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Magnificent 7 CHINA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BABA 20%TCEHY 20%BIDU 20%XIACY 20%GELYY 20%EquityEquity
PositionCategory/SectorWeight
BABA
Alibaba Group Holding Limited
Consumer Cyclical
20%
BIDU
Baidu, Inc.
Communication Services
20%
GELYY
Geely Automobile Holdings Ltd ADR
Consumer Cyclical
20%
TCEHY
Tencent Holdings Limited
Communication Services
20%
XIACY
Xiaomi Corporation
Technology
20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Magnificent 7 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 Quarterly


-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
31.26%
7.20%
Magnificent 7 CHINA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 14, 2021, corresponding to the inception date of XIACY

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.66%0.49%8.64%26.56%13.06%11.10%
Magnificent 7 CHINA37.91%5.19%31.26%42.21%N/AN/A
BABA
Alibaba Group Holding Limited
9.70%-3.21%13.40%15.92%-16.53%-2.31%
TCEHY
Tencent Holdings Limited
41.65%2.35%7.73%35.69%4.16%15.08%
BIDU
Baidu, Inc.
-28.14%-0.51%-3.64%-23.06%-7.68%-9.61%
XIACY
Xiaomi Corporation
96.01%8.51%68.29%93.76%N/AN/A
GELYY
Geely Automobile Holdings Ltd ADR
84.32%13.88%70.21%103.17%3.02%23.16%
*Annualized

Monthly Returns

The table below presents the monthly returns of Magnificent 7 CHINA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-12.31%4.13%9.08%3.85%1.96%-5.08%0.10%6.28%22.88%2.12%-1.66%37.91%
202319.58%-11.29%7.76%-11.76%-5.51%7.01%15.67%-8.50%-5.35%-3.57%4.60%-0.33%2.73%
2022-0.98%-12.02%-9.45%-6.03%6.85%11.76%-13.15%2.26%-21.54%-19.53%35.56%2.90%-30.77%
20217.66%-10.16%-2.22%-11.16%7.83%-11.61%-4.25%-23.32%

Expense Ratio

Magnificent 7 CHINA has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Magnificent 7 CHINA is 23, meaning it’s performing worse than 77% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Magnificent 7 CHINA is 2323
Overall Rank
The Sharpe Ratio Rank of Magnificent 7 CHINA is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of Magnificent 7 CHINA is 3232
Sortino Ratio Rank
The Omega Ratio Rank of Magnificent 7 CHINA is 2727
Omega Ratio Rank
The Calmar Ratio Rank of Magnificent 7 CHINA is 1313
Calmar Ratio Rank
The Martin Ratio Rank of Magnificent 7 CHINA is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Magnificent 7 CHINA, currently valued at 1.15, compared to the broader market-6.00-4.00-2.000.002.004.001.152.12
The chart of Sortino ratio for Magnificent 7 CHINA, currently valued at 1.80, compared to the broader market-6.00-4.00-2.000.002.004.006.001.802.83
The chart of Omega ratio for Magnificent 7 CHINA, currently valued at 1.21, compared to the broader market0.400.600.801.001.201.401.601.801.211.39
The chart of Calmar ratio for Magnificent 7 CHINA, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.0012.000.683.13
The chart of Martin ratio for Magnificent 7 CHINA, currently valued at 4.03, compared to the broader market0.0010.0020.0030.0040.0050.004.0313.67
Magnificent 7 CHINA
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BABA
Alibaba Group Holding Limited
0.380.851.100.201.17
TCEHY
Tencent Holdings Limited
0.921.511.190.623.40
BIDU
Baidu, Inc.
-0.63-0.750.92-0.41-1.26
XIACY
Xiaomi Corporation
1.962.711.321.527.29
GELYY
Geely Automobile Holdings Ltd ADR
2.212.811.371.338.62

The current Magnificent 7 CHINA Sharpe ratio is 1.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.26 to 2.06, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Magnificent 7 CHINA with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.15
1.83
Magnificent 7 CHINA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Magnificent 7 CHINA provided a 0.62% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.62%2.11%1.23%0.26%0.23%0.51%0.48%0.12%0.16%0.17%0.39%0.25%
BABA
Alibaba Group Holding Limited
0.78%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TCEHY
Tencent Holdings Limited
0.82%6.80%4.27%0.35%0.22%0.26%0.29%0.15%0.25%0.23%0.04%0.20%
BIDU
Baidu, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XIACY
Xiaomi Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GELYY
Geely Automobile Holdings Ltd ADR
1.47%2.44%1.86%0.95%0.95%2.29%2.13%0.44%0.52%0.60%1.89%1.04%

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.79%
-3.66%
Magnificent 7 CHINA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Magnificent 7 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 Magnificent 7 CHINA was 65.69%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Magnificent 7 CHINA drawdown is 31.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.69%Jun 29, 2021334Oct 24, 2022
-1.23%Jun 15, 20212Jun 16, 20211Jun 17, 20213
-0.97%Jun 21, 20212Jun 22, 20211Jun 23, 20213

Volatility

Volatility Chart

The current Magnificent 7 CHINA volatility is 9.78%, 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.78%
3.62%
Magnificent 7 CHINA
Benchmark (^GSPC)
Portfolio components

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.

GELYYXIACYBIDUTCEHYBABA
GELYY1.000.550.530.560.56
XIACY0.551.000.550.600.58
BIDU0.530.551.000.720.78
TCEHY0.560.600.721.000.76
BABA0.560.580.780.761.00
The correlation results are calculated based on daily price changes starting from Jun 15, 2021
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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