20230828-2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EFA iShares MSCI EAFE ETF | Foreign Large Cap Equities | 20% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 10% |
KWEB KraneShares CSI China Internet ETF | China Equities | 10% |
QQQ Invesco QQQ | Large Cap Blend Equities | 10% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | REIT | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 1, 2013, corresponding to the inception date of KWEB
Returns By Period
As of May 11, 2025, the 20230828-2 returned 3.25% Year-To-Date and 9.18% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| 20230828-2 | 3.25% | 8.73% | 0.67% | 10.41% | 12.52% | 9.18% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.41% | 7.59% | -5.06% | 9.79% | 15.86% | 12.42% |
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
EFA iShares MSCI EAFE ETF | 13.70% | 11.59% | 10.08% | 10.36% | 11.86% | 5.47% |
KWEB KraneShares CSI China Internet ETF | 12.62% | 11.17% | 6.44% | 13.16% | -5.65% | -0.13% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 9.53% | 9.97% | 4.86% | 8.32% | 2.63% | 1.02% |
INDA iShares MSCI India ETF | -0.47% | 3.70% | -2.93% | 2.72% | 16.63% | 7.14% |
Monthly Returns
The table below presents the monthly returns of 20230828-2, 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 | 2.78% | 0.23% | -1.87% | 0.75% | 1.36% | 3.25% | |||||||
| 2024 | -0.88% | 4.20% | 3.01% | -2.28% | 4.49% | 1.15% | 1.42% | 1.97% | 4.95% | -3.37% | 2.43% | -2.33% | 15.29% |
| 2023 | 7.09% | -4.12% | 3.64% | 1.12% | -1.31% | 5.60% | 4.91% | -3.31% | -3.98% | -2.76% | 8.75% | 4.69% | 20.94% |
| 2022 | -3.65% | -4.09% | 0.77% | -7.17% | -0.04% | -5.84% | 5.83% | -3.47% | -9.90% | 2.71% | 11.02% | -3.55% | -17.64% |
| 2021 | 0.25% | 2.67% | 1.28% | 3.11% | 1.29% | 1.15% | -1.20% | 3.09% | -3.97% | 4.55% | -2.41% | 2.35% | 12.47% |
| 2020 | -0.85% | -6.50% | -13.72% | 10.06% | 4.92% | 4.69% | 5.47% | 6.28% | -2.90% | -1.90% | 10.90% | 4.59% | 19.77% |
| 2019 | 7.85% | 2.75% | 2.54% | 3.00% | -6.22% | 5.81% | -0.82% | -1.43% | 1.88% | 3.58% | 2.33% | 3.25% | 26.59% |
| 2018 | 6.26% | -4.47% | -1.70% | 0.36% | 1.09% | -0.53% | 2.51% | 0.39% | -1.12% | -7.95% | 2.70% | -6.62% | -9.54% |
| 2017 | 3.77% | 3.47% | 2.26% | 2.19% | 2.81% | 0.05% | 4.19% | 0.76% | 1.04% | 2.43% | 1.58% | 2.00% | 29.93% |
| 2016 | -6.04% | -1.83% | 7.87% | 0.57% | 0.87% | -0.70% | 4.39% | 1.39% | 1.18% | -2.27% | -0.40% | 0.78% | 5.30% |
| 2015 | -0.15% | 4.85% | -1.20% | 2.59% | 1.29% | -2.14% | 0.68% | -7.73% | -2.00% | 8.39% | 0.34% | -1.42% | 2.68% |
| 2014 | -3.60% | 5.68% | 0.29% | -0.31% | 3.53% | 2.82% | -0.70% | 2.92% | -3.41% | 2.71% | 1.49% | -3.04% | 8.16% |
Expense Ratio
20230828-2 has an expense ratio of 0.25%, 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 20230828-2 is 56, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
EFA iShares MSCI EAFE ETF | 0.61 | 1.02 | 1.14 | 0.80 | 2.41 |
KWEB KraneShares CSI China Internet ETF | 0.31 | 0.80 | 1.10 | 0.19 | 0.91 |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.52 | 0.83 | 1.10 | 0.29 | 1.01 |
INDA iShares MSCI India ETF | 0.15 | 0.25 | 1.03 | 0.09 | 0.19 |
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Dividends
Dividend yield
20230828-2 provided a 2.03% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.03% | 2.14% | 1.80% | 1.35% | 3.20% | 1.25% | 2.31% | 2.49% | 1.86% | 2.25% | 1.94% | 2.19% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
EFA iShares MSCI EAFE ETF | 2.85% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
KWEB KraneShares CSI China Internet ETF | 3.11% | 3.51% | 1.71% | 0.00% | 7.07% | 0.29% | 0.08% | 3.40% | 0.58% | 1.19% | 0.46% | 0.89% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.71% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% |
INDA iShares MSCI India ETF | 0.76% | 0.76% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% |
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 20230828-2. 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 20230828-2 was 32.93%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current 20230828-2 drawdown is 2.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.93% | Feb 13, 2020 | 27 | Mar 23, 2020 | 94 | Aug 5, 2020 | 121 |
| -28.4% | Nov 17, 2021 | 229 | Oct 14, 2022 | 339 | Feb 22, 2024 | 568 |
| -20.31% | Jan 29, 2018 | 229 | Dec 24, 2018 | 212 | Oct 28, 2019 | 441 |
| -17.89% | May 26, 2015 | 182 | Feb 11, 2016 | 128 | Aug 15, 2016 | 310 |
| -14.92% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
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 6 assets, with an effective number of assets of 4.17, 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 | KWEB | INDA | VNQI | QQQ | EFA | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.50 | 0.55 | 0.66 | 0.91 | 0.80 | 1.00 | 0.91 |
| KWEB | 0.50 | 1.00 | 0.40 | 0.53 | 0.55 | 0.53 | 0.50 | 0.71 |
| INDA | 0.55 | 0.40 | 1.00 | 0.58 | 0.49 | 0.60 | 0.55 | 0.68 |
| VNQI | 0.66 | 0.53 | 0.58 | 1.00 | 0.58 | 0.82 | 0.66 | 0.80 |
| QQQ | 0.91 | 0.55 | 0.49 | 0.58 | 1.00 | 0.70 | 0.90 | 0.86 |
| EFA | 0.80 | 0.53 | 0.60 | 0.82 | 0.70 | 1.00 | 0.80 | 0.89 |
| VOO | 1.00 | 0.50 | 0.55 | 0.66 | 0.90 | 0.80 | 1.00 | 0.91 |
| Portfolio | 0.91 | 0.71 | 0.68 | 0.80 | 0.86 | 0.89 | 0.91 | 1.00 |