MH ETF

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

MH ETF

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ACWI iShares MSCI ACWI ETF	Large Cap Growth Equities	3%
ARKK ARK Innovation ETF	Actively Managed, Innovation, Technology Equities	6%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	Robotics, Technology Equities	2%
FXI iShares China Large-Cap ETF	China Equities	3%
IWM iShares Russell 2000 ETF	Small Cap Growth Equities	2%
IWY iShares Russell Top 200 Growth ETF	Large Cap Growth Equities	15%
MOAT VanEck Vectors Morningstar Wide Moat ETF	Large Cap Blend Equities	8%
SMH VanEck Vectors Semiconductor ETF	Technology Equities	15%
XLK Technology Select Sector SPDR Fund	Technology Equities	30%
XLP Consumer Staples Select Sector SPDR Fund	Consumer Staples Equities	8%
XLV Health Care Select Sector SPDR Fund	Health & Biotech Equities	8%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 13, 2016, corresponding to the inception date of BOTZ

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
MH ETF	-4.73%	9.62%	-6.92%	6.84%	16.40%	N/A
Portfolio components:
XLK Technology Select Sector SPDR Fund	-6.25%	11.95%	-7.94%	6.60%	18.98%	19.17%
IWY iShares Russell Top 200 Growth ETF	-7.30%	8.55%	-6.03%	11.69%	17.93%	16.48%
SMH VanEck Vectors Semiconductor ETF	-7.75%	13.86%	-13.48%	0.49%	27.69%	24.45%
MOAT VanEck Vectors Morningstar Wide Moat ETF	-5.65%	9.49%	-8.73%	0.48%	13.51%	12.32%
XLV Health Care Select Sector SPDR Fund	-3.18%	-1.64%	-10.91%	-6.11%	7.28%	7.92%
XLP Consumer Staples Select Sector SPDR Fund	3.47%	1.97%	1.41%	6.95%	9.75%	8.03%
ACWI iShares MSCI ACWI ETF	1.39%	9.04%	-0.93%	9.99%	13.44%	8.91%
FXI iShares China Large-Cap ETF	14.42%	10.36%	12.33%	27.71%	0.03%	-1.02%
ARKK ARK Innovation ETF	-9.55%	15.32%	-5.03%	19.64%	-2.34%	10.54%
IWM iShares Russell 2000 ETF	-8.92%	10.51%	-15.23%	-0.59%	10.21%	6.48%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	-8.17%	11.43%	-13.02%	-6.04%	6.73%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of MH ETF, 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	1.89%	-2.20%	-6.83%	0.47%	2.14%								-4.73%
2024	1.25%	6.68%	2.39%	-4.91%	5.81%	5.07%	-0.88%	1.66%	2.50%	-2.01%	5.03%	-1.36%	22.58%
2023	10.04%	-1.22%	7.37%	-0.91%	5.70%	5.88%	4.20%	-3.14%	-5.91%	-2.68%	11.89%	5.90%	41.70%
2022	-7.46%	-3.56%	1.99%	-10.79%	-0.04%	-8.48%	10.70%	-5.93%	-10.57%	5.55%	8.30%	-7.17%	-26.59%
2021	0.77%	1.37%	2.02%	3.62%	-0.10%	5.10%	1.56%	2.87%	-5.41%	6.82%	1.56%	3.00%	25.18%
2020	0.67%	-5.90%	-9.63%	13.54%	6.08%	5.09%	6.63%	9.00%	-3.57%	-2.73%	12.79%	5.10%	40.02%
2019	8.37%	4.94%	2.80%	4.78%	-8.79%	8.84%	2.43%	-1.86%	1.68%	3.89%	4.80%	4.07%	40.85%
2018	7.41%	-2.69%	-2.89%	-1.16%	5.05%	0.03%	2.87%	4.51%	-0.09%	-7.95%	1.78%	-8.86%	-3.32%
2017	3.75%	4.28%	1.81%	1.79%	4.06%	-1.00%	3.27%	2.76%	1.65%	4.35%	2.06%	0.56%	33.44%
2016									3.38%	-2.42%	1.51%	1.42%	3.86%

Expense Ratio

MH ETF has an expense ratio of 0.27%, 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.

ARKK

ARK Innovation ETF

FXI

iShares China Large-Cap ETF

BOTZ

Global X Robotics & Artificial Intelligence Thematic ETF

MOAT

VanEck Vectors Morningstar Wide Moat ETF

SMH

VanEck Vectors Semiconductor ETF

ACWI

iShares MSCI ACWI ETF

IWY

iShares Russell Top 200 Growth ETF

IWM

iShares Russell 2000 ETF

XLK

Technology Select Sector SPDR Fund

XLP

Consumer Staples Select Sector SPDR Fund

XLV

Health Care Select Sector SPDR Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MH ETF is 18, meaning it’s performing worse than 82% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
XLK Technology Select Sector SPDR Fund	0.23	0.54	1.07	0.28	0.89
IWY iShares Russell Top 200 Growth ETF	0.47	0.82	1.12	0.52	1.67
SMH VanEck Vectors Semiconductor ETF	0.05	0.35	1.05	0.05	0.11
MOAT VanEck Vectors Morningstar Wide Moat ETF	0.04	0.27	1.04	0.09	0.31
XLV Health Care Select Sector SPDR Fund	-0.40	-0.39	0.95	-0.37	-0.84
XLP Consumer Staples Select Sector SPDR Fund	0.58	0.95	1.12	0.98	2.60
ACWI iShares MSCI ACWI ETF	0.57	0.97	1.14	0.65	2.83
FXI iShares China Large-Cap ETF	0.85	1.48	1.20	0.62	2.74
ARKK ARK Innovation ETF	0.37	0.71	1.09	0.17	0.94
IWM iShares Russell 2000 ETF	-0.06	0.12	1.01	-0.03	-0.10
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	-0.23	-0.15	0.98	-0.17	-0.76

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.

MH ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.29
5-Year: 0.75
All Time: 0.79

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 0.41 to 0.94, 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 MH ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

MH ETF provided a 0.94% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.94%	0.92%	1.01%	1.20%	0.89%	1.13%	1.43%	1.87%	1.46%	1.47%	1.91%	1.49%
Portfolio components:
XLK Technology Select Sector SPDR Fund	0.72%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%
IWY iShares Russell Top 200 Growth ETF	0.45%	0.42%	0.68%	0.88%	0.50%	0.71%	1.06%	1.32%	1.26%	1.51%	1.58%	1.44%
SMH VanEck Vectors Semiconductor ETF	0.48%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%	1.16%
MOAT VanEck Vectors Morningstar Wide Moat ETF	1.45%	1.37%	0.86%	1.25%	1.08%	1.45%	1.31%	1.79%	1.07%	1.17%	2.13%	1.34%
XLV Health Care Select Sector SPDR Fund	1.76%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%	1.35%
XLP Consumer Staples Select Sector SPDR Fund	2.52%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.53%	2.40%
ACWI iShares MSCI ACWI ETF	1.68%	1.70%	1.88%	1.79%	1.71%	1.43%	2.33%	2.25%	1.94%	2.19%	2.56%	2.26%
FXI iShares China Large-Cap ETF	1.54%	1.76%	3.17%	2.61%	1.60%	2.19%	2.74%	2.69%	2.31%	2.69%	2.90%	2.51%
ARKK ARK Innovation ETF	0.00%	0.00%	0.00%	0.00%	0.83%	1.31%	0.38%	3.14%	1.32%	0.00%	2.27%	0.00%
IWM iShares Russell 2000 ETF	1.23%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%	1.26%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	0.15%	0.13%	0.20%	0.23%	0.16%	0.19%	0.83%	1.44%	0.01%	0.06%	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 MH 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 MH ETF was 33.29%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current MH ETF drawdown is 9.44%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.29%	Dec 28, 2021	202	Oct 14, 2022	292	Dec 13, 2023	494
-30.76%	Feb 20, 2020	23	Mar 23, 2020	55	Jun 10, 2020	78
-22.62%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-20.44%	Aug 30, 2018	80	Dec 24, 2018	59	Mar 21, 2019	139
-12.37%	Jul 11, 2024	20	Aug 7, 2024	44	Oct 9, 2024	64

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 11 assets, with an effective number of assets of 6.23, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	XLP	FXI	XLV	ARKK	SMH	IWM	BOTZ	MOAT	XLK	IWY	ACWI	Portfolio
^GSPC	1.00	0.56	0.50	0.70	0.69	0.78	0.81	0.80	0.88	0.90	0.93	0.96	0.94
XLP	0.56	1.00	0.24	0.59	0.23	0.28	0.42	0.34	0.57	0.40	0.44	0.53	0.45
FXI	0.50	0.24	1.00	0.34	0.48	0.47	0.46	0.54	0.48	0.47	0.47	0.62	0.54
XLV	0.70	0.59	0.34	1.00	0.46	0.44	0.56	0.51	0.70	0.56	0.61	0.67	0.63
ARKK	0.69	0.23	0.48	0.46	1.00	0.66	0.73	0.71	0.65	0.70	0.72	0.70	0.78
SMH	0.78	0.28	0.47	0.44	0.66	1.00	0.65	0.76	0.67	0.87	0.80	0.77	0.90
IWM	0.81	0.42	0.46	0.56	0.73	0.65	1.00	0.74	0.83	0.67	0.68	0.82	0.77
BOTZ	0.80	0.34	0.54	0.51	0.71	0.76	0.74	1.00	0.73	0.77	0.77	0.84	0.83
MOAT	0.88	0.57	0.48	0.70	0.65	0.67	0.83	0.73	1.00	0.74	0.76	0.87	0.83
XLK	0.90	0.40	0.47	0.56	0.70	0.87	0.67	0.77	0.74	1.00	0.96	0.85	0.97
IWY	0.93	0.44	0.47	0.61	0.72	0.80	0.68	0.77	0.76	0.96	1.00	0.88	0.95
ACWI	0.96	0.53	0.62	0.67	0.70	0.77	0.82	0.84	0.87	0.85	0.88	1.00	0.92
Portfolio	0.94	0.45	0.54	0.63	0.78	0.90	0.77	0.83	0.83	0.97	0.95	0.92	1.00

The correlation results are calculated based on daily price changes starting from Sep 14, 2016

Performance Analysis

Risk Analysis

Optimization

Factor Model

MH ETF

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community