Fubon Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 20% |
VGT Vanguard Information Technology ETF | Technology Equities | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 20% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 20% |
Performance
Performance Chart
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 every 3 months.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 22, 2025, the Fubon Portfolio returned -15.02% Year-To-Date and 14.69% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Fubon Portfolio | -18.26% | -13.10% | -19.35% | -0.49% | 17.80% | 15.64% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | -22.44% | -16.43% | -25.38% | -5.29% | 24.50% | 22.39% |
VOO Vanguard S&P 500 ETF | -12.03% | -8.89% | -11.37% | 5.19% | 14.80% | 11.29% |
VUG Vanguard Growth ETF | -16.46% | -9.85% | -12.83% | 6.73% | 15.40% | 13.08% |
XLV Health Care Select Sector SPDR Fund | -3.26% | -9.22% | -11.66% | -3.05% | 7.85% | 7.73% |
VGT Vanguard Information Technology ETF | -20.81% | -12.79% | -18.78% | 3.02% | 17.31% | 17.45% |
Monthly Returns
The table below presents the monthly returns of Fubon Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.29% | -2.98% | -7.89% | -9.70% | -18.26% | ||||||||
| 2024 | 3.82% | 8.77% | 3.78% | -4.85% | 8.75% | 6.91% | -2.59% | 0.66% | 1.22% | -1.46% | 3.16% | -0.62% | 30.01% |
| 2023 | 9.78% | -0.78% | 7.64% | -1.56% | 8.08% | 5.81% | 3.77% | -2.00% | -6.01% | -2.92% | 12.36% | 6.56% | 46.65% |
| 2022 | -8.76% | -3.14% | 2.77% | -11.72% | 1.71% | -10.77% | 12.16% | -6.74% | -10.51% | 5.65% | 9.95% | -7.41% | -26.74% |
| 2021 | 1.06% | 2.79% | 1.92% | 3.29% | 0.74% | 5.03% | 2.33% | 3.10% | -5.38% | 7.14% | 4.39% | 3.14% | 33.25% |
| 2020 | 0.02% | -6.18% | -9.78% | 13.86% | 5.79% | 4.81% | 7.03% | 7.31% | -2.98% | -2.23% | 13.54% | 4.85% | 38.62% |
| 2019 | 8.28% | 4.78% | 2.59% | 4.93% | -8.92% | 8.69% | 2.87% | -1.59% | 1.82% | 4.52% | 4.53% | 4.80% | 42.71% |
| 2018 | 7.32% | -1.86% | -2.63% | -1.79% | 5.57% | -0.80% | 3.59% | 4.74% | 0.09% | -9.04% | 2.55% | -8.56% | -2.30% |
| 2017 | 3.24% | 4.29% | 1.76% | 1.30% | 3.89% | -0.98% | 3.07% | 2.08% | 2.35% | 4.72% | 1.21% | -0.04% | 30.25% |
| 2016 | -6.33% | -0.05% | 6.93% | -1.46% | 4.19% | -0.25% | 6.70% | 0.75% | 1.74% | -2.66% | 2.45% | 1.39% | 13.37% |
| 2015 | -1.97% | 6.48% | -2.00% | 0.74% | 3.79% | -3.56% | 1.05% | -6.29% | -2.39% | 8.81% | 0.92% | -1.46% | 3.17% |
| 2014 | -2.15% | 5.50% | 0.53% | -0.63% | 3.20% | 3.41% | -0.77% | 4.80% | -1.01% | 2.63% | 4.59% | -0.90% | 20.51% |
Expense Ratio
Fubon Portfolio has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Fubon Portfolio is 11, meaning it’s performing worse than 89% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | -0.26 | -0.09 | 0.99 | -0.31 | -0.79 |
VOO Vanguard S&P 500 ETF | 0.22 | 0.43 | 1.06 | 0.22 | 0.94 |
VUG Vanguard Growth ETF | 0.15 | 0.38 | 1.05 | 0.16 | 0.60 |
XLV Health Care Select Sector SPDR Fund | -0.19 | -0.16 | 0.98 | -0.18 | -0.46 |
VGT Vanguard Information Technology ETF | -0.02 | 0.17 | 1.02 | -0.02 | -0.09 |
Dividends
Dividend yield
Fubon Portfolio provided a 1.01% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.01% | 0.88% | 0.97% | 1.19% | 0.84% | 1.04% | 1.52% | 1.63% | 1.36% | 1.42% | 1.65% | 1.34% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.57% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
VOO Vanguard S&P 500 ETF | 1.48% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VUG Vanguard Growth ETF | 0.57% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
XLV Health Care Select Sector SPDR Fund | 1.76% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% |
VGT Vanguard Information Technology ETF | 0.65% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 34.69%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.
The current Fubon Portfolio drawdown is 19.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.69% | Dec 28, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
| -31.3% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -26.11% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -20.93% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -18.04% | May 13, 2011 | 99 | Oct 3, 2011 | 73 | Jan 18, 2012 | 172 |
Volatility
Volatility Chart
The current Fubon Portfolio volatility is 18.05%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| XLV | SMH | VGT | VOO | VUG | |
|---|---|---|---|---|---|
| XLV | 1.00 | 0.50 | 0.60 | 0.75 | 0.69 |
| SMH | 0.50 | 1.00 | 0.86 | 0.77 | 0.80 |
| VGT | 0.60 | 0.86 | 1.00 | 0.89 | 0.95 |
| VOO | 0.75 | 0.77 | 0.89 | 1.00 | 0.94 |
| VUG | 0.69 | 0.80 | 0.95 | 0.94 | 1.00 |