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Fubon Portfolio

Last updated Dec 7, 2023

Asset Allocation


SMH 20%VOO 20%VUG 20%XLV 20%VGT 20%EquityEquity
PositionCategory/SectorWeight
SMH
VanEck Vectors Semiconductor ETF
Technology Equities20%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities20%
VUG
Vanguard Growth ETF
Large Cap Growth Equities20%
XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities20%
VGT
Vanguard Information Technology ETF
Technology Equities20%

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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.42%
5.95%
Fubon Portfolio
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Fubon Portfolio30.95%4.30%7.42%26.93%19.32%16.58%
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


JanFebMarAprMayJunJulAugSepOctNovDec
20235.09%5.89%3.22%-1.68%-5.44%-2.61%11.05%

Sharpe Ratio

The current Fubon Portfolio Sharpe ratio is 1.49. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.49

The Sharpe ratio of Fubon Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.49
1.00
Fubon Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Fubon Portfolio granted a 1.18% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Fubon Portfolio1.18%1.43%0.94%1.18%2.42%2.00%1.65%1.58%2.08%1.57%1.74%2.86%
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.


0.35%
0.00%2.15%
0.12%
0.00%2.15%
0.10%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

XLVSMHVGTVOOVUG
XLV1.000.530.640.780.72
SMH0.531.000.850.760.80
VGT0.640.851.000.890.95
VOO0.780.760.891.000.95
VUG0.720.800.950.951.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.22%
-5.15%
Fubon Portfolio
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202072Jul 6, 202095
-30.9%Dec 28, 2021202Oct 14, 2022
-20.31%Oct 4, 201856Dec 24, 201859Mar 21, 2019115
-17.88%May 13, 201199Oct 3, 201173Jan 18, 2012172
-15.07%May 28, 2015180Feb 11, 201677Jun 2, 2016257

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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.56%
2.92%
Fubon Portfolio
Benchmark (^GSPC)
Portfolio components
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