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[S02] All-Rounder
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MCHI 20%IVV 20%IXN 20%VNM 20%IXJ 20%EquityEquity
PositionCategory/SectorWeight
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

20%

IXJ
iShares Global Healthcare ETF
Health & Biotech Equities

20%

IXN
iShares Global Tech ETF
Technology Equities

20%

MCHI
iShares MSCI China ETF
China Equities

20%

VNM
VanEck Vectors Vietnam ETF
Asia Pacific Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in [S02] All-Rounder, 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


150.00%200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
172.10%
274.65%
[S02] All-Rounder
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 31, 2011, corresponding to the inception date of MCHI

Returns By Period

As of Apr 20, 2024, the [S02] All-Rounder returned -0.90% Year-To-Date and 7.69% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
[S02] All-Rounder-0.90%-6.54%8.68%8.53%6.12%7.77%
MCHI
iShares MSCI China ETF
-3.26%-0.30%-1.32%-15.06%-7.73%0.67%
IVV
iShares Core S&P 500 ETF
4.50%-5.04%18.44%22.01%12.97%12.26%
IXN
iShares Global Tech ETF
0.79%-9.10%19.16%30.08%18.82%18.31%
VNM
VanEck Vectors Vietnam ETF
-8.28%-13.69%-2.12%4.96%-5.35%-3.25%
IXJ
iShares Global Healthcare ETF
1.19%-4.60%8.62%2.02%10.04%8.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.11%5.10%2.50%
2023-5.87%-4.83%8.64%3.08%

Expense Ratio

The [S02] All-Rounder has a high expense ratio of 0.44%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.59%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.03%

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.


[S02] All-Rounder
Sharpe ratio
The chart of Sharpe ratio for [S02] All-Rounder, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.000.63
Sortino ratio
The chart of Sortino ratio for [S02] All-Rounder, currently valued at 0.96, compared to the broader market-2.000.002.004.006.000.96
Omega ratio
The chart of Omega ratio for [S02] All-Rounder, currently valued at 1.11, compared to the broader market0.801.001.201.401.601.801.11
Calmar ratio
The chart of Calmar ratio for [S02] All-Rounder, currently valued at 0.37, compared to the broader market0.002.004.006.008.000.37
Martin ratio
The chart of Martin ratio for [S02] All-Rounder, currently valued at 1.74, compared to the broader market0.0010.0020.0030.0040.001.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MCHI
iShares MSCI China ETF
-0.68-0.890.91-0.28-1.19
IVV
iShares Core S&P 500 ETF
1.822.651.321.577.61
IXN
iShares Global Tech ETF
1.622.311.281.436.48
VNM
VanEck Vectors Vietnam ETF
0.180.411.050.100.42
IXJ
iShares Global Healthcare ETF
0.270.461.050.220.83

Sharpe Ratio

The current [S02] All-Rounder Sharpe ratio is 0.63. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.63

The Sharpe ratio of [S02] All-Rounder 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.63
1.66
[S02] All-Rounder
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

[S02] All-Rounder granted a 2.52% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
[S02] All-Rounder2.52%2.42%1.35%0.88%0.98%1.33%1.53%1.33%1.77%2.53%1.87%1.97%
MCHI
iShares MSCI China ETF
3.61%3.49%2.14%1.03%1.03%1.44%1.58%1.54%1.64%2.76%2.35%2.37%
IVV
iShares Core S&P 500 ETF
1.39%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
IXN
iShares Global Tech ETF
0.55%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%1.02%
VNM
VanEck Vectors Vietnam ETF
5.69%5.21%0.96%0.49%0.40%0.76%0.83%0.99%2.43%3.68%2.65%3.18%
IXJ
iShares Global Healthcare ETF
1.37%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.84%1.37%1.50%

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-12.65%
-5.46%
[S02] All-Rounder
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the [S02] All-Rounder. 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 [S02] All-Rounder was 30.68%, occurring on Nov 3, 2022. The portfolio has not yet recovered.

The current [S02] All-Rounder drawdown is 12.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.68%Dec 31, 2021213Nov 3, 2022
-29.7%Jan 21, 202044Mar 23, 202072Jul 6, 2020116
-22.79%Apr 29, 2015200Feb 11, 2016302Apr 25, 2017502
-21.87%May 2, 2011108Oct 3, 2011145May 1, 2012253
-20.55%Jan 29, 2018229Dec 24, 2018217Nov 4, 2019446

Volatility

Volatility Chart

The current [S02] All-Rounder volatility is 3.19%, 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.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.19%
3.15%
[S02] All-Rounder
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.

VNMMCHIIXJIXNIVV
VNM1.000.420.360.420.44
MCHI0.421.000.470.610.59
IXJ0.360.471.000.660.79
IXN0.420.610.661.000.89
IVV0.440.590.790.891.00