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Dragon Portfolio US ETF
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dragon Portfolio US ETF, 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 year.


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The earliest data available for this chart is Apr 16, 2009, corresponding to the inception date of CWB

Returns By Period

As of Apr 4, 2026, the Dragon Portfolio US ETF returned 11.26% Year-To-Date and 12.52% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-4.18%-3.84%-1.98%21.98%16.86%10.37%12.29%
Portfolio
Dragon Portfolio US ETF
0.91%1.02%11.26%14.81%38.26%20.43%13.51%12.52%
GLD
SPDR Gold Shares
-1.92%-8.98%8.35%20.07%49.92%32.51%21.53%13.97%
VT
Vanguard Total World Stock ETF
-0.23%-3.83%-0.97%1.25%26.32%16.97%9.38%11.66%
CWB
SPDR Bloomberg Barclays Convertible Securities ETF
0.90%-0.62%4.97%2.12%26.68%13.89%4.08%11.32%
GSG
iShares S&P GSCI Commodity-Indexed Trust
4.83%20.80%45.06%47.03%52.25%17.42%18.79%9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 17, 2009, Dragon Portfolio US ETF's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was May 2009 with a return of +11.2%, while the worst month was Mar 2020 at -13.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Dragon Portfolio US ETF closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +6.4%, while the worst single day was Mar 16, 2020 at -7.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.74%3.08%-0.44%1.57%11.26%
20253.88%-0.33%0.54%-0.08%3.16%3.41%1.47%2.60%5.16%2.42%0.93%0.53%26.24%
20240.31%2.24%4.29%-1.35%2.25%0.93%1.73%1.19%2.58%0.38%2.06%-1.83%15.65%
20235.38%-3.51%2.60%0.29%-1.65%3.68%4.51%-1.93%-2.52%-1.42%4.39%3.06%13.07%
2022-1.31%1.93%3.37%-3.59%0.55%-6.33%2.52%-2.82%-7.16%4.02%4.66%-2.00%-6.82%
20210.64%2.59%-0.32%4.59%2.29%0.68%0.78%0.71%-1.27%4.35%-4.66%3.84%14.77%

Benchmark Metrics

Dragon Portfolio US ETF has an annualized alpha of 2.03%, beta of 0.61, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since April 17, 2009.

  • This portfolio participated in 69.47% of S&P 500 Index downside but only 67.20% of its upside — more exposed to losses than it benefited from rallies.
  • This portfolio generated an annualized alpha of 2.03% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.61 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.03%
Beta
0.61
0.70
Upside Capture
67.20%
Downside Capture
69.47%

Expense Ratio

Dragon Portfolio US ETF has an expense ratio of 0.33%, 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

Dragon Portfolio US ETF ranks 94 for risk / return — in the top 94% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Dragon Portfolio US ETF Risk / Return Rank: 9494
Overall Rank
Dragon Portfolio US ETF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
Dragon Portfolio US ETF Sortino Ratio Rank: 9595
Sortino Ratio Rank
Dragon Portfolio US ETF Omega Ratio Rank: 9797
Omega Ratio Rank
Dragon Portfolio US ETF Calmar Ratio Rank: 8989
Calmar Ratio Rank
Dragon Portfolio US ETF Martin Ratio Rank: 9595
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.49

0.88

+1.61

Sortino ratio

Return per unit of downside risk

3.29

1.37

+1.93

Omega ratio

Gain probability vs. loss probability

1.52

1.21

+0.32

Calmar ratio

Return relative to maximum drawdown

3.75

1.39

+2.36

Martin ratio

Return relative to average drawdown

19.84

6.43

+13.41


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLD
SPDR Gold Shares
781.772.191.322.579.28
VT
Vanguard Total World Stock ETF
661.241.831.271.868.47
CWB
SPDR Bloomberg Barclays Convertible Securities ETF
801.592.181.303.1410.35
GSG
iShares S&P GSCI Commodity-Indexed Trust
892.132.881.393.9410.99

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.

Dragon Portfolio US ETF Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 2.49
  • 5-Year: 1.12
  • 10-Year: 1.00
  • All Time: 0.78

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Dragon Portfolio US ETF 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

Dragon Portfolio US ETF provided a 1.04% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.04%1.07%1.15%1.23%1.32%1.12%1.13%1.53%2.25%1.69%1.88%2.49%
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%
VT
Vanguard Total World Stock ETF
1.80%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%
CWB
SPDR Bloomberg Barclays Convertible Securities ETF
1.60%1.69%1.85%1.97%2.21%1.97%2.34%3.03%6.17%4.25%4.60%7.52%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Dragon Portfolio US ETF. 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 Dragon Portfolio US ETF was 27.55%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.

The current Dragon Portfolio US ETF drawdown is 0.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.55%Feb 20, 202023Mar 23, 202089Jul 29, 2020112
-25.69%Jul 2, 2014391Jan 20, 2016454Nov 6, 2017845
-18.29%Mar 28, 2022126Sep 26, 2022335Jan 26, 2024461
-16.52%May 2, 2011108Oct 3, 2011319Jan 10, 2013427
-15.33%Jan 29, 2018229Dec 24, 2018135Jul 10, 2019364

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 3.57, 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

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

BenchmarkGLDGSGCWBVTPortfolio
Benchmark1.000.060.340.800.950.78
GLD0.061.000.230.090.140.44
GSG0.340.231.000.300.390.68
CWB0.800.090.301.000.800.75
VT0.950.140.390.801.000.85
Portfolio0.780.440.680.750.851.00
The correlation results are calculated based on daily price changes starting from Apr 17, 2009