Charles Schwab Conservative Income Portfolio: ETF allocation and returns

Data Source: from January 1985 to February 2024 (~39 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.30%
1 Day
Mar 01 2024
0.30%
Current Month
March 2024

The Charles Schwab Conservative Income Portfolio is a Low Risk portfolio and can be implemented with 6 ETFs.

It's exposed for 5% on the Stock Market.

In the last 30 Years, the Charles Schwab Conservative Income Portfolio obtained a 4.32% compound annual return, with a 3.63% standard deviation.

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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 implemented with the following ETFs:

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

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Feb 29, 2024

The Charles Schwab Conservative Income Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Charles Schwab Conservative Income Portfolio 0.30 0.30 -0.54 2.84 4.27 1.68 1.91 4.32 5.66
US Inflation Adjusted return -0.54 1.67 1.52 -2.33 -0.85 1.75 2.79
Components
VNQ
USD Vanguard Real Estate 1.19 Mar 01 2024 1.19 1.98 6.13 4.14 4.12 6.04 8.49 9.18
BND
USD Vanguard Total Bond Market 0.42 Mar 01 2024 0.42 -1.36 2.38 3.47 0.54 1.39 4.19 5.69
BIL
USD SPDR Blmbg Barclays 1-3 Mth T-Bill 0.03 Mar 01 2024 0.03 0.44 2.62 5.20 1.82 1.18 2.26 3.11
TIP
USD iShares TIPS Bond 0.37 Mar 01 2024 0.37 -1.05 1.78 1.82 2.23 1.77 4.98 6.69
HYG
USD iShares iBoxx $ High Yield Corporate Bond -0.19 Mar 01 2024 -0.19 0.30 5.81 10.12 2.92 3.14 5.37 6.88
BNDX
USD Vanguard Total International Bond 0.15 Mar 01 2024 0.15 -0.54 3.57 6.68 0.45 2.10 4.76 6.58
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Charles Schwab Conservative Income Portfolio granted a 3.92% dividend yield. If you are interested in getting periodic income, please refer to the Charles Schwab Conservative Income Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 3.56$, with a total return of 255.65% (4.32% annualized).

The Inflation Adjusted Capital now would be 1.68$, with a net total return of 68.48% (1.75% annualized).
An investment of 1$, since January 1985, now would be worth 8.64$, with a total return of 763.62% (5.66% annualized).

The Inflation Adjusted Capital now would be 2.94$, with a net total return of 194.21% (2.79% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Charles Schwab Conservative Income Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -0.54 2.08 2.84 4.27 -0.66 1.68 1.91 3.10 4.32 5.66
Infl. Adjusted Return (%) details -0.54 1.54 1.67 1.52 -5.86 -2.33 -0.85 0.53 1.75 2.79
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.79
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -3.43 -11.50 -11.50 -11.50 -11.50 -11.50 -11.50
Start to Recovery (# months) details 8 26* 26* 26* 26* 26* 26*
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 6 9 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 17 17 17 17 17 17
End (yyyy mm) 2023 12 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 6 9 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 17 17 17 17 17 17
End (yyyy mm) 2023 12 - - - - - -
Longest negative period (# months) details 8 36* 52 52 52 52 52
Period Start (yyyy mm) 2023 03 2021 03 2019 07 2019 07 2019 07 2019 07 2019 07
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -1.92 -0.66 -0.22 -0.22 -0.22 -0.22 -0.22
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -4.89 -20.48 -22.21 -22.21 -22.21 -22.21 -22.21
Start to Recovery (# months) details 9 31* 43* 43* 43* 43* 43*
Start (yyyy mm) 2023 04 2021 08 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 7 27 39 39 39 39 39
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 4 4 4 4 4 4
End (yyyy mm) 2023 12 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 04 2021 08 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 7 27 39 39 39 39 39
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 4 4 4 4 4 4
End (yyyy mm) 2023 12 - - - - - -
Longest negative period (# months) details 11* 36* 60* 120* 189 189 189
Period Start (yyyy mm) 2023 04 2021 03 2019 03 2014 03 2008 02 2008 02 2008 02
Period End (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2023 10 2023 10 2023 10
Annualized Return (%) -0.26 -5.86 -2.33 -0.85 -0.03 -0.03 -0.03
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 5.24 5.64 4.98 3.94 3.85 3.63 3.84
Sharpe Ratio -0.18 -0.54 -0.03 0.19 0.46 0.57 0.43
Sortino Ratio -0.30 -0.78 -0.04 0.26 0.61 0.76 0.59
Ulcer Index 1.27 6.48 5.07 3.68 2.83 2.37 2.17
Ratio: Return / Standard Deviation 0.81 -0.12 0.34 0.48 0.80 1.19 1.47
Ratio: Return / Deepest Drawdown 1.25 -0.06 0.15 0.17 0.27 0.38 0.49
% Positive Months details 50% 52% 60% 61% 66% 69% 71%
Positive Months 6 19 36 74 159 251 334
Negative Months 6 17 24 46 81 109 136
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.91 4.63 7.43 9.31
Worst 10 Years Return (%) - Annualized 1.26 1.26 1.26
Best 10 Years Return (%) - Annualized -0.85 2.49 4.84 5.54
Worst 10 Years Return (%) - Annualized -1.30 -1.30 -1.30
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 15.82 10.10 7.68 7.43 5.87 4.32
Worst Rolling Return (%) - Annualized -10.62 -2.23 0.79 1.26 2.99
% Positive Periods 87% 94% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 90.32 29.18 19.66 9.97 5.78 5.06
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.45 2.06
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 12.96 7.33 5.12 4.84 3.51 1.75
Worst Rolling Return (%) - Annualized -17.08 -7.53 -2.91 -1.30 0.40
% Positive Periods 71% 87% 91% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 90.32 29.18 19.66 9.97 5.78 5.06
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.45 2.06
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Feb 2024)
Best Rolling Return (%) - Annualized 25.02 12.90 10.75 9.31 8.24 6.90
Worst Rolling Return (%) - Annualized -10.62 -2.23 0.79 1.26 2.99 4.11
% Positive Periods 88% 95% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 90.32 29.18 19.66 9.97 5.78 4.96
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.45 1.83
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 22.39 9.56 6.84 5.54 5.06 4.10
Worst Rolling Return (%) - Annualized -17.08 -7.53 -2.91 -1.30 0.40 1.55
% Positive Periods 72% 90% 93% 93% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 90.32 29.18 19.66 9.97 5.78 4.96
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.45 1.83
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 29 February 2024
Swipe left to see all data
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.75
0.33
0.63
0.89
0.72
BND
0.75
-
0.15
0.96
0.92
0.96
BIL
0.33
0.15
-
0.12
0.37
0.19
TIP
0.63
0.96
0.12
-
0.87
0.91
HYG
0.89
0.92
0.37
0.87
-
0.86
BNDX
0.72
0.96
0.19
0.91
0.86
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.61
-0.11
0.67
0.79
0.63
BND
0.61
-
0.09
0.85
0.66
0.90
BIL
-0.11
0.09
-
-0.09
0.00
0.13
TIP
0.67
0.85
-0.09
-
0.71
0.85
HYG
0.79
0.66
0.00
0.71
-
0.72
BNDX
0.63
0.90
0.13
0.85
0.72
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.58
-0.09
0.63
0.69
0.59
BND
0.58
-
0.06
0.84
0.57
0.88
BIL
-0.09
0.06
-
-0.05
0.01
0.05
TIP
0.63
0.84
-0.05
-
0.63
0.79
HYG
0.69
0.57
0.01
0.63
-
0.60
BNDX
0.59
0.88
0.05
0.79
0.60
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.32
-0.01
0.33
0.69
0.30
BND
0.32
-
0.14
0.83
0.39
0.68
BIL
-0.01
0.14
-
0.09
-0.03
0.06
TIP
0.33
0.83
0.09
-
0.39
0.61
HYG
0.69
0.39
-0.03
0.39
-
0.39
BNDX
0.30
0.68
0.06
0.61
0.39
-
Asset
VNQ
BND
BIL
TIP
HYG
BNDX
VNQ
-
0.30
-0.02
0.30
0.67
0.28
BND
0.30
-
0.21
0.87
0.40
0.74
BIL
-0.02
0.21
-
0.15
0.01
0.15
TIP
0.30
0.87
0.15
-
0.39
0.72
HYG
0.67
0.40
0.01
0.39
-
0.40
BNDX
0.28
0.74
0.15
0.72
0.40
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-11.50% Jan 2022 Sep 2022 9 in progress 17 26 7.58
-7.01% May 2008 Oct 2008 6 Jul 2009 9 15 3.26
-4.32% May 2013 Aug 2013 4 May 2014 9 13 2.65
-3.33% Mar 1994 Jun 1994 4 Feb 1995 8 12 2.36
-2.79% Apr 2004 Apr 2004 1 Aug 2004 4 5 1.77
-2.57% Mar 2020 Mar 2020 1 May 2020 2 3 1.29
-2.55% Aug 2016 Nov 2016 4 Aug 2017 9 13 1.16
-2.38% Feb 2015 Jun 2015 5 Mar 2016 9 14 1.59
-2.06% Jul 2003 Jul 2003 1 Sep 2003 2 3 1.25
-1.96% Feb 1996 Apr 1996 3 Sep 1996 5 8 1.17
-1.84% Jan 2018 Feb 2018 2 Aug 2018 6 8 0.98
-1.43% May 1999 Aug 1999 4 Feb 2000 6 10 0.80
-1.40% Jan 2021 Mar 2021 3 Jun 2021 3 6 0.72
-1.33% Feb 1999 Feb 1999 1 Apr 1999 2 3 0.82
-1.32% Sep 2018 Oct 2018 2 Jan 2019 3 5 0.65
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 173 2.1 Months 47.92%
 
DD = 0% 47.92%
 
0% < DD <= -5% 164 2.2 Months 45.43%
 
DD <= -5% 93.35%
 
-5% < DD <= -10% 21 17.2 Months 5.82%
 
DD <= -10% 99.17%
 
-10% < DD <= -15% 3 120.3 Months 0.83%
 
DD <= -15% 100.00%
 
-15% < DD <= -20% 0 - 0.00%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-22.21% Aug 2020 Oct 2023 39 in progress 4 43 13.67
-8.45% Apr 2008 Oct 2008 7 Jul 2009 9 16 3.51
-5.34% Aug 2016 Oct 2018 27 Jun 2019 8 35 3.08
-5.08% Mar 1994 Nov 1994 9 May 1995 6 15 3.25
-5.00% May 2013 Aug 2013 4 Jan 2015 17 21 2.97
-3.71% Feb 2015 Aug 2015 7 Jun 2016 10 17 2.42
-3.27% Jul 2005 Oct 2005 4 Sep 2006 11 15 1.91
-3.24% Feb 1999 Jan 2000 12 Jul 2000 6 18 2.07
-3.04% Jan 1996 May 1996 5 Oct 1996 5 10 1.85
-2.94% Apr 2004 Apr 2004 1 Dec 2004 8 9 1.79
-2.44% Jun 2003 Jul 2003 2 Dec 2003 5 7 1.20
-2.16% Mar 2020 Mar 2020 1 Apr 2020 1 2 1.25
-2.10% Dec 2006 Jun 2007 7 Oct 2007 4 11 1.02
-1.87% Nov 2010 Mar 2011 5 Jul 2011 4 9 1.20
-1.26% Jan 2005 Mar 2005 3 May 2005 2 5 0.58
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 102 3.5 Months 28.25%
 
DD = 0% 28.25%
 
0% < DD <= -5% 228 1.6 Months 63.16%
 
DD <= -5% 91.41%
 
-5% < DD <= -10% 7 51.6 Months 1.94%
 
DD <= -10% 93.35%
 
-10% < DD <= -15% 4 90.3 Months 1.11%
 
DD <= -15% 94.46%
 
-15% < DD <= -20% 16 22.6 Months 4.43%
 
DD <= -20% 98.89%
 
-20% < DD <= -25% 4 90.3 Months 1.11%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-11.50% Jan 2022 Sep 2022 9 in progress 17 26 7.58
-7.01% May 2008 Oct 2008 6 Jul 2009 9 15 3.26
-4.80% Feb 1994 Jun 1994 5 Mar 1995 9 14 3.45
-4.32% May 2013 Aug 2013 4 May 2014 9 13 2.65
-3.90% Mar 1987 Sep 1987 7 Jan 1988 4 11 2.04
-2.79% Apr 2004 Apr 2004 1 Aug 2004 4 5 1.77
-2.57% Mar 2020 Mar 2020 1 May 2020 2 3 1.29
-2.55% Aug 2016 Nov 2016 4 Aug 2017 9 13 1.16
-2.38% Feb 2015 Jun 2015 5 Mar 2016 9 14 1.59
-2.06% Jul 2003 Jul 2003 1 Sep 2003 2 3 1.25
-1.96% Feb 1996 Apr 1996 3 Sep 1996 5 8 1.17
-1.84% Jan 2018 Feb 2018 2 Aug 2018 6 8 0.98
-1.69% May 1986 May 1986 1 Jun 1986 1 2 0.98
-1.67% Aug 1990 Sep 1990 2 Nov 1990 2 4 1.09
-1.64% Mar 1988 May 1988 3 Jun 1988 1 4 0.93
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 241 2.0 Months 51.17%
 
DD = 0% 51.17%
 
0% < DD <= -5% 206 2.3 Months 43.74%
 
DD <= -5% 94.90%
 
-5% < DD <= -10% 21 22.4 Months 4.46%
 
DD <= -10% 99.36%
 
-10% < DD <= -15% 3 157.0 Months 0.64%
 
DD <= -15% 100.00%
 
-15% < DD <= -20% 0 - 0.00%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-22.21% Aug 2020 Oct 2023 39 in progress 4 43 13.67
-8.45% Apr 2008 Oct 2008 7 Jul 2009 9 16 3.51
-6.78% Feb 1994 Nov 1994 10 May 1995 6 16 4.67
-6.33% Mar 1987 Sep 1987 7 Feb 1988 5 12 3.62
-5.34% Aug 2016 Oct 2018 27 Jun 2019 8 35 3.08
-5.00% May 2013 Aug 2013 4 Jan 2015 17 21 2.97
-3.71% Feb 2015 Aug 2015 7 Jun 2016 10 17 2.42
-3.52% Jan 1990 Apr 1990 4 Jan 1991 9 13 2.10
-3.27% Jul 2005 Oct 2005 4 Sep 2006 11 15 1.91
-3.24% Feb 1999 Jan 2000 12 Jul 2000 6 18 2.07
-3.04% Jan 1996 May 1996 5 Oct 1996 5 10 1.85
-2.94% Apr 2004 Apr 2004 1 Dec 2004 8 9 1.79
-2.73% Mar 1988 May 1988 3 Oct 1988 5 8 1.46
-2.44% Jun 2003 Jul 2003 2 Dec 2003 5 7 1.20
-2.16% Mar 2020 Mar 2020 1 Apr 2020 1 2 1.25
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 153 3.1 Months 32.48%
 
DD = 0% 32.48%
 
0% < DD <= -5% 279 1.7 Months 59.24%
 
DD <= -5% 91.72%
 
-5% < DD <= -10% 15 31.4 Months 3.18%
 
DD <= -10% 94.90%
 
-10% < DD <= -15% 4 117.8 Months 0.85%
 
DD <= -15% 95.75%
 
-15% < DD <= -20% 16 29.4 Months 3.40%
 
DD <= -20% 99.15%
 
-20% < DD <= -25% 4 117.8 Months 0.85%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -10.62 11/2021
10/2022
0.89$ 0.28 1.00$ 5.11 1.05$ 8.54 1.08$ 15.82 01/1995
12/1995
1.15$ 4.27 12.89%
2Y -5.03 11/2021
10/2023
0.90$ 1.57 1.03$ 4.67 1.09$ 7.67 1.15$ 11.17 12/1994
11/1996
1.23$ -1.54 7.12%
3Y -2.23 11/2020
10/2023
0.93$ 2.00 1.06$ 4.78 1.15$ 7.16 1.23$ 10.10 12/1994
11/1997
1.33$ -0.66 5.54%
5Y 0.79 10/2017
09/2022
1.03$ 2.15 1.11$ 4.84 1.26$ 6.77 1.38$ 7.68 09/1996
08/2001
1.44$ 1.68 0.00%
7Y 0.90 10/2016
09/2023
1.06$ 2.41 1.18$ 4.70 1.37$ 6.61 1.56$ 8.08 11/1994
10/2001
1.72$ 1.72 0.00%
10Y 1.26 10/2012
09/2022
1.13$ 3.09 1.35$ 4.45 1.54$ 6.21 1.82$ 7.43 12/1994
11/2004
2.04$ 1.91 0.00%
15Y 2.55 03/2008
02/2023
1.45$ 3.58 1.69$ 4.49 1.93$ 5.92 2.37$ 6.47 12/1994
11/2009
2.56$ 3.20 0.00%
20Y 2.99 11/2003
10/2023
1.80$ 3.40 1.95$ 4.55 2.43$ 5.30 2.80$ 5.87 12/1994
11/2014
3.12$ 3.10 0.00%
30Y 4.32 03/1994
02/2024
3.55$ 4.32 3.55$ 4.32 3.55$ 4.32 3.55$ 4.32 03/1994
02/2024
3.55$ 4.32 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -17.08 10/2021
09/2022
0.82$ -2.14 0.97$ 2.58 1.02$ 6.31 1.06$ 12.96 01/1995
12/1995
1.12$ 1.52 28.94%
2Y -10.17 10/2020
09/2022
0.80$ -0.26 0.99$ 2.21 1.04$ 5.31 1.10$ 9.78 11/2008
10/2010
1.20$ -5.62 17.21%
3Y -7.53 11/2020
10/2023
0.79$ 0.14 1.00$ 2.24 1.06$ 4.86 1.15$ 7.33 12/1994
11/1997
1.23$ -5.86 12.62%
5Y -2.91 11/2017
10/2022
0.86$ 0.54 1.02$ 2.47 1.12$ 4.29 1.23$ 5.12 05/1994
04/1999
1.28$ -2.33 8.97%
7Y -2.53 10/2016
09/2023
0.83$ 0.74 1.05$ 2.42 1.18$ 3.96 1.31$ 5.44 11/1994
10/2001
1.44$ -1.69 9.39%
10Y -1.30 11/2013
10/2023
0.87$ 1.31 1.13$ 2.23 1.24$ 3.61 1.42$ 4.84 11/1994
10/2004
1.60$ -0.85 9.54%
15Y 0.17 11/2007
10/2022
1.02$ 1.40 1.23$ 2.40 1.42$ 3.41 1.65$ 3.87 12/1994
11/2009
1.76$ 0.65 0.00%
20Y 0.40 11/2003
10/2023
1.08$ 0.86 1.18$ 2.40 1.60$ 3.06 1.82$ 3.51 02/1995
01/2015
1.99$ 0.53 0.00%
30Y 1.75 03/1994
02/2024
1.68$ 1.75 1.68$ 1.75 1.68$ 1.75 1.68$ 1.75 03/1994
02/2024
1.68$ 1.75 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -10.62 11/2021
10/2022
0.89$ 0.57 1.00$ 5.63 1.05$ 10.57 1.10$ 25.02 04/1985
03/1986
1.25$ 4.27 11.33%
2Y -5.03 11/2021
10/2023
0.90$ 1.98 1.04$ 5.52 1.11$ 9.06 1.18$ 17.39 03/1985
02/1987
1.37$ -1.54 5.37%
3Y -2.23 11/2020
10/2023
0.93$ 2.33 1.07$ 5.59 1.17$ 8.43 1.27$ 12.90 10/1990
09/1993
1.43$ -0.66 4.14%
5Y 0.79 10/2017
09/2022
1.03$ 2.77 1.14$ 5.68 1.31$ 7.99 1.46$ 10.75 09/1988
08/1993
1.66$ 1.68 0.00%
7Y 0.90 10/2016
09/2023
1.06$ 2.84 1.21$ 5.75 1.47$ 8.30 1.74$ 10.76 01/1985
12/1991
2.04$ 1.72 0.00%
10Y 1.26 10/2012
09/2022
1.13$ 3.34 1.38$ 5.75 1.74$ 7.77 2.11$ 9.31 03/1985
02/1995
2.43$ 1.91 0.00%
15Y 2.55 03/2008
02/2023
1.45$ 3.77 1.74$ 5.76 2.31$ 7.61 3.00$ 8.49 03/1985
02/2000
3.39$ 3.20 0.00%
20Y 2.99 11/2003
10/2023
1.80$ 4.23 2.29$ 5.61 2.98$ 7.06 3.91$ 8.24 01/1985
12/2004
4.87$ 3.10 0.00%
30Y 4.11 11/1993
10/2023
3.34$ 4.52 3.76$ 5.66 5.21$ 6.10 5.90$ 6.90 03/1985
02/2015
7.39$ 4.32 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -17.08 10/2021
09/2022
0.82$ -2.07 0.97$ 2.98 1.02$ 7.54 1.07$ 22.39 04/1985
03/1986
1.22$ 1.52 27.23%
2Y -10.17 10/2020
09/2022
0.80$ 0.15 1.00$ 2.67 1.05$ 6.00 1.12$ 14.46 03/1985
02/1987
1.31$ -5.62 13.42%
3Y -7.53 11/2020
10/2023
0.79$ 0.62 1.01$ 2.90 1.08$ 5.43 1.17$ 9.56 10/1990
09/1993
1.31$ -5.86 9.43%
5Y -2.91 11/2017
10/2022
0.86$ 0.79 1.04$ 3.12 1.16$ 4.81 1.26$ 6.84 01/1985
12/1989
1.39$ -2.33 6.57%
7Y -2.53 10/2016
09/2023
0.83$ 1.04 1.07$ 2.98 1.22$ 4.92 1.39$ 6.57 01/1985
12/1991
1.56$ -1.69 6.72%
10Y -1.30 11/2013
10/2023
0.87$ 1.67 1.18$ 3.03 1.34$ 4.76 1.59$ 5.54 03/1985
02/1995
1.71$ -0.85 6.55%
15Y 0.17 11/2007
10/2022
1.02$ 1.71 1.28$ 3.17 1.59$ 4.50 1.93$ 5.15 03/1985
02/2000
2.12$ 0.65 0.00%
20Y 0.40 11/2003
10/2023
1.08$ 2.05 1.49$ 3.19 1.87$ 3.96 2.17$ 5.06 01/1985
12/2004
2.68$ 0.53 0.00%
30Y 1.55 11/1993
10/2023
1.58$ 1.96 1.79$ 3.14 2.53$ 3.36 2.69$ 4.10 03/1985
02/2015
3.33$ 1.75 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Charles Schwab Conservative Income Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Charles Schwab Conservative Income Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.32
40%
-0.68
20%
-0.14
40%
0.29
80%
0.21
80%
0.12
80%
1.22
100%
-0.23
40%
-1.40
0%
-0.05
60%
1.46
100%
0.67
80%
Best 2.7
2023
0.5
2020
1.8
2023
2.4
2020
1.0
2019
1.1
2019
2.7
2022
1.9
2019
-0.3
2020
0.6
2021
3.5
2023
2.8
2023
Worst -1.9
2022
-1.9
2023
-2.6
2020
-2.6
2022
-1.0
2023
-2.1
2022
0.2
2023
-2.4
2022
-3.7
2022
-0.9
2023
0.0
2019
-0.9
2022
Monthly Seasonality over the period Feb 1985 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.53
60%
-0.37
40%
0.13
50%
0.25
70%
0.26
80%
0.19
70%
0.78
90%
0.01
50%
-0.86
20%
-0.03
60%
0.65
80%
0.43
70%
Best 2.7
2023
0.7
2016
1.8
2023
2.4
2020
1.0
2014
1.8
2016
2.7
2022
1.9
2019
0.2
2015
1.1
2014
3.5
2023
2.8
2023
Worst -1.9
2022
-1.9
2023
-2.6
2020
-2.6
2022
-1.0
2023
-2.1
2022
-0.3
2014
-2.4
2022
-3.7
2022
-0.9
2016
-1.6
2016
-0.9
2022
Monthly Seasonality over the period Feb 1985 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.65
78%
0.20
68%
0.26
59%
0.40
74%
0.50
67%
0.55
74%
0.72
79%
0.47
72%
0.17
62%
0.32
72%
0.56
74%
0.79
74%
Best 2.8
1988
3.3
1986
3.3
1986
2.4
2020
4.5
1985
2.8
1986
2.7
2022
2.5
1986
2.1
2003
1.9
1996
3.5
2023
4.9
2008
Worst -1.9
2022
-2.2
2009
-2.6
2020
-2.8
2004
-2.1
2013
-2.1
2022
-2.1
2003
-2.4
2022
-3.7
2022
-5.2
2008
-1.6
2016
-0.9
2022
Monthly Seasonality over the period Feb 1985 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Charles Schwab Conservative Income Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

CHARLES SCHWAB CONSERVATIVE INCOME PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
251 Positive Months (70%) - 109 Negative Months (30%)
334 Positive Months (71%) - 136 Negative Months (29%)
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(Scroll down to see all data)
Investment Returns, up to December 2013, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • VNQ - Vanguard Real Estate (VNQ), up to December 2004
  • BND - Vanguard Total Bond Market (BND), up to December 2007
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL), up to December 2007
  • TIP - iShares TIPS Bond (TIP), up to December 2003
  • HYG - iShares iBoxx $ High Yield Corporate Bond (HYG), up to December 2007
  • BNDX - Vanguard Total International Bond (BNDX), up to December 2013

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Sheltered Sam 20/80 Bill Bernstein +5.09 4.12 -11.24 19.4 80 0.6
Sheltered Sam 10/90 Bill Bernstein +4.48 3.37 -9.93 9.7 90 0.3
Conservative Income Charles Schwab +4.32 3.63 -11.50 5 95 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Ulcer Free Strategy Aim Ways +6.61 5.50 -17.05 7 82 11
High Yield Bonds Income +6.50 8.82 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum +6.20 4.95 -17.91 20 80 0
All Country World 20/80 +5.70 5.63 -17.97 20 80 0
Stocks/Bonds 20/80 +5.66 4.92 -16.57 20 80 0
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