MH ETF
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MH 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 Quarterly
The earliest data available for this chart is Sep 13, 2016, corresponding to the inception date of BOTZ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
| MH ETF | 22.28% | 3.23% | 18.30% | 43.65% | 20.48% | N/A |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 20.59% | 3.95% | 19.29% | 41.90% | 24.63% | 21.16% |
IWY iShares Russell Top 200 Growth ETF | 28.79% | 3.02% | 21.65% | 47.36% | 21.63% | 17.89% |
SMH VanEck Vectors Semiconductor ETF | 43.83% | 5.72% | 23.88% | 78.06% | 36.11% | 29.71% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 14.29% | 2.03% | 14.14% | 33.10% | 14.99% | 13.73% |
XLV Health Care Select Sector SPDR Fund | 13.55% | -1.02% | 10.63% | 21.47% | 12.58% | 11.00% |
XLP Consumer Staples Select Sector SPDR Fund | 16.50% | -0.45% | 10.85% | 25.69% | 8.96% | 8.98% |
ACWI iShares MSCI ACWI ETF | 18.97% | 1.96% | 14.66% | 35.21% | 11.91% | 9.73% |
FXI iShares China Large-Cap ETF | 32.51% | 16.91% | 30.39% | 30.49% | -2.91% | 0.43% |
ARKK ARK Innovation ETF | -9.53% | 1.02% | 11.22% | 31.50% | 3.31% | N/A |
IWM iShares Russell 2000 ETF | 11.63% | 0.58% | 14.43% | 35.11% | 8.98% | 8.64% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 12.65% | 3.45% | 10.29% | 39.30% | 9.75% | N/A |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.25% | 6.68% | 2.39% | -4.91% | 5.81% | 5.07% | -0.88% | 1.66% | 2.50% | 22.28% | |||
| 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% | -7.00% | -26.46% |
| 2021 | 0.77% | 1.37% | 2.02% | 3.62% | -0.10% | 5.10% | 1.56% | 2.87% | -5.41% | 6.82% | 1.56% | 3.09% | 25.29% |
| 2020 | 0.67% | -5.90% | -9.63% | 13.54% | 6.08% | 5.09% | 6.63% | 9.00% | -3.57% | -2.73% | 12.79% | 5.22% | 40.18% |
| 2019 | 8.37% | 4.94% | 2.80% | 4.78% | -8.79% | 8.84% | 2.43% | -1.86% | 1.68% | 3.89% | 4.80% | 4.85% | 41.91% |
| 2018 | 7.41% | -2.69% | -2.89% | -1.16% | 5.05% | 0.03% | 2.87% | 4.51% | -0.09% | -7.95% | 1.78% | -8.60% | -3.04% |
| 2017 | 3.75% | 4.28% | 1.81% | 1.79% | 4.06% | -1.00% | 3.27% | 2.76% | 1.65% | 4.35% | 2.06% | 0.78% | 33.72% |
| 2016 | 3.38% | -2.42% | 1.51% | 1.55% | 3.99% |
Expense Ratio
MH ETF has an expense ratio of 0.27%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MH ETF is 33, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.84 | 2.39 | 1.33 | 2.33 | 8.16 |
IWY iShares Russell Top 200 Growth ETF | 2.62 | 3.34 | 1.46 | 3.23 | 12.42 |
SMH VanEck Vectors Semiconductor ETF | 2.19 | 2.67 | 1.36 | 3.03 | 8.72 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 2.51 | 3.50 | 1.45 | 2.09 | 14.08 |
XLV Health Care Select Sector SPDR Fund | 1.95 | 2.66 | 1.36 | 1.80 | 10.24 |
XLP Consumer Staples Select Sector SPDR Fund | 2.47 | 3.53 | 1.43 | 1.80 | 19.39 |
ACWI iShares MSCI ACWI ETF | 2.82 | 3.85 | 1.51 | 2.33 | 19.06 |
FXI iShares China Large-Cap ETF | 0.88 | 1.47 | 1.18 | 0.48 | 2.73 |
ARKK ARK Innovation ETF | 0.82 | 1.32 | 1.16 | 0.38 | 2.08 |
IWM iShares Russell 2000 ETF | 1.58 | 2.28 | 1.27 | 1.07 | 8.92 |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 1.68 | 2.28 | 1.29 | 0.84 | 6.94 |
Dividends
Dividend yield
MH ETF granted a 0.86% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MH ETF | 0.86% | 1.01% | 1.38% | 0.97% | 1.24% | 2.10% | 2.15% | 1.67% | 1.59% | 2.23% | 1.66% | 1.75% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.68% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
IWY iShares Russell Top 200 Growth ETF | 0.50% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.75% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
XLV Health Care Select Sector SPDR Fund | 1.48% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
XLP Consumer Staples Select Sector SPDR Fund | 2.57% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
ACWI iShares MSCI ACWI ETF | 1.58% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
FXI iShares China Large-Cap ETF | 2.18% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% | 2.64% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 0.00% | 0.00% |
IWM iShares Russell 2000 ETF | 1.16% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.15% | 0.20% | 0.23% | 0.16% | 0.19% | 0.83% | 1.44% | 0.01% | 0.06% | 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 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 1.54%.
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 |
| -20.22% | 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 |
| -10.53% | Jan 29, 2018 | 9 | Feb 8, 2018 | 87 | Jun 14, 2018 | 96 |
Volatility
Volatility Chart
The current MH ETF volatility is 3.89%, 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
Asset Correlations Table
| XLP | FXI | XLV | ARKK | SMH | IWM | BOTZ | XLK | MOAT | IWY | ACWI | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| XLP | 1.00 | 0.24 | 0.59 | 0.25 | 0.30 | 0.42 | 0.35 | 0.42 | 0.57 | 0.47 | 0.55 |
| FXI | 0.24 | 1.00 | 0.34 | 0.49 | 0.49 | 0.47 | 0.55 | 0.49 | 0.49 | 0.49 | 0.63 |
| XLV | 0.59 | 0.34 | 1.00 | 0.47 | 0.45 | 0.56 | 0.53 | 0.57 | 0.70 | 0.63 | 0.68 |
| ARKK | 0.25 | 0.49 | 0.47 | 1.00 | 0.65 | 0.73 | 0.71 | 0.69 | 0.66 | 0.71 | 0.69 |
| SMH | 0.30 | 0.49 | 0.45 | 0.65 | 1.00 | 0.64 | 0.75 | 0.86 | 0.67 | 0.80 | 0.77 |
| IWM | 0.42 | 0.47 | 0.56 | 0.73 | 0.64 | 1.00 | 0.74 | 0.66 | 0.84 | 0.67 | 0.82 |
| BOTZ | 0.35 | 0.55 | 0.53 | 0.71 | 0.75 | 0.74 | 1.00 | 0.76 | 0.74 | 0.77 | 0.84 |
| XLK | 0.42 | 0.49 | 0.57 | 0.69 | 0.86 | 0.66 | 0.76 | 1.00 | 0.75 | 0.96 | 0.85 |
| MOAT | 0.57 | 0.49 | 0.70 | 0.66 | 0.67 | 0.84 | 0.74 | 0.75 | 1.00 | 0.77 | 0.88 |
| IWY | 0.47 | 0.49 | 0.63 | 0.71 | 0.80 | 0.67 | 0.77 | 0.96 | 0.77 | 1.00 | 0.87 |
| ACWI | 0.55 | 0.63 | 0.68 | 0.69 | 0.77 | 0.82 | 0.84 | 0.85 | 0.88 | 0.87 | 1.00 |