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
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 14, 2025, the Fubon Portfolio returned -0.05% Year-To-Date and 16.52% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| Fubon Portfolio | -0.05% | 11.99% | -2.05% | 12.02% | 19.48% | 16.52% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 1.40% | 21.98% | -2.07% | 10.48% | 30.64% | 25.49% |
VOO Vanguard S&P 500 ETF | 0.46% | 9.97% | -1.04% | 14.18% | 17.41% | 12.74% |
VUG Vanguard Growth ETF | 0.15% | 13.96% | 0.68% | 19.99% | 18.52% | 15.20% |
XLV Health Care Select Sector SPDR Fund | -3.77% | -3.65% | -9.67% | -6.59% | 7.48% | 7.68% |
VGT Vanguard Information Technology ETF | -1.53% | 17.56% | -1.61% | 18.50% | 20.95% | 19.99% |
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 | 2.24% | -2.00% | -6.71% | -0.28% | 7.23% | -0.05% | |||||||
| 2024 | 3.01% | 6.91% | 3.01% | -4.74% | 6.82% | 5.77% | -0.95% | 1.91% | 1.15% | -1.62% | 4.07% | -1.44% | 25.81% |
| 2023 | 8.27% | -1.31% | 6.89% | -0.11% | 5.09% | 5.89% | 3.22% | -1.68% | -5.44% | -2.61% | 11.01% | 5.60% | 39.11% |
| 2022 | -8.03% | -3.09% | 3.46% | -10.63% | 0.73% | -9.02% | 11.03% | -6.05% | -9.64% | 6.30% | 8.00% | -6.78% | -23.82% |
| 2021 | 0.48% | 1.88% | 2.42% | 4.20% | 0.45% | 4.62% | 2.85% | 3.07% | -5.32% | 7.08% | 2.33% | 3.78% | 31.03% |
| 2020 | 0.30% | -6.52% | -9.61% | 13.76% | 5.69% | 3.98% | 6.73% | 7.26% | -3.24% | -2.62% | 12.24% | 4.60% | 34.17% |
| 2019 | 8.11% | 4.49% | 2.54% | 4.35% | -8.02% | 8.23% | 2.39% | -1.47% | 1.54% | 4.14% | 4.50% | 4.31% | 39.91% |
| 2018 | 7.08% | -2.19% | -2.68% | -1.04% | 4.80% | -0.26% | 3.68% | 4.80% | 0.41% | -8.67% | 2.53% | -8.63% | -1.59% |
| 2017 | 3.16% | 4.43% | 1.50% | 1.43% | 3.45% | -0.58% | 2.88% | 1.91% | 2.04% | 4.15% | 1.58% | 0.13% | 29.29% |
| 2016 | -6.24% | -0.11% | 7.00% | -1.38% | 3.99% | -0.30% | 6.47% | 0.69% | 1.59% | -2.65% | 2.33% | 1.40% | 12.73% |
| 2015 | -2.01% | 6.47% | -2.04% | 0.85% | 3.50% | -3.40% | 1.25% | -6.26% | -2.36% | 8.86% | 0.88% | -1.55% | 3.26% |
| 2014 | -2.20% | 5.46% | 0.45% | -0.56% | 3.18% | 3.30% | -0.75% | 4.73% | -1.05% | 2.64% | 4.44% | -0.90% | 19.99% |
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 23, meaning it’s performing worse than 77% 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 | 0.24 | 0.68 | 1.09 | 0.34 | 0.79 |
VOO Vanguard S&P 500 ETF | 0.74 | 1.15 | 1.17 | 0.77 | 2.94 |
VUG Vanguard Growth ETF | 0.80 | 1.24 | 1.18 | 0.87 | 2.95 |
XLV Health Care Select Sector SPDR Fund | -0.43 | -0.47 | 0.94 | -0.43 | -0.99 |
VGT Vanguard Information Technology ETF | 0.62 | 1.07 | 1.15 | 0.71 | 2.32 |
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Dividends
Dividend yield
Fubon Portfolio provided a 0.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.90% | 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 | 0.44% | 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 | 1.29% | 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 | 0.47% | 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 | 1.77% | 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 | 0.52% | 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.
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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.
The current Fubon Portfolio drawdown is 5.12%.
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 | 289 | Dec 8, 2023 | 491 |
| -21.8% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -20.62% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -17.86% | May 13, 2011 | 99 | Oct 3, 2011 | 73 | Jan 18, 2012 | 172 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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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
| ^GSPC | XLV | SMH | VGT | VUG | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.75 | 0.77 | 0.89 | 0.95 | 1.00 | 0.94 |
| XLV | 0.75 | 1.00 | 0.50 | 0.60 | 0.68 | 0.75 | 0.73 |
| SMH | 0.77 | 0.50 | 1.00 | 0.86 | 0.80 | 0.77 | 0.90 |
| VGT | 0.89 | 0.60 | 0.86 | 1.00 | 0.95 | 0.89 | 0.96 |
| VUG | 0.95 | 0.68 | 0.80 | 0.95 | 1.00 | 0.94 | 0.96 |
| VOO | 1.00 | 0.75 | 0.77 | 0.89 | 0.94 | 1.00 | 0.94 |
| Portfolio | 0.94 | 0.73 | 0.90 | 0.96 | 0.96 | 0.94 | 1.00 |