Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^NDX NASDAQ 100 Index | 60% | |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | Preferred Stock/Convertible Bonds | 20% |
GLD SPDR Gold Shares | Gold, Precious Metals | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dragon Portfolio US ETF EQQQ, 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 EQQQ returned -0.19% Year-To-Date and 16.53% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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 EQQQ | -0.18% | -4.55% | -0.19% | 2.93% | 33.42% | 23.38% | 13.47% | 16.53% |
| Portfolio components: | ||||||||
GLD SPDR Gold Shares | -1.92% | -8.98% | 8.35% | 20.07% | 49.92% | 32.51% | 21.53% | 13.97% |
^NDX NASDAQ 100 Index | 0.11% | -4.18% | -4.77% | -2.99% | 29.83% | 22.29% | 12.52% | 18.21% |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 0.90% | -0.62% | 4.97% | 2.12% | 26.68% | 13.89% | 4.08% | 11.32% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 17, 2009, Dragon Portfolio US ETF EQQQ's average daily return is +0.06%, while the average monthly return is +1.30%. At this rate, your investment would double in approximately 4.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Apr 2022 at -9.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Dragon Portfolio US ETF EQQQ closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Mar 16, 2020 at -9.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.12% | 0.76% | -5.92% | 1.12% | -0.19% | ||||||||
| 2025 | 3.31% | -1.51% | -3.05% | 2.43% | 5.58% | 4.40% | 1.78% | 1.95% | 6.80% | 4.15% | -0.15% | -0.08% | 28.25% |
| 2024 | 0.54% | 3.48% | 2.77% | -2.81% | 4.51% | 3.87% | 0.45% | 1.32% | 3.18% | 0.47% | 3.64% | -0.87% | 22.28% |
| 2023 | 8.72% | -1.66% | 7.38% | 0.22% | 4.78% | 4.64% | 3.40% | -1.78% | -4.60% | -0.88% | 8.37% | 4.88% | 37.70% |
| 2022 | -6.91% | -1.65% | 3.01% | -9.69% | -2.33% | -6.57% | 7.24% | -3.63% | -8.00% | 2.33% | 5.56% | -4.87% | -24.06% |
| 2021 | -0.04% | -0.70% | -0.21% | 4.77% | 0.36% | 3.11% | 1.99% | 3.01% | -4.64% | 5.89% | 0.20% | 1.31% | 15.66% |
Benchmark Metrics
Dragon Portfolio US ETF EQQQ has an annualized alpha of 5.33%, beta of 0.79, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since April 17, 2009.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.99%) than losses (74.01%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 5.33% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 5.33%
- Beta
- 0.79
- R²
- 0.83
- Upside Capture
- 92.99%
- Downside Capture
- 74.01%
Expense Ratio
Dragon Portfolio US ETF EQQQ has an expense ratio of 0.16%, 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.
Return for Risk
Risk / Return Rank
Dragon Portfolio US ETF EQQQ ranks 75 for risk / return — better than 75% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 0.88 | +0.78 |
Sortino ratioReturn per unit of downside risk | 2.37 | 1.37 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.39 | +1.08 |
Martin ratioReturn relative to average drawdown | 10.05 | 6.43 | +3.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
GLD SPDR Gold Shares | 78 | 1.77 | 2.19 | 1.32 | 2.57 | 9.28 |
^NDX NASDAQ 100 Index | 71 | 1.01 | 1.58 | 1.22 | 1.86 | 6.73 |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 80 | 1.59 | 2.18 | 1.30 | 3.14 | 10.35 |
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Dividends
Dividend yield
Dragon Portfolio US ETF EQQQ provided a 0.32% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.32% | 0.34% | 0.37% | 0.39% | 0.44% | 0.39% | 0.47% | 0.61% | 1.23% | 0.85% | 0.92% | 1.50% |
| Portfolio components: | ||||||||||||
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% |
^NDX NASDAQ 100 Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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 EQQQ. 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 EQQQ was 28.72%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current Dragon Portfolio US ETF EQQQ drawdown is 7.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.72% | Nov 22, 2021 | 226 | Oct 14, 2022 | 292 | Dec 13, 2023 | 518 |
| -24.56% | Feb 20, 2020 | 22 | Mar 20, 2020 | 50 | Jun 2, 2020 | 72 |
| -16.45% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -15.47% | Feb 19, 2025 | 35 | Apr 8, 2025 | 28 | May 19, 2025 | 63 |
| -11.8% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
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 3 assets, with an effective number of assets of 2.27, 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
| Benchmark | GLD | CWB | ^NDX | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.06 | 0.80 | 0.90 | 0.88 |
| GLD | 0.06 | 1.00 | 0.09 | 0.05 | 0.27 |
| CWB | 0.80 | 0.09 | 1.00 | 0.79 | 0.83 |
| ^NDX | 0.90 | 0.05 | 0.79 | 1.00 | 0.96 |
| Portfolio | 0.88 | 0.27 | 0.83 | 0.96 | 1.00 |