UOB - BAM 2025 Q1
Let's see how a robo app does in terms of asset allocation for 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAXJ iShares MSCI All Country Asia ex-Japan ETF | Asia Pacific Equities | 7.90% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 13% |
FDRXX Fidelity Government Cash Reserves | Money Market | 2.92% |
GOVT iShares U.S. Treasury Bond ETF | Government Bonds | 7.80% |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | High Yield Bonds | 4.03% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | High Yield Bonds | 8.07% |
IEUR iShares Core MSCI Europe ETF | Europe Equities | 8.15% |
QQQ Invesco QQQ | Large Cap Blend Equities | 43.13% |
USRT iShares Core U.S. REIT ETF | REIT | 5% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
As of May 14, 2025, the UOB - BAM 2025 Q1 returned 3.16% Year-To-Date and 9.60% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| UOB - BAM 2025 Q1 | 3.16% | 8.23% | 2.80% | 12.34% | 10.98% | 9.60% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 1.00% | 13.47% | 0.83% | 17.08% | 18.92% | 17.54% |
IEUR iShares Core MSCI Europe ETF | 18.30% | 9.05% | 16.36% | 11.45% | 14.13% | 5.76% |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 8.13% | 10.66% | 6.52% | 11.00% | 5.88% | 3.32% |
USRT iShares Core U.S. REIT ETF | -0.99% | 6.68% | -4.93% | 11.14% | 11.36% | 5.46% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 3.00% | 4.09% | 3.03% | 9.62% | 5.57% | 3.97% |
GOVT iShares U.S. Treasury Bond ETF | -0.49% | 0.12% | 1.71% | 4.50% | -2.22% | 0.77% |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 2.33% | 3.28% | 2.29% | 9.13% | 4.74% | 3.83% |
FDRXX Fidelity Government Cash Reserves | 0.65% | 0.00% | 1.39% | 3.93% | 2.32% | 1.28% |
BND Vanguard Total Bond Market ETF | 1.82% | 0.70% | 1.61% | 5.03% | -0.99% | 1.40% |
Monthly Returns
The table below presents the monthly returns of UOB - BAM 2025 Q1, 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 | 1.69% | 0.07% | -3.50% | 0.84% | 4.18% | 3.16% | |||||||
| 2024 | 0.16% | 2.68% | 1.51% | -3.03% | 4.21% | 3.14% | 0.65% | 1.64% | 2.41% | -1.85% | 2.57% | -0.72% | 13.95% |
| 2023 | 7.76% | -1.90% | 5.21% | 0.58% | 2.20% | 3.74% | 2.61% | -1.81% | -3.79% | -2.04% | 7.96% | 4.72% | 27.34% |
| 2022 | -5.23% | -3.33% | 1.27% | -8.24% | -0.54% | -6.37% | 7.12% | -4.14% | -8.22% | 2.18% | 6.76% | -4.67% | -22.30% |
| 2021 | 0.19% | 0.17% | 0.86% | 3.71% | 0.02% | 3.06% | 1.27% | 2.20% | -3.83% | 4.23% | 0.09% | 1.65% | 14.21% |
| 2020 | 1.09% | -3.46% | -7.90% | 8.84% | 4.05% | 3.90% | 5.13% | 5.29% | -3.06% | -1.84% | 7.98% | 3.32% | 24.30% |
| 2019 | 6.47% | 1.72% | 2.63% | 2.96% | -4.44% | 4.97% | 0.68% | -0.51% | 0.84% | 2.75% | 1.86% | 2.75% | 24.70% |
| 2018 | 4.35% | -2.22% | -1.39% | 0.16% | 2.51% | 0.18% | 1.83% | 2.35% | -0.32% | -5.60% | 0.64% | -4.63% | -2.58% |
| 2017 | 3.24% | 2.62% | 1.41% | 1.95% | 2.58% | -0.84% | 2.63% | 1.25% | 0.10% | 2.31% | 0.96% | 0.71% | 20.54% |
| 2016 | -4.00% | -0.68% | 5.37% | -0.96% | 1.93% | -0.07% | 4.30% | 0.55% | 1.41% | -1.69% | -0.91% | 1.14% | 6.18% |
| 2015 | 0.11% | 3.69% | -1.04% | 1.59% | 0.77% | -2.30% | 2.12% | -4.82% | -1.37% | 6.65% | -0.18% | -1.26% | 3.53% |
| 2014 | 1.23% | 0.17% | 2.93% | -1.82% | 1.84% | 2.33% | -1.74% | 4.94% |
Expense Ratio
UOB - BAM 2025 Q1 has an expense ratio of 0.23%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of UOB - BAM 2025 Q1 is 51, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.67 | 0.97 | 1.14 | 0.64 | 2.06 |
IEUR iShares Core MSCI Europe ETF | 0.64 | 0.87 | 1.12 | 0.66 | 1.76 |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 0.53 | 0.78 | 1.10 | 0.29 | 1.23 |
USRT iShares Core U.S. REIT ETF | 0.61 | 0.78 | 1.10 | 0.45 | 1.54 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 1.68 | 2.31 | 1.33 | 1.93 | 10.15 |
GOVT iShares U.S. Treasury Bond ETF | 0.75 | 0.93 | 1.12 | 0.23 | 1.65 |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 1.26 | 1.71 | 1.25 | 1.63 | 8.53 |
FDRXX Fidelity Government Cash Reserves | 3.03 | — | — | — | — |
BND Vanguard Total Bond Market ETF | 0.95 | 1.13 | 1.13 | 0.32 | 1.95 |
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Dividends
Dividend yield
UOB - BAM 2025 Q1 provided a 2.37% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.37% | 2.42% | 2.32% | 2.11% | 1.58% | 1.67% | 2.09% | 2.35% | 2.01% | 2.17% | 2.24% | 2.16% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
IEUR iShares Core MSCI Europe ETF | 2.99% | 3.54% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 1.72% | 1.86% | 2.26% | 1.74% | 2.21% | 1.06% | 1.83% | 2.10% | 1.99% | 1.77% | 2.44% | 1.78% |
USRT iShares Core U.S. REIT ETF | 2.85% | 2.85% | 3.18% | 3.47% | 2.27% | 3.12% | 3.34% | 5.66% | 3.43% | 3.98% | 3.59% | 3.46% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.82% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% |
GOVT iShares U.S. Treasury Bond ETF | 3.37% | 3.14% | 2.65% | 1.77% | 0.96% | 1.28% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% | 1.17% |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 6.62% | 6.34% | 6.27% | 6.47% | 5.33% | 5.56% | 6.14% | 5.71% | 5.86% | 6.25% | 7.64% | 6.77% |
FDRXX Fidelity Government Cash Reserves | 3.84% | 4.84% | 4.69% | 1.33% | 0.01% | 0.28% | 1.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.77% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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 UOB - BAM 2025 Q1. 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 UOB - BAM 2025 Q1 was 26.91%, occurring on Oct 14, 2022. Recovery took 334 trading sessions.
The current UOB - BAM 2025 Q1 drawdown is 0.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.91% | Dec 28, 2021 | 204 | Oct 14, 2022 | 334 | Feb 7, 2024 | 538 |
| -22.34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 8, 2020 | 78 |
| -13.36% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -13.12% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -10.75% | Apr 27, 2015 | 202 | Feb 11, 2016 | 102 | Jul 8, 2016 | 304 |
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 9 assets, with an effective number of assets of 4.28, 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
| ^GSPC | FDRXX | BND | GOVT | HYEM | USRT | AAXJ | IEUR | HYG | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.04 | -0.03 | -0.17 | 0.41 | 0.58 | 0.67 | 0.75 | 0.72 | 0.91 | 0.93 |
| FDRXX | -0.04 | 1.00 | 0.02 | 0.03 | -0.02 | -0.03 | -0.04 | -0.04 | -0.04 | -0.03 | -0.04 |
| BND | -0.03 | 0.02 | 1.00 | 0.92 | 0.20 | 0.20 | -0.01 | 0.02 | 0.22 | 0.01 | 0.11 |
| GOVT | -0.17 | 0.03 | 0.92 | 1.00 | 0.12 | 0.10 | -0.11 | -0.10 | 0.07 | -0.11 | -0.02 |
| HYEM | 0.41 | -0.02 | 0.20 | 0.12 | 1.00 | 0.31 | 0.40 | 0.40 | 0.49 | 0.38 | 0.46 |
| USRT | 0.58 | -0.03 | 0.20 | 0.10 | 0.31 | 1.00 | 0.38 | 0.50 | 0.51 | 0.45 | 0.55 |
| AAXJ | 0.67 | -0.04 | -0.01 | -0.11 | 0.40 | 0.38 | 1.00 | 0.71 | 0.58 | 0.66 | 0.76 |
| IEUR | 0.75 | -0.04 | 0.02 | -0.10 | 0.40 | 0.50 | 0.71 | 1.00 | 0.66 | 0.65 | 0.76 |
| HYG | 0.72 | -0.04 | 0.22 | 0.07 | 0.49 | 0.51 | 0.58 | 0.66 | 1.00 | 0.65 | 0.74 |
| QQQ | 0.91 | -0.03 | 0.01 | -0.11 | 0.38 | 0.45 | 0.66 | 0.65 | 0.65 | 1.00 | 0.96 |
| Portfolio | 0.93 | -0.04 | 0.11 | -0.02 | 0.46 | 0.55 | 0.76 | 0.76 | 0.74 | 0.96 | 1.00 |