帮你投|全球精选
帮你投|全球精选
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EWJ iShares MSCI Japan ETF | Japan Equities | 8% |
MCHI iShares MSCI China ETF | China Equities | 4% |
QQQ Invesco QQQ | Large Cap Blend Equities | 30% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 40% |
VGK Vanguard FTSE Europe ETF | Europe Equities | 18% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 帮你投|全球精选, 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 every 3 months.
The earliest data available for this chart is Mar 31, 2011, corresponding to the inception date of MCHI
Returns By Period
As of May 3, 2025, the 帮你投|全球精选 returned 1.81% Year-To-Date and 11.96% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 0.28% | -0.74% | 12.29% | 15.01% | 10.56% |
| 帮你投|全球精选 | 1.81% | 2.23% | 3.68% | 15.08% | 16.01% | 11.96% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.24% | 2.66% | 0.60% | 15.21% | 18.90% | 17.31% |
EWJ iShares MSCI Japan ETF | 7.14% | 5.38% | 7.40% | 7.42% | 9.09% | 5.20% |
VGK Vanguard FTSE Europe ETF | 17.35% | 5.04% | 11.79% | 15.82% | 13.99% | 6.21% |
MCHI iShares MSCI China ETF | 14.00% | -1.37% | 10.03% | 22.96% | 0.43% | 0.40% |
SPY SPDR S&P 500 ETF | -3.01% | 0.40% | -0.12% | 13.65% | 16.65% | 12.45% |
Monthly Returns
The table below presents the monthly returns of 帮你投|全球精选, 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 | 3.15% | -0.11% | -4.18% | 0.89% | 2.22% | 1.81% | |||||||
| 2024 | 0.80% | 4.73% | 2.71% | -3.62% | 5.42% | 2.64% | 0.70% | 2.07% | 2.49% | -2.12% | 3.78% | -1.42% | 19.27% |
| 2023 | 8.56% | -2.21% | 5.39% | 1.38% | 1.32% | 5.87% | 3.64% | -2.46% | -4.55% | -2.36% | 9.24% | 4.73% | 31.15% |
| 2022 | -5.73% | -3.87% | 2.32% | -9.56% | 0.33% | -7.99% | 8.40% | -4.90% | -9.84% | 5.50% | 8.36% | -5.25% | -22.07% |
| 2021 | -0.23% | 1.65% | 2.71% | 4.65% | 0.81% | 2.50% | 1.58% | 2.94% | -4.52% | 5.96% | -1.04% | 3.18% | 21.67% |
| 2020 | -0.11% | -6.96% | -10.94% | 11.30% | 5.57% | 3.61% | 5.52% | 7.67% | -3.77% | -2.80% | 11.56% | 4.38% | 24.69% |
| 2019 | 8.18% | 2.87% | 2.21% | 4.16% | -6.95% | 6.88% | 0.73% | -1.74% | 1.91% | 3.34% | 3.09% | 3.55% | 31.12% |
| 2018 | 6.79% | -3.48% | -2.51% | 0.64% | 2.24% | -0.02% | 2.97% | 2.27% | 0.37% | -7.92% | 0.93% | -7.93% | -6.51% |
| 2017 | 3.37% | 3.24% | 1.60% | 2.07% | 3.06% | -0.37% | 3.06% | 0.93% | 1.49% | 2.97% | 2.04% | 1.07% | 27.39% |
| 2016 | -5.95% | -1.60% | 6.82% | -0.32% | 2.13% | -1.36% | 4.77% | 0.88% | 1.15% | -1.83% | 1.05% | 1.74% | 7.11% |
| 2015 | -1.52% | 6.32% | -1.53% | 2.54% | 1.14% | -2.48% | 2.39% | -6.70% | -2.91% | 8.82% | 0.11% | -1.87% | 3.39% |
| 2014 | -3.70% | 5.02% | -0.83% | 0.38% | 2.94% | 2.23% | -0.72% | 3.15% | -1.72% | 1.74% | 2.60% | -1.73% | 9.39% |
Expense Ratio
帮你投|全球精选 has an expense ratio of 0.17%, 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 帮你投|全球精选 is 62, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.63 | 1.03 | 1.14 | 0.70 | 2.32 |
EWJ iShares MSCI Japan ETF | 0.44 | 0.74 | 1.10 | 0.64 | 1.91 |
VGK Vanguard FTSE Europe ETF | 0.94 | 1.41 | 1.19 | 1.18 | 3.32 |
MCHI iShares MSCI China ETF | 0.88 | 1.43 | 1.20 | 0.55 | 2.27 |
SPY SPDR S&P 500 ETF | 0.72 | 1.13 | 1.17 | 0.76 | 3.04 |
Dividends
Dividend yield
帮你投|全球精选 provided a 1.48% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.48% | 1.58% | 1.61% | 1.67% | 1.37% | 1.28% | 1.73% | 2.00% | 1.62% | 1.98% | 1.92% | 2.20% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
EWJ iShares MSCI Japan ETF | 2.19% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% |
VGK Vanguard FTSE Europe ETF | 2.99% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
MCHI iShares MSCI China ETF | 2.03% | 2.31% | 3.49% | 2.16% | 1.04% | 1.04% | 1.45% | 1.60% | 1.56% | 1.66% | 2.76% | 2.35% |
SPY SPDR S&P 500 ETF | 1.26% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 帮你投|全球精选. 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 帮你投|全球精选 was 30.91%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current 帮你投|全球精选 drawdown is 4.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -29.21% | Jan 4, 2022 | 195 | Oct 12, 2022 | 295 | Dec 14, 2023 | 490 |
| -19.4% | Aug 30, 2018 | 80 | Dec 24, 2018 | 77 | Apr 16, 2019 | 157 |
| -19.04% | May 2, 2011 | 108 | Oct 3, 2011 | 98 | Feb 23, 2012 | 206 |
| -17.68% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current 帮你投|全球精选 volatility is 14.27%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.44, 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 | MCHI | EWJ | VGK | QQQ | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.57 | 0.68 | 0.78 | 0.90 | 1.00 | 0.97 |
| MCHI | 0.57 | 1.00 | 0.52 | 0.60 | 0.56 | 0.57 | 0.65 |
| EWJ | 0.68 | 0.52 | 1.00 | 0.69 | 0.61 | 0.68 | 0.74 |
| VGK | 0.78 | 0.60 | 0.69 | 1.00 | 0.67 | 0.78 | 0.85 |
| QQQ | 0.90 | 0.56 | 0.61 | 0.67 | 1.00 | 0.90 | 0.93 |
| SPY | 1.00 | 0.57 | 0.68 | 0.78 | 0.90 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.65 | 0.74 | 0.85 | 0.93 | 0.97 | 1.00 |