All ETFs
1. S&P500: IVV 2. NASDAQ: QQQ, QQQM 3. Mid-Cap: VO 4. Growth: VUG, SPYG 5. Europe: VGK 6. China: CNYA, MCHI 7. India: FLIN 8. Long-Term Inv Grd Bond: VCLT 9. Collateralized loan obligation: AAA, JAAA
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All ETFs, 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 Sep 9, 2020, corresponding to the inception date of AAA
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.10% | -6.70% | -9.63% | 5.53% | 13.63% | 9.61% |
| All ETFs | -4.16% | -3.92% | -4.91% | 7.80% | N/A | N/A |
| Portfolio components: | ||||||
CNYA iShares MSCI China A ETF | -2.65% | -3.59% | -6.36% | 6.81% | 1.20% | N/A |
MCHI iShares MSCI China ETF | 8.62% | -8.54% | 2.96% | 29.63% | -1.16% | -0.36% |
IVV iShares Core S&P 500 ETF | -9.79% | -6.57% | -9.08% | 6.86% | 15.36% | 11.55% |
QQQ Invesco QQQ | -12.93% | -7.42% | -10.10% | 6.78% | 16.93% | 15.88% |
VUG Vanguard Growth ETF | -14.22% | -7.43% | -10.47% | 8.53% | 16.05% | 13.38% |
VGK Vanguard FTSE Europe ETF | 12.14% | -1.24% | 5.00% | 12.02% | 13.48% | 5.60% |
FLIN Franklin FTSE India ETF | 0.95% | 3.91% | -3.31% | 4.37% | 18.83% | N/A |
VO Vanguard Mid-Cap ETF | -6.22% | -4.86% | -6.77% | 6.17% | 13.26% | 8.32% |
VCLT Vanguard Long-Term Corporate Bond ETF | -1.65% | -4.27% | -4.18% | 2.64% | -2.93% | 1.68% |
AAA AAF First Priority CLO Bond ETF | 0.39% | -0.19% | 1.63% | 4.86% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of All ETFs, 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 | 1.72% | -0.64% | -2.44% | -2.80% | -4.16% | ||||||||
| 2024 | -0.33% | 4.03% | 2.04% | -2.06% | 3.83% | 2.12% | 1.11% | 1.58% | 3.85% | -2.41% | 3.12% | -2.04% | 15.53% |
| 2023 | 7.04% | -3.24% | 3.12% | 0.92% | -0.74% | 4.79% | 3.51% | -2.76% | -3.41% | -2.61% | 7.82% | 4.30% | 19.39% |
| 2022 | -5.10% | -3.02% | -0.10% | -7.78% | -0.35% | -4.47% | 5.00% | -3.25% | -8.49% | 1.98% | 8.33% | -3.97% | -20.39% |
| 2021 | 0.50% | 1.21% | 0.27% | 3.11% | 1.89% | 1.82% | -0.28% | 2.61% | -3.12% | 4.18% | -1.25% | 1.93% | 13.43% |
| 2020 | -0.21% | -0.82% | 8.41% | 4.21% | 11.82% |
Expense Ratio
All ETFs has an expense ratio of 0.21%, 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 All ETFs is 69, 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 | |
|---|---|---|---|---|---|
CNYA iShares MSCI China A ETF | 0.17 | 0.49 | 1.08 | 0.12 | 0.31 |
MCHI iShares MSCI China ETF | 0.91 | 1.46 | 1.20 | 0.56 | 2.39 |
IVV iShares Core S&P 500 ETF | 0.36 | 0.63 | 1.09 | 0.37 | 1.57 |
QQQ Invesco QQQ | 0.22 | 0.49 | 1.07 | 0.25 | 0.87 |
VUG Vanguard Growth ETF | 0.29 | 0.57 | 1.08 | 0.31 | 1.14 |
VGK Vanguard FTSE Europe ETF | 0.76 | 1.17 | 1.15 | 0.95 | 2.67 |
FLIN Franklin FTSE India ETF | 0.38 | 0.62 | 1.09 | 0.32 | 0.70 |
VO Vanguard Mid-Cap ETF | 0.39 | 0.66 | 1.09 | 0.37 | 1.45 |
VCLT Vanguard Long-Term Corporate Bond ETF | 0.26 | 0.43 | 1.05 | 0.12 | 0.67 |
AAA AAF First Priority CLO Bond ETF | 1.56 | 2.17 | 1.41 | 2.08 | 16.39 |
Dividends
Dividend yield
All ETFs provided a 2.51% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.51% | 2.52% | 2.65% | 2.08% | 1.48% | 1.26% | 1.58% | 2.12% | 1.43% | 1.68% | 1.67% | 1.70% |
| Portfolio components: | ||||||||||||
CNYA iShares MSCI China A ETF | 2.58% | 2.51% | 4.23% | 2.69% | 1.11% | 1.05% | 1.21% | 3.92% | 0.98% | 1.38% | 0.00% | 0.00% |
MCHI iShares MSCI China ETF | 2.13% | 2.31% | 3.49% | 2.16% | 1.04% | 1.04% | 1.45% | 1.60% | 1.56% | 1.66% | 2.76% | 2.35% |
IVV iShares Core S&P 500 ETF | 1.46% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VUG Vanguard Growth ETF | 0.55% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
VGK Vanguard FTSE Europe ETF | 3.13% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
FLIN Franklin FTSE India ETF | 1.56% | 1.58% | 0.73% | 0.73% | 2.26% | 0.69% | 0.90% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% |
VO Vanguard Mid-Cap ETF | 1.68% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% |
VCLT Vanguard Long-Term Corporate Bond ETF | 5.43% | 5.19% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% |
AAA AAF First Priority CLO Bond ETF | 5.96% | 6.17% | 6.11% | 2.78% | 1.06% | 0.32% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the All ETFs. 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 All ETFs was 26.84%, occurring on Oct 14, 2022. Recovery took 394 trading sessions.
The current All ETFs drawdown is 7.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.84% | Nov 9, 2021 | 235 | Oct 14, 2022 | 394 | May 10, 2024 | 629 |
| -13.94% | Dec 10, 2024 | 81 | Apr 8, 2025 | — | — | — |
| -7.04% | Feb 18, 2021 | 13 | Mar 8, 2021 | 58 | May 28, 2021 | 71 |
| -6.41% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -4.96% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
Volatility
Volatility Chart
The current All ETFs volatility is 10.47%, 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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| AAA | VCLT | CNYA | MCHI | FLIN | VGK | VO | QQQ | VUG | IVV | |
|---|---|---|---|---|---|---|---|---|---|---|
| AAA | 1.00 | -0.01 | -0.04 | -0.01 | -0.01 | -0.01 | 0.01 | -0.01 | -0.00 | -0.01 |
| VCLT | -0.01 | 1.00 | 0.08 | 0.13 | 0.17 | 0.28 | 0.30 | 0.29 | 0.30 | 0.28 |
| CNYA | -0.04 | 0.08 | 1.00 | 0.75 | 0.26 | 0.39 | 0.32 | 0.30 | 0.30 | 0.31 |
| MCHI | -0.01 | 0.13 | 0.75 | 1.00 | 0.35 | 0.50 | 0.43 | 0.43 | 0.42 | 0.41 |
| FLIN | -0.01 | 0.17 | 0.26 | 0.35 | 1.00 | 0.58 | 0.54 | 0.49 | 0.50 | 0.54 |
| VGK | -0.01 | 0.28 | 0.39 | 0.50 | 0.58 | 1.00 | 0.75 | 0.64 | 0.65 | 0.74 |
| VO | 0.01 | 0.30 | 0.32 | 0.43 | 0.54 | 0.75 | 1.00 | 0.79 | 0.80 | 0.91 |
| QQQ | -0.01 | 0.29 | 0.30 | 0.43 | 0.49 | 0.64 | 0.79 | 1.00 | 0.99 | 0.92 |
| VUG | -0.00 | 0.30 | 0.30 | 0.42 | 0.50 | 0.65 | 0.80 | 0.99 | 1.00 | 0.93 |
| IVV | -0.01 | 0.28 | 0.31 | 0.41 | 0.54 | 0.74 | 0.91 | 0.92 | 0.93 | 1.00 |