Charles Schwab Conservative Income Portfolio: ETF allocation and returns

Last Update: 31 January 2020

The Charles Schwab Conservative Income Portfolio is exposed for 5% on the Stock Market.

It's a Low Risk portfolio and it can be replicated with 6 ETFs.

In the last 10 years, the portfolio obtained a 3.55% compound annual return, with a 2.65% standard deviation.

Asset Allocation and ETFs

The Charles Schwab Conservative Income Portfolio has the following asset allocation:

        5% Stocks
      
        95% Fixed Income
      
        0% Commodities

The Charles Schwab Conservative Income Portfolio can be replicated with the following ETFs:

Weight	Ticker	ETF Name	Investment Themes
5.00 %	VNQ	Vanguard Real Estate	Real Estate, U.S.
40.00 %	BND	Vanguard Total Bond Market	Bond, U.S., All-Term
25.00 %	BIL	SPDR Blmbg Barclays 1-3 Mth T-Bill	Bond, U.S., Ultra Short-Term
18.00 %	TIP	iShares TIPS Bond	Bond, U.S., All-Term
7.00 %	HYG	iShares iBoxx $ High Yield Corporate Bond	Bond, U.S., Intermediate-Term
5.00 %	BNDX	Vanguard Total International Bond	Bond, Developed Markets, All-Term

Historical Returns

Charles Schwab Conservative Income Portfolio - Historical returns and stats.

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO

Last Update: 31 January 2020

Swipe left to see all data

Period	Returns Jan 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+1.33%		0.00%	1 - 0
3M	+1.56%		0.00%	3 - 0
6M	+3.46%		-0.27% Sep 2019 - Sep 2019	5 - 1
YTD	+1.33%		0.00%	1 - 0
1Y	+7.94%	2.36%	-0.27% Sep 2019 - Sep 2019	11 - 1
3Y	+4.01% annualized	2.29%	-1.84% Jan 2018 - Feb 2018	27 - 9
5Y	+2.67% annualized	2.48%	-2.54% Aug 2016 - Nov 2016	41 - 19
10Y	+3.55% annualized	2.65%	-4.31% May 2013 - Aug 2013	83 - 37
MAX 01 Jan 2001	+4.42% annualized	3.29%	-7.02% May 2008 - Oct 2008	164 - 65

* Annualized St.Dev. of monthly returns

Best Low Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
Edge Select Conservative Merrill Lynch	+4.92%	12	21	79
10-year Treasury	+4.53%	1	0	100
Dimensional Retirement Income Fund DFA	+4.36%	7	20.4	79.6
Robo Advisor 20 Betterment	+3.95%	12	19.9	80.1
Conservative Income Charles Schwab	+3.55%	6	5	95

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since January 2010.

Swipe left to see all data

	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-4.31%	May 2013	Aug 2013	4	May 2014	9	13
-2.54%	Aug 2016	Nov 2016	4	Aug 2017	9	13
-2.38%	Feb 2015	Jun 2015	5	Mar 2016	9	14
-1.84%	Jan 2018	Feb 2018	2	Aug 2018	6	8
-1.31%	Sep 2018	Oct 2018	2	Jan 2019	3	5
-1.20%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-1.09%	Nov 2010	Dec 2010	2	Apr 2011	4	6
-0.61%	Sep 2011	Sep 2011	1	Oct 2011	1	2
-0.35%	Dec 2012	Jan 2013	2	Feb 2013	1	3
-0.31%	Nov 2011	Nov 2011	1	Dec 2011	1	2
-0.28%	Sep 2017	Sep 2017	1	Dec 2017	3	4
-0.27%	Sep 2019	Sep 2019	1	Dec 2019	3	4
-0.27%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.25%	Jun 2011	Jun 2011	1	Jul 2011	1	2
-0.14%	Mar 2012	Mar 2012	1	Apr 2012	1	2
-0.10%	May 2010	May 2010	1	Jun 2010	1	2
-0.06%	Dec 2014	Dec 2014	1	Jan 2015	1	2

Worst drawdowns since December 2000.

Swipe left to see all data

	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-7.02%	May 2008	Oct 2008	6	Jul 2009	9	15
-4.31%	May 2013	Aug 2013	4	May 2014	9	13
-2.79%	Apr 2004	Apr 2004	1	Aug 2004	4	5
-2.54%	Aug 2016	Nov 2016	4	Aug 2017	9	13
-2.38%	Feb 2015	Jun 2015	5	Mar 2016	9	14
-2.06%	Jul 2003	Jul 2003	1	Sep 2003	2	3
-1.84%	Jan 2018	Feb 2018	2	Aug 2018	6	8
-1.31%	Sep 2018	Oct 2018	2	Jan 2019	3	5
-1.21%	May 2007	Jun 2007	2	Aug 2007	2	4
-1.20%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-1.10%	Sep 2005	Oct 2005	2	Dec 2005	2	4
-1.09%	Nov 2010	Dec 2010	2	Apr 2011	4	6
-0.98%	Oct 2002	Oct 2002	1	Dec 2002	2	3
-0.85%	Nov 2001	Dec 2001	2	Feb 2002	2	4
-0.72%	Mar 2006	May 2006	3	Jul 2006	2	5
-0.61%	Sep 2011	Sep 2011	1	Oct 2011	1	2
-0.58%	Dec 2006	Dec 2006	1	Jan 2007	1	2
-0.54%	Jan 2005	Mar 2005	3	Apr 2005	1	4
-0.37%	Jul 2005	Jul 2005	1	Aug 2005	1	2
-0.35%	Dec 2012	Jan 2013	2	Feb 2013	1	3

Rolling Returns

Charles Schwab Conservative Income Portfolio: annualized rolling and average returns

Swipe left to see all data

	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+4.27%	+12.96% Dec 2008 - Nov 2009	-5.17% Mar 2008 - Feb 2009	12.84%
2 Years	+4.12%	+10.30% Nov 2008 - Oct 2010	-0.07% Mar 2007 - Feb 2009	0.49%
3 Years	+4.08%	+8.67% Mar 2009 - Feb 2012	+0.90% Jan 2013 - Dec 2015	0.00%
5 Years	+4.07%	+6.01% Jan 2001 - Dec 2005	+1.19% May 2013 - Apr 2018	0.00%
7 Years	+4.12%	+5.88% Jan 2001 - Dec 2007	+1.90% Nov 2011 - Oct 2018	0.00%
10 Years	+4.27%	+5.51% Feb 2002 - Jan 2012	+3.04% May 2008 - Apr 2018	0.00%
15 Years	+4.06%	+4.61% Jul 2001 - Jun 2016	+3.58% Jan 2004 - Dec 2018	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data

		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	+1.33%	1.3
2019	+8.37%	1.7	0.1	1.6	0.2	1.0	1.1	0.3	1.9	-0.3	0.2	0.0	0.2
2018	-0.17%	-0.9	-1.0	0.7	-0.3	0.5	0.4	0.1	0.6	-0.5	-0.9	0.6	0.4
2017	+2.91%	0.3	0.7	-0.2	0.5	0.4	0.0	0.4	0.6	-0.3	0.0	0.1	0.4
2016	+3.48%	0.6	0.7	1.4	0.3	0.0	1.8	0.7	-0.3	0.2	-0.9	-1.6	0.5
2015	-0.30%	2.0	-0.8	0.2	-0.3	-0.4	-1.1	0.8	-0.7	0.2	0.6	-0.4	-0.3
2014	+5.05%	1.3	0.7	-0.1	0.8	1.0	0.2	-0.3	1.0	-1.2	1.1	0.5	-0.1
2013	-1.91%	-0.2	0.4	0.3	1.1	-2.1	-1.7	0.6	-1.2	1.0	0.9	-0.5	-0.5
2012	+4.58%	1.2	0.0	-0.1	1.1	0.3	0.5	1.1	0.2	0.2	0.1	0.3	-0.2
2011	+6.88%	0.3	0.6	0.1	1.5	0.7	-0.3	1.6	0.3	-0.6	1.7	-0.3	1.2
2010	+6.25%	0.5	0.3	0.6	1.5	-0.1	0.7	1.2	1.0	0.6	1.0	-0.8	-0.3
2009	+7.40%	-1.7	-2.2	1.8	1.9	1.1	0.5	1.7	1.2	1.7	0.1	1.5	-0.3
2008	-0.05%	1.2	0.1	0.5	0.1	-0.5	-0.5	0.2	0.6	-1.8	-5.2	0.5	4.9
2007	+5.65%	0.6	1.1	0.1	0.5	-0.5	-0.7	0.3	1.2	1.0	0.8	1.1	0.0
2006	+5.45%	0.5	0.4	-0.5	-0.2	0.0	0.5	1.2	1.4	0.7	0.8	1.2	-0.6
2005	+3.19%	-0.1	-0.1	-0.3	1.2	1.0	0.7	-0.4	0.9	-0.4	-0.7	0.6	0.8
2004	+5.92%	0.9	1.0	1.0	-2.8	0.4	0.5	0.7	1.9	0.2	1.0	0.0	1.1
2003	+6.47%	0.2	1.5	-0.2	0.8	2.0	0.1	-2.1	0.7	2.1	-0.1	0.5	0.9
2002	+7.47%	0.5	0.7	-0.3	1.4	0.7	0.4	0.1	1.6	0.9	-1.0	0.6	1.7
2001	+7.06%	1.7	0.8	0.5	0.1	0.8	0.3	1.4	0.9	0.0	1.3	-0.5	-0.3

* Note:
Portofolio Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004

BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007

BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007

TIP - iShares TIPS Bond: simulated historical serie, up to December 2003

HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007

BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013