[S02] Asia winner
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CQQQ Invesco China Technology ETF | China Equities | 33.33% |
MCHI iShares MSCI China ETF | China Equities | 33.33% |
VNM VanEck Vectors Vietnam ETF | Asia Pacific Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in [S02] Asia winner, 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 Mar 31, 2011, corresponding to the inception date of MCHI
Returns By Period
As of Jul 24, 2024, the [S02] Asia winner returned -3.01% Year-To-Date and -0.60% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| [S02] Asia winner | -3.01% | -3.72% | 4.63% | -11.88% | -4.06% | -0.60% |
| Portfolio components: | ||||||
MCHI iShares MSCI China ETF | 3.39% | -2.74% | 12.51% | -6.96% | -5.21% | 0.04% |
VNM VanEck Vectors Vietnam ETF | -6.73% | -3.21% | -6.01% | -12.41% | -4.49% | -3.97% |
CQQQ Invesco China Technology ETF | -7.23% | -4.93% | 6.58% | -17.95% | -5.84% | -0.49% |
Monthly Returns
The table below presents the monthly returns of [S02] Asia winner, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -10.86% | 7.79% | 2.08% | -0.59% | 3.64% | -3.35% | -3.01% | ||||||
| 2023 | 11.18% | -11.28% | 6.53% | -4.72% | -5.26% | 5.28% | 11.68% | -5.98% | -7.98% | -7.43% | 7.12% | -0.21% | -4.51% |
| 2022 | -3.95% | -4.52% | -9.67% | -7.46% | 1.28% | 2.74% | -6.52% | 1.07% | -15.31% | -13.53% | 23.12% | 0.94% | -31.41% |
| 2021 | 5.76% | 1.61% | -5.93% | 1.96% | 0.74% | 3.62% | -11.23% | -0.40% | -4.64% | 3.88% | -2.36% | -1.82% | -9.65% |
| 2020 | -4.75% | 0.05% | -14.13% | 10.74% | 5.75% | 7.05% | 6.72% | 5.16% | -1.17% | 3.89% | 4.94% | 6.34% | 31.90% |
| 2019 | 11.38% | 4.59% | 1.73% | 2.18% | -11.16% | 4.61% | -0.71% | -1.76% | 1.51% | 2.70% | 1.65% | 5.06% | 22.23% |
| 2018 | 9.60% | -5.40% | 0.07% | -5.15% | 0.05% | -5.42% | -0.54% | -3.99% | -0.80% | -11.94% | 6.33% | -7.63% | -23.71% |
| 2017 | 7.20% | 2.47% | 3.53% | 2.31% | 3.32% | 3.26% | 5.88% | 3.75% | 2.30% | 4.79% | 3.77% | 2.80% | 55.94% |
| 2016 | -10.06% | -0.79% | 6.49% | 0.59% | 0.24% | 0.18% | 3.83% | 6.09% | 3.41% | -4.38% | -3.56% | -3.99% | -3.21% |
| 2015 | -1.35% | 5.11% | -1.40% | 12.36% | -3.29% | -2.42% | -8.52% | -12.63% | -1.74% | 12.52% | -1.14% | -2.03% | -7.23% |
| 2014 | 1.35% | 4.11% | -2.51% | -5.97% | 3.75% | 4.00% | 2.77% | 4.93% | -5.14% | 1.97% | -1.20% | -2.63% | 4.72% |
| 2013 | 10.28% | -2.32% | -3.97% | 0.74% | 5.54% | -7.93% | 4.77% | 0.71% | 6.66% | 3.25% | 4.22% | -0.28% | 22.29% |
Expense Ratio
[S02] Asia winner features an expense ratio of 0.66%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of [S02] Asia winner is 1, indicating that it is in the bottom 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MCHI iShares MSCI China ETF | -0.21 | -0.14 | 0.99 | -0.08 | -0.33 |
VNM VanEck Vectors Vietnam ETF | -0.47 | -0.50 | 0.94 | -0.25 | -0.86 |
CQQQ Invesco China Technology ETF | -0.52 | -0.62 | 0.93 | -0.21 | -0.74 |
Dividends
Dividend yield
[S02] Asia winner granted a 3.00% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| [S02] Asia winner | 3.00% | 3.08% | 1.06% | 0.51% | 0.63% | 0.73% | 0.95% | 1.32% | 1.92% | 2.74% | 2.00% | 2.11% |
| Portfolio components: | ||||||||||||
MCHI iShares MSCI China ETF | 2.82% | 3.49% | 2.14% | 1.03% | 1.03% | 1.44% | 1.58% | 1.54% | 1.64% | 2.76% | 2.35% | 2.37% |
VNM VanEck Vectors Vietnam ETF | 5.59% | 5.21% | 0.96% | 0.49% | 0.40% | 0.76% | 0.83% | 0.99% | 2.43% | 3.68% | 2.65% | 3.18% |
CQQQ Invesco China Technology ETF | 0.59% | 0.55% | 0.08% | 0.00% | 0.47% | 0.01% | 0.43% | 1.41% | 1.69% | 1.77% | 1.00% | 0.79% |
Drawdowns
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 [S02] Asia winner. 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] Asia winner was 58.37%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current [S02] Asia winner drawdown is 51.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.37% | Feb 18, 2021 | 425 | Oct 24, 2022 | — | — | — |
| -36.67% | Jan 29, 2018 | 538 | Mar 18, 2020 | 161 | Nov 4, 2020 | 699 |
| -35.29% | Apr 26, 2011 | 113 | Oct 4, 2011 | 534 | Nov 18, 2013 | 647 |
| -34.62% | Apr 28, 2015 | 201 | Feb 11, 2016 | 368 | Jul 28, 2017 | 569 |
| -13.86% | Sep 8, 2014 | 71 | Dec 16, 2014 | 77 | Apr 9, 2015 | 148 |
Volatility
Volatility Chart
The current [S02] Asia winner volatility is 5.25%, 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.
Diversification
Asset Correlations Table
| VNM | CQQQ | MCHI | |
|---|---|---|---|
| VNM | 1.00 | 0.40 | 0.41 |
| CQQQ | 0.40 | 1.00 | 0.86 |
| MCHI | 0.41 | 0.86 | 1.00 |