128
-13.66%Aug 17, 202232Sep 30, 2022200Jul 20, 2023232
-12.28%Jul 26, 202367Oct 27, 202348Jan 8, 2024115
-11.29%Mar 30, 202256Jun 17, 202238Aug 12, 202294
-7.47%Oct 13, 202014Oct 30, 20207Nov 10, 202021

Volatility

Volatility Chart

The current 16March2024 Charles Schwab Portfolio 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.34%
3.58%
16March2024 Charles Schwab Portfolio
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.

BILGISHRLMRKCCOIMCKBMYNRGVZCHRWAEPJNJAAPLREMIXSMHADMFNFLOWFISMDLZUPSMFCTXNUGIMDTKONSCGLWVYMIVOOSCHDVIG
BIL1.00-0.06-0.060.000.010.00-0.030.01-0.00-0.05-0.00-0.03-0.02-0.000.04-0.010.03-0.060.00-0.010.030.020.01-0.02-0.02-0.05-0.010.020.020.010.000.01
GIS-0.061.000.630.350.200.300.340.150.350.200.460.390.130.09-0.010.280.120.190.180.600.200.110.100.290.200.480.190.140.170.190.320.32
HRL-0.060.631.000.250.230.240.300.140.380.250.450.370.150.120.010.300.190.210.240.540.250.160.110.320.230.450.250.170.200.210.330.32
MRK0.000.350.251.000.210.400.520.230.350.190.320.540.190.170.110.260.200.220.260.370.230.220.170.280.360.370.270.240.290.320.410.40
CCOI0.010.200.230.211.000.180.240.240.310.270.260.270.300.270.310.220.290.330.340.290.320.290.320.300.300.280.290.310.330.420.400.44
MCK0.000.300.240.400.181.000.370.320.290.220.290.410.240.270.210.360.270.260.270.380.250.310.240.270.370.370.330.330.340.400.460.47
BMY-0.030.340.300.520.240.371.000.240.310.240.330.500.210.250.160.320.250.220.310.370.280.270.250.340.410.390.320.290.340.360.460.44
NRG0.010.150.140.230.240.320.241.000.300.260.390.240.320.310.350.350.410.350.360.310.310.390.360.460.370.350.370.410.430.500.510.51
VZ-0.000.350.380.350.310.290.310.301.000.270.440.410.200.200.130.370.330.300.360.440.320.330.240.450.360.450.370.320.360.370.510.44
CHRW-0.050.200.250.190.270.220.240.260.271.000.270.250.320.340.340.370.330.400.330.300.560.370.410.380.310.340.460.430.390.470.520.52
AEP-0.000.460.450.320.260.290.330.390.440.271.000.430.250.180.140.370.310.310.330.530.330.250.240.490.380.530.350.290.320.390.460.48
JNJ-0.030.390.370.540.270.410.500.240.410.250.431.000.280.240.200.330.230.320.310.490.330.260.280.330.470.490.360.330.340.410.500.52
AAPL-0.020.130.150.190.300.240.210.320.200.320.250.281.000.470.660.220.330.450.390.360.460.360.620.270.370.340.390.470.490.760.500.64
REMIX-0.000.090.120.170.270.270.250.310.200.340.180.240.471.000.560.410.410.360.400.270.380.520.540.370.400.340.430.500.630.670.580.62
SMH0.04-0.010.010.110.310.210.160.350.130.340.140.200.660.561.000.290.410.490.430.260.470.460.850.290.360.250.420.590.610.800.590.68
ADM-0.010.280.300.260.220.360.320.350.370.370.370.330.220.410.291.000.440.350.350.380.370.540.370.480.420.460.520.480.540.480.640.56
FNF0.030.120.190.200.290.270.250.410.330.330.310.230.330.410.410.441.000.490.460.340.440.600.440.510.420.370.510.550.570.590.650.62
LOW-0.060.190.210.220.330.260.220.350.300.400.310.320.450.360.490.350.491.000.400.390.490.410.500.420.400.370.480.520.500.630.610.68
FIS0.000.180.240.260.340.270.310.360.360.330.330.310.390.400.430.350.460.401.000.400.430.470.440.460.500.440.450.470.550.610.580.62
MDLZ-0.010.600.540.370.290.380.370.310.440.300.530.490.360.270.260.380.340.390.401.000.380.290.330.410.460.670.380.370.430.500.540.60
UPS0.030.200.250.230.320.250.280.310.320.560.330.330.460.380.470.370.440.490.430.381.000.400.500.410.430.410.540.530.490.620.630.65
MFC0.020.110.160.220.290.310.270.390.330.370.250.260.360.520.460.540.600.410.470.290.401.000.460.500.450.400.520.580.750.620.710.63
TXN0.010.100.110.170.320.240.250.360.240.410.240.280.620.540.850.370.440.500.440.330.500.461.000.370.420.340.490.610.590.760.650.71
UGI-0.020.290.320.280.300.270.340.460.450.380.490.330.270.370.290.480.510.420.460.410.410.500.371.000.470.500.500.520.570.520.660.58
MDT-0.020.200.230.360.300.370.410.370.360.310.380.470.370.400.360.420.420.400.500.460.430.450.420.471.000.520.490.490.530.600.600.65
KO-0.050.480.450.370.280.370.390.350.450.340.530.490.340.340.250.460.370.370.440.670.410.400.340.500.521.000.500.410.490.530.630.65
NSC-0.010.190.250.270.290.330.320.370.370.460.350.360.390.430.420.520.510.480.450.380.540.520.490.500.490.501.000.580.570.610.700.68
GLW0.020.140.170.240.310.330.290.410.320.430.290.330.470.500.590.480.550.520.470.370.530.580.610.520.490.410.581.000.640.690.730.71
VYMI0.020.170.200.290.330.340.340.430.360.390.320.340.490.630.610.540.570.500.550.430.490.750.590.570.530.490.570.641.000.760.770.75
VOO0.010.190.210.320.420.400.360.500.370.470.390.410.760.670.800.480.590.630.610.500.620.620.760.520.600.530.610.690.761.000.830.94
SCHD0.000.320.330.410.400.460.460.510.510.520.460.500.500.580.590.640.650.610.580.540.630.710.650.660.600.630.700.730.770.831.000.90
VIG0.010.320.320.400.440.470.440.510.440.520.480.520.640.620.680.560.620.680.620.600.650.630.710.580.650.650.680.710.750.940.901.00