Taiwan no. 2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BNDW Vanguard Total World Bond ETF | Total Bond Market | 20% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 80% |
Performance
The chart shows the growth of an initial investment of $10,000 in Taiwan no. 2, 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 Sep 23, 2023, the Taiwan no. 2 returned 8.76% Year-To-Date and 5.87% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 8.40% |
| Taiwan no. 2 | -0.70% | 5.03% | 8.76% | 15.25% | 5.63% | 5.87% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | -0.73% | 6.92% | 10.64% | 18.85% | 6.60% | 6.94% |
BNDW Vanguard Total World Bond ETF | -0.63% | -2.38% | 1.33% | 1.44% | 0.27% | 0.14% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BNDW | VT | |
|---|---|---|
| BNDW | 1.00 | 0.03 |
| VT | 0.03 | 1.00 |
Dividend yield
Taiwan no. 2 granted a 2.19% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Taiwan no. 2 | 2.19% | 2.20% | 2.04% | 1.73% | 2.66% | 2.61% | 1.91% | 2.21% | 2.33% | 2.36% | 2.05% | 2.34% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.11% | 2.23% | 1.89% | 1.75% | 2.50% | 2.80% | 2.38% | 2.76% | 2.91% | 2.95% | 2.56% | 2.93% |
BNDW Vanguard Total World Bond ETF | 2.51% | 2.05% | 2.67% | 1.66% | 3.29% | 1.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Taiwan no. 2 has an expense ratio of 0.07% which is considered to be low. 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.92 | ||||
BNDW Vanguard Total World Bond ETF | 0.06 |
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. 2. 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. 2 is 27.97%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.97% | Feb 13, 2020 | 27 | Mar 23, 2020 | 95 | Aug 6, 2020 | 122 |
| -24.19% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -14% | Sep 21, 2018 | 65 | Dec 24, 2018 | 69 | Apr 4, 2019 | 134 |
| -6.09% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
| -5.02% | Jul 25, 2019 | 15 | Aug 14, 2019 | 45 | Oct 17, 2019 | 60 |
Volatility Chart
The current Taiwan no. 2 volatility is 2.72%, 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.