Fubon Portfolio
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Fubon 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
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns
As of Dec 7, 2023, the Fubon Portfolio returned 30.95% Year-To-Date and 16.60% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
Fubon Portfolio | 30.95% | 4.30% | 7.42% | 26.93% | 19.32% | 16.58% |
Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 55.22% | 5.04% | 9.00% | 48.94% | 32.53% | 26.07% |
VOO Vanguard S&P 500 ETF | 20.35% | 4.41% | 7.42% | 17.36% | 13.49% | 11.76% |
VUG Vanguard Growth ETF | 39.84% | 5.38% | 11.27% | 33.52% | 17.01% | 13.80% |
XLV Health Care Select Sector SPDR Fund | -1.64% | 2.92% | 3.03% | -2.34% | 9.73% | 10.89% |
VGT Vanguard Information Technology ETF | 44.34% | 6.65% | 10.53% | 38.72% | 22.66% | 19.48% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 5.09% | 5.89% | 3.22% | -1.68% | -5.44% | -2.61% | 11.05% |
Dividend yield
Fubon Portfolio granted a 1.18% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fubon Portfolio | 1.18% | 1.43% | 0.94% | 1.18% | 2.42% | 2.00% | 1.65% | 1.58% | 2.08% | 1.57% | 1.74% | 2.86% |
Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 1.52% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% | 7.44% |
VOO Vanguard S&P 500 ETF | 1.49% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% | 2.18% |
VUG Vanguard Growth ETF | 0.56% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% | 1.51% |
XLV Health Care Select Sector SPDR Fund | 1.61% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% | 2.00% |
VGT Vanguard Information Technology ETF | 0.70% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% | 1.21% |
Expense Ratio
The Fubon Portfolio features an expense ratio of 0.13%, 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
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 | Ulcer Index | |
---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.62 | ||||
VOO Vanguard S&P 500 ETF | 1.15 | ||||
VUG Vanguard Growth ETF | 1.71 | ||||
XLV Health Care Select Sector SPDR Fund | -0.26 | ||||
VGT Vanguard Information Technology ETF | 1.79 |
Asset Correlations Table
XLV | SMH | VGT | VOO | VUG | |
---|---|---|---|---|---|
XLV | 1.00 | 0.53 | 0.64 | 0.78 | 0.72 |
SMH | 0.53 | 1.00 | 0.85 | 0.76 | 0.80 |
VGT | 0.64 | 0.85 | 1.00 | 0.89 | 0.95 |
VOO | 0.78 | 0.76 | 0.89 | 1.00 | 0.95 |
VUG | 0.72 | 0.80 | 0.95 | 0.95 | 1.00 |
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 Fubon 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 Fubon Portfolio was 31.37%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.37% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
-30.9% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
-20.31% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
-17.88% | May 13, 2011 | 99 | Oct 3, 2011 | 73 | Jan 18, 2012 | 172 |
-15.07% | May 28, 2015 | 180 | Feb 11, 2016 | 77 | Jun 2, 2016 | 257 |
Volatility Chart
The current Fubon Portfolio volatility is 3.56%, 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.