Taiwan No. 1
Firstrade
Asset Allocation
Performance
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
Returns
As of May 28, 2023, the Taiwan No. 1 returned 6.65% Year-To-Date and 5.96% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 1.70% | 9.53% | 4.45% | 1.14% | 9.88% | 9.88% |
| Taiwan No. 1 | -1.08% | 6.65% | 4.45% | 0.76% | 5.96% | 5.96% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 1.88% | 9.42% | 4.30% | 1.86% | 10.84% | 10.84% |
VGK Vanguard FTSE Europe ETF | -2.95% | 11.36% | 10.10% | 6.24% | 6.80% | 6.80% |
VPL Vanguard FTSE Pacific ETF | 0.31% | 6.75% | 5.99% | 0.41% | 3.49% | 3.49% |
VBR Vanguard Small-Cap Value ETF | -0.78% | -2.26% | -7.28% | -6.89% | 7.09% | 7.09% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | -1.99% | 5.35% | 3.96% | -3.80% | 4.05% | 4.05% |
EFV iShares MSCI EAFE Value ETF | -3.11% | 6.08% | 6.81% | 1.53% | 4.22% | 4.22% |
SSO ProShares Ultra S&P 500 | 3.02% | 17.41% | 6.00% | -3.94% | 14.49% | 14.49% |
VGIT Vanguard Intermediate-Term Treasury ETF | -1.40% | 1.68% | 1.45% | -2.81% | -1.35% | -1.35% |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | -2.87% | -0.21% | 0.04% | -7.66% | -5.74% | -5.74% |
AVUV Avantis U.S. Small Cap Value ETF | 0.74% | -2.51% | -8.65% | -7.14% | 12.15% | 12.15% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VGIT | BWX | AVUV | VPL | SSO | VBR | VTI | VGK | EFV | VSS | |
|---|---|---|---|---|---|---|---|---|---|---|
| VGIT | 1.00 | 0.58 | -0.23 | -0.08 | -0.10 | -0.18 | -0.10 | -0.09 | -0.17 | -0.07 |
| BWX | 0.58 | 1.00 | 0.13 | 0.35 | 0.21 | 0.17 | 0.22 | 0.36 | 0.31 | 0.39 |
| AVUV | -0.23 | 0.13 | 1.00 | 0.70 | 0.76 | 0.97 | 0.79 | 0.71 | 0.78 | 0.73 |
| VPL | -0.08 | 0.35 | 0.70 | 1.00 | 0.78 | 0.73 | 0.79 | 0.84 | 0.88 | 0.90 |
| SSO | -0.10 | 0.21 | 0.76 | 0.78 | 1.00 | 0.83 | 0.99 | 0.81 | 0.76 | 0.82 |
| VBR | -0.18 | 0.17 | 0.97 | 0.73 | 0.83 | 1.00 | 0.86 | 0.76 | 0.80 | 0.77 |
| VTI | -0.10 | 0.22 | 0.79 | 0.79 | 0.99 | 0.86 | 1.00 | 0.81 | 0.77 | 0.83 |
| VGK | -0.09 | 0.36 | 0.71 | 0.84 | 0.81 | 0.76 | 0.81 | 1.00 | 0.94 | 0.92 |
| EFV | -0.17 | 0.31 | 0.78 | 0.88 | 0.76 | 0.80 | 0.77 | 0.94 | 1.00 | 0.89 |
| VSS | -0.07 | 0.39 | 0.73 | 0.90 | 0.82 | 0.77 | 0.83 | 0.92 | 0.89 | 1.00 |
Dividend yield
Taiwan No. 1 granted a 2.61% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Taiwan No. 1 | 2.61% | 2.38% | 2.29% | 1.84% | 2.64% | 3.00% | 2.29% | 2.64% | 2.63% | 3.46% | 2.70% | 3.32% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.91% | 1.67% | 1.24% | 1.47% | 1.87% | 2.19% | 1.87% | 2.14% | 2.25% | 2.04% | 2.06% | 2.57% |
VGK Vanguard FTSE Europe ETF | 3.28% | 3.26% | 3.17% | 2.26% | 3.60% | 4.49% | 3.18% | 4.27% | 4.09% | 5.98% | 3.74% | 4.19% |
VPL Vanguard FTSE Pacific ETF | 2.80% | 2.76% | 3.28% | 1.92% | 3.08% | 3.42% | 2.95% | 3.13% | 2.94% | 3.34% | 3.18% | 4.22% |
VBR Vanguard Small-Cap Value ETF | 2.67% | 2.04% | 1.80% | 1.76% | 2.20% | 2.56% | 1.99% | 2.00% | 2.30% | 2.08% | 2.24% | 3.20% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 2.18% | 2.30% | 2.80% | 1.99% | 3.49% | 3.10% | 3.23% | 3.43% | 3.21% | 3.31% | 3.45% | 3.89% |
EFV iShares MSCI EAFE Value ETF | 3.93% | 4.17% | 4.24% | 2.62% | 5.14% | 5.31% | 4.33% | 4.13% | 4.68% | 6.56% | 4.48% | 5.49% |
SSO ProShares Ultra S&P 500 | 0.42% | 0.50% | 0.18% | 0.20% | 0.51% | 0.76% | 0.39% | 0.52% | 0.65% | 0.34% | 0.27% | 0.74% |
VGIT Vanguard Intermediate-Term Treasury ETF | 2.54% | 1.75% | 1.74% | 2.33% | 2.38% | 2.24% | 1.86% | 1.91% | 1.95% | 1.81% | 1.94% | 3.11% |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 1.80% | 1.23% | 1.02% | 0.97% | 1.20% | 1.23% | 0.48% | 0.00% | 0.00% | 1.89% | 2.02% | 2.24% |
AVUV Avantis U.S. Small Cap Value ETF | 2.23% | 1.75% | 1.31% | 1.25% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Taiwan No. 1 features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.30 | ||||
VGK Vanguard FTSE Europe ETF | 0.40 | ||||
VPL Vanguard FTSE Pacific ETF | 0.13 | ||||
VBR Vanguard Small-Cap Value ETF | -0.12 | ||||
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | -0.07 | ||||
EFV iShares MSCI EAFE Value ETF | 0.17 | ||||
SSO ProShares Ultra S&P 500 | 0.11 | ||||
VGIT Vanguard Intermediate-Term Treasury ETF | -0.38 | ||||
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | -0.56 | ||||
AVUV Avantis U.S. Small Cap Value ETF | -0.10 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Taiwan No. 1. 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 Taiwan No. 1 is 29.97%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.97% | Jan 21, 2020 | 44 | Mar 23, 2020 | 114 | Sep 2, 2020 | 158 |
| -26.56% | Nov 9, 2021 | 222 | Sep 27, 2022 | — | — | — |
| -6.14% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
| -5.76% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -4.37% | Sep 7, 2021 | 20 | Oct 4, 2021 | 22 | Nov 3, 2021 | 42 |
Volatility Chart
The current Taiwan No. 1 volatility is 2.94%, 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.