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Taiwan No. 1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Taiwan No. 1

Last updated Oct 30, 2024

Firstrade

Asset Allocation

VGIT 10%BWX 10%VGK 30%VTI 17.5%VPL 12.5%VBR 5%EFV 5%AVUV 5%VSS 2.5%SSO 2.5%BondBondEquityEquity
PositionCategory/SectorWeight
AVUV
Avantis U.S. Small Cap Value ETF		Small Cap Value Equities, Actively Managed
5%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF		International Government Bonds
10%
EFV
iShares MSCI EAFE Value ETF		Foreign Large Cap Equities
5%
SSO
ProShares Ultra S&P 500		Leveraged Equities, Leveraged
2.50%
VBR
Vanguard Small-Cap Value ETF		Small Cap Blend Equities
5%
VGIT
Vanguard Intermediate-Term Treasury ETF		Government Bonds
10%
VGK
Vanguard FTSE Europe ETF		Europe Equities
30%
VPL
Vanguard FTSE Pacific ETF		Asia Pacific Equities
12.50%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		Foreign Small & Mid Cap Equities
2.50%
VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities
17.50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Taiwan No. 1, 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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
8.32%
15.83%
Taiwan No. 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.29%1.65%15.83%39.98%13.99%11.23%
Taiwan No. 19.48%-2.75%8.32%25.64%7.87%N/A
Portfolio components:
VTI
Vanguard Total Stock Market ETF		22.25%1.78%16.24%41.75%15.07%12.66%
VGK
Vanguard FTSE Europe ETF		8.21%-4.88%5.74%25.41%7.39%5.63%
VPL
Vanguard FTSE Pacific ETF		5.06%-4.71%4.11%19.47%4.72%4.83%
VBR
Vanguard Small-Cap Value ETF		13.31%0.21%12.50%36.42%11.26%9.09%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		6.10%-4.21%6.50%23.36%5.48%4.66%
EFV
iShares MSCI EAFE Value ETF		9.34%-4.24%6.54%23.18%6.64%4.15%
SSO
ProShares Ultra S&P 500		42.49%3.03%30.52%85.37%23.08%20.26%
VGIT
Vanguard Intermediate-Term Treasury ETF		2.04%-2.45%4.95%7.88%-0.18%1.21%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF		-3.03%-5.43%4.52%7.12%-3.96%-1.55%
AVUV
Avantis U.S. Small Cap Value ETF		7.85%0.12%9.21%31.85%15.25%N/A

Monthly Returns

The table below presents the monthly returns of Taiwan No. 1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.90%2.52%3.23%-3.62%4.46%-0.63%3.44%2.14%1.35%9.48%
20237.58%-2.84%1.87%1.70%-2.68%4.69%3.25%-3.04%-3.97%-2.91%8.25%5.76%17.89%
2022-3.84%-2.34%0.18%-6.77%1.47%-8.23%5.94%-5.05%-8.96%6.43%9.41%-2.85%-15.40%
2021-0.29%2.77%2.57%3.39%2.39%-0.35%0.87%1.50%-3.44%3.49%-3.02%3.60%13.96%
2020-2.05%-6.50%-13.35%7.99%4.75%2.73%3.32%4.78%-2.53%-2.06%12.21%4.82%12.09%
2019-0.05%2.60%1.50%3.06%7.27%

Expense Ratio

Taiwan No. 1 has an expense ratio of 0.14%, 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.

SSO
ProShares Ultra S&P 500
Expense ratio chart for SSO: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
EFV
iShares MSCI EAFE Value ETF
Expense ratio chart for EFV: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
Expense ratio chart for BWX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
AVUV
Avantis U.S. Small Cap Value ETF
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
VGK
Vanguard FTSE Europe ETF
Expense ratio chart for VGK: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
VPL
Vanguard FTSE Pacific ETF
Expense ratio chart for VPL: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
VBR
Vanguard Small-Cap Value ETF
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
Expense ratio chart for VSS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VGIT
Vanguard Intermediate-Term Treasury ETF
Expense ratio chart for VGIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Taiwan No. 1 is 29, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Taiwan No. 1 is 2929
Combined Rank
The Sharpe Ratio Rank of Taiwan No. 1 is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of Taiwan No. 1 is 3131Sortino Ratio Rank
The Omega Ratio Rank of Taiwan No. 1 is 2727Omega Ratio Rank
The Calmar Ratio Rank of Taiwan No. 1 is 2424Calmar Ratio Rank
The Martin Ratio Rank of Taiwan No. 1 is 4040Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Taiwan No. 1
Sharpe ratio
The chart of Sharpe ratio for Taiwan No. 1, currently valued at 2.45, compared to the broader market0.002.004.006.002.45
Sortino ratio
The chart of Sortino ratio for Taiwan No. 1, currently valued at 3.49, compared to the broader market-2.000.002.004.006.003.49
Omega ratio
The chart of Omega ratio for Taiwan No. 1, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.802.001.44
Calmar ratio
The chart of Calmar ratio for Taiwan No. 1, currently valued at 1.87, compared to the broader market0.005.0010.001.87
Martin ratio
The chart of Martin ratio for Taiwan No. 1, currently valued at 16.25, compared to the broader market0.0010.0020.0030.0040.0050.0060.0016.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF		3.504.601.653.3222.61
VGK
Vanguard FTSE Europe ETF		2.072.901.351.9112.29
VPL
Vanguard FTSE Pacific ETF		1.351.901.241.057.20
VBR
Vanguard Small-Cap Value ETF		2.233.121.392.4512.74
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		1.832.571.331.0111.39
EFV
iShares MSCI EAFE Value ETF		2.002.741.343.1912.76
SSO
ProShares Ultra S&P 500		3.734.281.602.8123.00
VGIT
Vanguard Intermediate-Term Treasury ETF		1.482.211.270.515.18
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF		0.831.281.150.231.68
AVUV
Avantis U.S. Small Cap Value ETF		1.572.271.282.737.86

Sharpe Ratio

The current Taiwan No. 1 Sharpe ratio is 2.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Taiwan No. 1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.45
3.43
Taiwan No. 1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Taiwan No. 1 provided a 2.54% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Taiwan No. 12.54%2.51%2.37%2.22%1.74%2.43%2.68%1.99%2.23%2.16%2.77%2.12%
Portfolio components:
VTI
Vanguard Total Stock Market ETF		1.30%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VGK
Vanguard FTSE Europe ETF		2.98%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%
VPL
Vanguard FTSE Pacific ETF		3.08%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%2.69%2.49%
VBR
Vanguard Small-Cap Value ETF		1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		2.86%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%2.67%2.71%
EFV
iShares MSCI EAFE Value ETF		4.50%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%4.87%3.19%
SSO
ProShares Ultra S&P 500		0.72%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.50%0.63%0.33%0.26%
VGIT
Vanguard Intermediate-Term Treasury ETF		3.48%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF		1.87%1.63%1.23%1.00%0.95%1.16%1.17%0.46%0.00%0.00%1.77%1.86%
AVUV
Avantis U.S. Small Cap Value ETF		1.63%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.85%
-0.54%
Taiwan No. 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Taiwan No. 1. 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 Taiwan No. 1 was 29.97%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Taiwan No. 1 drawdown is 2.85%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.97%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-26.56%Nov 9, 2021222Sep 27, 2022358Mar 1, 2024580
-6.14%Oct 13, 202014Oct 30, 20206Nov 9, 202020
-5.76%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.63%Jul 17, 202414Aug 5, 202410Aug 19, 202424

Volatility

Volatility Chart

The current Taiwan No. 1 volatility is 2.35%, 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%MayJuneJulyAugustSeptemberOctober
2.35%
2.71%
Taiwan No. 1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
VGITBWXAVUVSSOVBRVPLVTIVGKEFVVSS
VGIT1.000.64-0.12-0.03-0.080.03-0.030.01-0.050.03
BWX0.641.000.180.230.210.380.240.390.360.42
AVUV-0.120.181.000.730.970.680.770.700.760.73
SSO-0.030.230.731.000.800.770.990.790.730.80
VBR-0.080.210.970.801.000.710.840.750.780.77
VPL0.030.380.680.770.711.000.780.820.880.90
VTI-0.030.240.770.990.840.781.000.800.750.82
VGK0.010.390.700.790.750.820.801.000.930.92
EFV-0.050.360.760.730.780.880.750.931.000.89
VSS0.030.420.730.800.770.900.820.920.891.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019