Fubon Portfolio
Asset Allocation
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 Quarterly
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Dec 19, 2024, the Fubon Portfolio returned 25.52% Year-To-Date and 17.39% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Fubon Portfolio | 26.25% | 0.46% | 3.02% | 27.08% | 19.11% | 17.42% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 38.38% | -0.23% | -8.65% | 39.67% | 30.53% | 27.33% |
VOO Vanguard S&P 500 ETF | 25.49% | -0.02% | 8.89% | 26.22% | 14.70% | 13.02% |
VUG Vanguard Growth ETF | 34.17% | 2.99% | 11.56% | 34.29% | 18.80% | 15.82% |
XLV Health Care Select Sector SPDR Fund | 2.23% | -3.51% | -5.37% | 3.78% | 7.82% | 9.04% |
VGT Vanguard Information Technology ETF | 30.53% | 2.55% | 9.09% | 30.76% | 21.92% | 20.69% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.01% | 6.91% | 3.01% | -4.74% | 6.82% | 5.77% | -0.95% | 1.91% | 1.15% | -1.62% | 4.07% | 26.25% | |
| 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% | -6.56% | -23.64% |
| 2021 | 0.48% | 1.88% | 2.42% | 4.20% | 0.45% | 4.62% | 2.85% | 3.07% | -5.32% | 7.08% | 2.33% | 3.90% | 31.19% |
| 2020 | 0.30% | -6.52% | -9.61% | 13.76% | 5.69% | 3.98% | 6.73% | 7.26% | -3.24% | -2.62% | 12.24% | 4.76% | 34.38% |
| 2019 | 8.11% | 4.49% | 2.54% | 4.35% | -8.02% | 8.23% | 2.39% | -1.47% | 1.54% | 4.14% | 4.50% | 5.36% | 41.31% |
| 2018 | 7.08% | -2.19% | -2.68% | -1.04% | 4.80% | -0.26% | 3.68% | 4.80% | 0.41% | -8.67% | 2.53% | -8.28% | -1.21% |
| 2017 | 3.16% | 4.43% | 1.50% | 1.43% | 3.45% | -0.58% | 2.88% | 1.91% | 2.04% | 4.15% | 1.58% | 0.42% | 29.67% |
| 2016 | -6.24% | -0.11% | 7.00% | -1.38% | 3.99% | -0.30% | 6.47% | 0.69% | 1.59% | -2.65% | 2.33% | 1.57% | 12.92% |
| 2015 | -2.01% | 6.47% | -2.04% | 0.85% | 3.50% | -3.40% | 1.25% | -6.26% | -2.36% | 8.86% | 0.88% | -1.10% | 3.73% |
| 2014 | -2.20% | 5.46% | 0.45% | -0.56% | 3.18% | 3.30% | -0.75% | 4.73% | -1.05% | 2.64% | 4.44% | -0.67% | 20.27% |
| 2013 | 5.09% | 1.27% | 3.51% | 2.28% | 2.66% | -1.80% | 5.15% | -2.51% | 4.52% | 3.98% | 2.74% | 3.50% | 34.57% |
Expense Ratio
Fubon Portfolio has an expense ratio of 0.13%, which is considered low compared to other funds. 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 Fubon Portfolio is 32, indicating average performance compared to other portfolios on our website. Here’s 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 | 1.24 | 1.75 | 1.22 | 1.74 | 4.33 |
VOO Vanguard S&P 500 ETF | 2.21 | 2.93 | 1.41 | 3.25 | 14.47 |
VUG Vanguard Growth ETF | 2.07 | 2.69 | 1.38 | 2.75 | 10.80 |
XLV Health Care Select Sector SPDR Fund | 0.46 | 0.70 | 1.09 | 0.39 | 1.35 |
VGT Vanguard Information Technology ETF | 1.51 | 2.01 | 1.27 | 2.13 | 7.60 |
Dividends
Dividend yield
Fubon Portfolio provided a 0.61% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.61% | 0.97% | 1.43% | 0.94% | 1.18% | 2.42% | 2.00% | 1.65% | 1.59% | 2.08% | 1.57% | 1.74% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.00% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
VOO Vanguard S&P 500 ETF | 0.91% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VUG Vanguard Growth ETF | 0.33% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
XLV Health Care Select Sector SPDR Fund | 1.21% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
VGT Vanguard Information Technology ETF | 0.59% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
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 31.37%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current Fubon Portfolio drawdown is 3.85%.
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 |
| -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
Volatility Chart
The current Fubon Portfolio volatility is 4.32%, 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
| XLV | SMH | VGT | VOO | VUG | |
|---|---|---|---|---|---|
| XLV | 1.00 | 0.51 | 0.61 | 0.76 | 0.70 |
| SMH | 0.51 | 1.00 | 0.86 | 0.76 | 0.80 |
| VGT | 0.61 | 0.86 | 1.00 | 0.89 | 0.95 |
| VOO | 0.76 | 0.76 | 0.89 | 1.00 | 0.94 |
| VUG | 0.70 | 0.80 | 0.95 | 0.94 | 1.00 |