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Fubon Portfolio

Last updated Mar 21, 2023

Expense Ratio

0.13%

Dividend Yield

1.19%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Fubon Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $68,856 for a total return of roughly 588.56%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-5.00%0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
14.10%
7.42%
Fubon Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the Fubon Portfolio returned 9.53% Year-To-Date and 16.37% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%7.79%9.86%
Fubon Portfolio-0.06%9.53%8.72%-8.23%13.84%16.37%
SMH
VanEck Vectors Semiconductor ETF
4.15%24.59%25.41%-5.01%19.80%23.80%
VOO
Vanguard S&P 500 ETF
-2.96%3.36%2.98%-9.92%9.68%11.96%
VUG
Vanguard Growth ETF
-0.01%11.81%3.04%-14.70%11.02%13.27%
XLV
Health Care Select Sector SPDR Fund
-3.44%-6.18%0.82%-5.52%10.47%12.86%
VGT
Vanguard Information Technology ETF
1.86%14.97%10.90%-8.88%16.63%19.03%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Fubon Portfolio Sharpe ratio is -0.25. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.25
-0.45
Fubon Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Fubon Portfolio granted a 1.19% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.19%1.19%0.85%1.07%1.89%1.72%1.46%1.55%1.83%1.50%1.63%2.53%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%NovemberDecember2023FebruaryMarch
-17.57%
-17.62%
Fubon Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Fubon Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Fubon Portfolio is 31.37%, recorded on Mar 23, 2020. It took 72 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.37%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-30.9%Dec 28, 2021202Oct 14, 2022
-20.62%Oct 4, 201856Dec 24, 201859Mar 21, 2019115
-17.99%May 13, 201199Oct 3, 201178Jan 25, 2012177
-15.46%May 28, 2015180Feb 11, 201681Jun 8, 2016261
-11.04%Apr 3, 201242Jun 1, 201267Sep 6, 2012109
-10.71%Jan 29, 20189Feb 8, 201887Jun 14, 201896
-9.92%Sep 3, 202014Sep 23, 202032Nov 6, 202046
-9.11%May 6, 201920Jun 3, 201920Jul 1, 201940
-8.58%Feb 16, 202115Mar 8, 202119Apr 5, 202134

Volatility Chart

Current Fubon Portfolio volatility is 22.42%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
22.42%
20.82%
Fubon Portfolio
Benchmark (^GSPC)
Portfolio components