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2025 Base - QQQ/China
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GLD 10.00%QQQ 40.00%FXI 30.00%EWS 20.00%CommodityCommodityEquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025 Base - QQQ/China, 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.


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Returns By Period

As of Jun 13, 2026, the 2025 Base - QQQ/China returned 6.03% Year-To-Date and 13.14% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
2025 Base - QQQ/China
0.58%-0.43%6.03%6.20%20.77%21.62%10.25%13.14%
EWS
iShares MSCI Singapore ETF
0.07%0.69%5.96%7.68%18.15%20.28%8.93%7.88%
FXI
iShares China Large-Cap ETF
1.09%-2.51%-7.83%-8.72%-1.10%10.41%-3.08%3.13%
GLD
SPDR Gold Shares
0.06%-7.37%-2.47%-2.25%22.21%28.89%17.08%12.15%
QQQ
Invesco QQQ ETF
0.59%1.75%17.57%17.85%37.55%26.43%16.85%21.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 18, 2004, 2025 Base - QQQ/China's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +14.5%, while the worst month was Oct 2008 at -21.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.

On a daily basis, 2025 Base - QQQ/China closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +13.7%, while the worst single day was Oct 15, 2008 at -10.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.26%-1.34%-4.65%7.42%3.42%-1.74%6.03%
20253.65%2.90%-0.85%-0.07%5.85%5.07%1.84%3.28%5.19%1.30%-0.27%-0.78%30.34%
2024-3.32%4.49%2.80%0.83%4.72%1.79%0.16%2.39%9.17%-0.84%1.89%0.33%26.68%
202310.13%-5.46%7.05%-0.88%-0.41%4.37%7.00%-5.30%-3.72%-2.15%4.68%3.35%18.61%
2022-2.84%-3.70%-0.87%-7.90%-0.50%-2.54%2.77%-3.28%-9.85%-4.15%14.45%-2.67%-20.73%
20211.74%-0.35%0.29%2.93%0.38%1.48%-2.09%1.68%-4.32%5.48%-2.13%-0.16%4.65%

Benchmark Metrics

2025 Base - QQQ/China has an annualized alpha of 2.92%, beta of 0.95, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since November 18, 2004.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.50%) than losses (87.01%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 2.92% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.95 and R2 of 0.76, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.92%
Beta
0.95
0.76
Upside Capture
97.50%
Downside Capture
87.01%

Expense Ratio

2025 Base - QQQ/China has an expense ratio of 0.43%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

2025 Base - QQQ/China ranks 21 for risk / return — below 21% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


2025 Base - QQQ/China Risk / Return Rank: 2121
Overall Rank
2025 Base - QQQ/China Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
2025 Base - QQQ/China Sortino Ratio Rank: 2020
Sortino Ratio Rank
2025 Base - QQQ/China Omega Ratio Rank: 2121
Omega Ratio Rank
2025 Base - QQQ/China Calmar Ratio Rank: 2121
Calmar Ratio Rank
2025 Base - QQQ/China Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2025 Base - QQQ/China and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.33

1.86

-0.53

Sortino ratioReturn per unit of downside risk

1.86

2.53

-0.68

Omega ratioGain probability vs. loss probability

1.24

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

1.73

2.53

-0.80

Martin ratioReturn relative to average drawdown

5.95

11.37

-5.42


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EWS
iShares MSCI Singapore ETF
38
1.151.691.212.245.40
FXI
iShares China Large-Cap ETF
7
-0.15-0.070.99-0.18-0.38
GLD
SPDR Gold Shares
25
0.871.241.180.982.81
QQQ
Invesco QQQ ETF
69
2.092.731.373.0111.22

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 2025 Base - QQQ/China Sharpe ratio is 1.33 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 2025 Base - QQQ/China compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

2025 Base - QQQ/China provided a 1.72% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.72%1.73%1.61%2.50%1.62%1.85%1.41%2.06%2.01%1.72%2.02%2.11%
EWS
iShares MSCI Singapore ETF
3.87%4.10%4.28%6.50%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%
FXI
iShares China Large-Cap ETF
2.62%2.42%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ ETF
0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

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 2025 Base - QQQ/China. 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 2025 Base - QQQ/China was 57.27%, occurring on Nov 20, 2008. Recovery took 607 trading sessions.

The current 2025 Base - QQQ/China drawdown is 3.36%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-57.27%Nov 2008
1y 20d2y 5mo
3y 5moNov 2007 - Apr 2011
Bear market2022
-33.28%Nov 2022
11mo 21d1y 6mo
2y 6moNov 2021 - May 2024
2016 bear market2016
-25.07%Feb 2016
9mo 16d1y 2mo
1y 12moApr 2015 - Apr 2017
COVID crash2020
-24.05%Mar 2020
2mo 2d3mo 11d
5mo 13dJan 2020 - Jul 2020
2011 correction2011
-19.99%Oct 2011
5mo 8d4mo 16d
9mo 24dApr 2011 - Feb 2012

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 4 assets, with an effective number of assets of 3.33, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.27

1.30

1.28

1.24

1.20

The portfolio has a diversification ratio of 1.20, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2025 Base - QQQ/China correlation to the S&P 500 Index

2025 Base - QQQ/China has a 0.82 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2004

0.82


Benchmark Correlations

Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.89, while GLD has the lowest at 0.07.

GLD
0.07
FXI
0.60
EWS
0.65
QQQ
0.89

Portfolio Correlations

Correlation vs. 2025 Base - QQQ/China. FXI has the highest portfolio correlation at 0.88, while GLD has the lowest at 0.21.

GLD
0.21
EWS
0.80
QQQ
0.83
FXI
0.88

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

GLDFXIEWSQQQ
GLD1.000.130.180.05
FXI0.131.000.670.56
EWS0.180.671.000.59
QQQ0.050.560.591.00
The correlation results are calculated based on daily price changes starting from Nov 18, 2004
Diversification Analysis

Find what 2025 Base - QQQ/China is missing

See which holdings overlap, where 2025 Base - QQQ/China is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification