China
1. China: CNYA, MCHI
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CNYA iShares MSCI China A ETF | China Equities | 50% |
MCHI iShares MSCI China ETF | China Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 15, 2016, corresponding to the inception date of CNYA
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| China | 8.78% | 7.71% | 7.92% | 12.90% | 1.12% | N/A |
| Portfolio components: | ||||||
CNYA iShares MSCI China A ETF | 1.22% | 4.90% | -1.14% | 7.15% | 1.81% | N/A |
MCHI iShares MSCI China ETF | 16.13% | 10.70% | 17.05% | 18.19% | -0.09% | 0.60% |
Monthly Returns
The table below presents the monthly returns of China, 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 | 0.91% | 6.38% | 0.94% | -4.25% | 4.85% | 8.78% | |||||||
| 2024 | -9.24% | 8.15% | 0.87% | 3.91% | 1.88% | -3.41% | -0.36% | -0.64% | 21.60% | -3.41% | -2.18% | -0.63% | 14.43% |
| 2023 | 11.67% | -8.06% | 2.11% | -2.80% | -8.82% | 1.56% | 8.94% | -8.87% | -2.54% | -3.74% | 1.47% | -1.93% | -12.53% |
| 2022 | -4.06% | -2.34% | -9.86% | -7.47% | 3.36% | 9.48% | -9.12% | -2.23% | -11.75% | -13.00% | 23.77% | 1.15% | -24.48% |
| 2021 | 5.85% | -0.71% | -6.04% | 1.79% | 3.27% | -0.56% | -9.55% | 0.06% | -1.70% | 2.06% | -2.70% | -0.81% | -9.52% |
| 2020 | -8.28% | 6.41% | -8.46% | 4.90% | 1.50% | 8.61% | 11.84% | 5.52% | -2.75% | 3.84% | 4.29% | 4.78% | 34.56% |
| 2019 | 11.40% | 7.69% | 3.62% | 1.19% | -11.54% | 7.72% | -1.12% | -2.86% | -0.26% | 3.58% | 0.63% | 8.52% | 29.87% |
| 2018 | 10.46% | -7.08% | -0.59% | -3.35% | 1.66% | -8.06% | -0.77% | -5.87% | 0.80% | -9.68% | 4.07% | -5.81% | -23.17% |
| 2017 | 6.26% | 2.95% | 1.24% | 0.76% | 3.94% | 3.66% | 6.02% | 4.30% | 0.88% | 3.64% | 0.45% | 2.04% | 42.48% |
| 2016 | 2.30% | 3.60% | 4.35% | 1.23% | -1.22% | 1.80% | -7.22% | 4.44% |
Expense Ratio
China has an expense ratio of 0.60%, placing it in the medium range. 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 China is 15, meaning it’s performing worse than 85% 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.
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 | |
|---|---|---|---|---|---|
CNYA iShares MSCI China A ETF | 0.21 | 0.54 | 1.09 | 0.15 | 0.35 |
MCHI iShares MSCI China ETF | 0.53 | 1.10 | 1.15 | 0.39 | 1.58 |
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Dividends
Dividend yield
China provided a 2.24% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.24% | 2.41% | 3.86% | 2.42% | 1.08% | 1.05% | 1.33% | 2.76% | 1.27% | 1.52% | 1.38% | 1.17% |
| Portfolio components: | ||||||||||||
CNYA iShares MSCI China A ETF | 2.48% | 2.51% | 4.23% | 2.69% | 1.11% | 1.06% | 1.21% | 3.92% | 0.97% | 1.38% | 0.00% | 0.00% |
MCHI iShares MSCI China ETF | 1.99% | 2.31% | 3.49% | 2.15% | 1.04% | 1.04% | 1.45% | 1.60% | 1.56% | 1.66% | 2.76% | 2.35% |
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 China. 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 China was 54.99%, occurring on Feb 2, 2024. The portfolio has not yet recovered.
The current China drawdown is 36.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.99% | Feb 18, 2021 | 745 | Feb 2, 2024 | — | — | — |
| -33.69% | Jan 29, 2018 | 235 | Jan 3, 2019 | 378 | Jul 6, 2020 | 613 |
| -8.82% | Sep 23, 2016 | 67 | Dec 28, 2016 | 36 | Feb 21, 2017 | 103 |
| -7.3% | Sep 2, 2020 | 6 | Sep 10, 2020 | 22 | Oct 12, 2020 | 28 |
| -7.13% | Nov 22, 2017 | 11 | Dec 7, 2017 | 17 | Jan 3, 2018 | 28 |
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 2 assets, with an effective number of assets of 2.00, 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 | CNYA | MCHI | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.38 | 0.52 | 0.49 |
| CNYA | 0.38 | 1.00 | 0.73 | 0.90 |
| MCHI | 0.52 | 0.73 | 1.00 | 0.94 |
| Portfolio | 0.49 | 0.90 | 0.94 | 1.00 |