Taiwan no. 2
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
BNDW Vanguard Total World Bond ETF | Total Bond Market | 20% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 80% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 6, 2018, corresponding to the inception date of BNDW
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
Taiwan no. 2 | 1.51% | 7.39% | -0.60% | 8.74% | 10.76% | N/A |
Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 1.45% | 9.12% | -1.10% | 9.52% | 13.52% | 8.82% |
BNDW Vanguard Total World Bond ETF | 1.71% | 0.84% | 1.44% | 5.55% | -0.29% | N/A |
Monthly Returns
The table below presents the monthly returns of Taiwan no. 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.52% | -0.01% | -2.93% | 0.66% | 1.35% | 1.51% | |||||||
2024 | -0.10% | 3.42% | 2.77% | -3.25% | 3.87% | 1.43% | 2.02% | 2.08% | 2.02% | -2.08% | 3.58% | -2.60% | 13.60% |
2023 | 6.68% | -2.98% | 2.80% | 1.22% | -1.07% | 4.62% | 2.95% | -2.33% | -3.83% | -2.51% | 7.97% | 4.82% | 18.96% |
2022 | -4.01% | -2.44% | 0.98% | -7.17% | 0.41% | -6.78% | 6.14% | -3.90% | -8.36% | 5.00% | 7.32% | -3.94% | -16.87% |
2021 | -0.33% | 1.80% | 2.22% | 3.35% | 1.30% | 1.09% | 0.75% | 1.73% | -3.49% | 4.06% | -1.98% | 2.95% | 14.01% |
2020 | -0.86% | -5.50% | -11.93% | 8.65% | 4.34% | 2.61% | 4.47% | 4.68% | -2.33% | -1.67% | 10.04% | 4.07% | 15.44% |
2019 | 6.61% | 2.30% | 1.21% | 2.78% | -4.51% | 5.35% | 0.14% | -1.19% | 1.68% | 2.21% | 2.02% | 2.75% | 23.05% |
2018 | 1.19% | -6.32% | 1.48% | -5.39% | -8.98% |
Expense Ratio
Taiwan no. 2 has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Taiwan no. 2 is 57, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.55 | 0.94 | 1.14 | 0.62 | 2.74 |
BNDW Vanguard Total World Bond ETF | 1.24 | 1.80 | 1.22 | 0.50 | 4.49 |
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Dividends
Dividend yield
Taiwan no. 2 provided a 2.32% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.32% | 2.34% | 2.41% | 2.16% | 1.97% | 1.64% | 2.46% | 2.36% | 1.69% | 1.91% | 1.96% | 1.95% |
Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.90% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
BNDW Vanguard Total World Bond ETF | 4.00% | 3.90% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Taiwan no. 2. 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. 2 was 27.97%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Taiwan no. 2 drawdown is 2.88%.
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 | 332 | Feb 12, 2024 | 567 |
-14% | Sep 21, 2018 | 65 | Dec 24, 2018 | 69 | Apr 4, 2019 | 134 |
-13.25% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
-6.17% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.47, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
^GSPC | BNDW | VT | Portfolio | |
---|---|---|---|---|
^GSPC | 1.00 | 0.07 | 0.96 | 0.96 |
BNDW | 0.07 | 1.00 | 0.08 | 0.14 |
VT | 0.96 | 0.08 | 1.00 | 1.00 |
Portfolio | 0.96 | 0.14 | 1.00 | 1.00 |