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ETF All-Rounder
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

ETF All-Rounder

Currency in USD · Last updated May 18, 2025

Asset Allocation

MCHI 30%VOO 30%XLP 25%XLV 15%EquityEquity
PositionCategory/SectorTarget Weight
MCHI
iShares MSCI China ETF		China Equities
30%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
30%
XLP
Consumer Staples Select Sector SPDR Fund		Consumer Staples Equities
25%
XLV
Health Care Select Sector SPDR Fund		Health & Biotech Equities
15%

Performance

Performance Chart

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The earliest data available for this chart is Mar 31, 2011, corresponding to the inception date of MCHI

Returns By Period

As of May 18, 2025, the ETF All-Rounder returned 6.16% Year-To-Date and 7.73% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.30%12.79%1.49%12.35%15.12%10.89%
ETF All-Rounder6.16%6.58%5.95%10.22%9.14%7.73%
Portfolio components:
XLP
Consumer Staples Select Sector SPDR Fund		4.95%0.24%3.97%7.66%9.97%8.07%
XLV
Health Care Select Sector SPDR Fund		-2.88%-1.77%-5.38%-7.57%7.32%7.66%
MCHI
iShares MSCI China ETF		16.13%10.41%17.05%17.42%-0.87%0.67%
VOO
Vanguard S&P 500 ETF		1.73%12.89%2.12%13.74%16.87%12.86%
*Annualized

Monthly Returns

The table below presents the monthly returns of ETF All-Rounder, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.93%4.32%-1.63%-2.41%2.97%6.16%
2024-1.88%4.50%2.76%-0.81%3.87%0.30%0.73%3.23%6.68%-2.81%1.57%-2.51%16.25%
20235.15%-5.36%3.78%0.52%-4.71%4.70%4.87%-4.42%-4.19%-2.49%5.49%2.37%4.75%
2022-3.05%-3.33%-0.48%-4.08%-0.15%-1.17%0.55%-2.65%-9.29%2.25%11.21%-2.17%-12.80%
20211.07%0.05%1.98%2.79%0.88%1.20%-1.73%1.47%-4.66%4.73%-2.48%5.01%10.34%
2020-2.19%-4.61%-8.06%8.78%2.83%2.39%7.12%5.37%-2.46%-0.42%6.91%2.79%18.38%
20198.18%2.30%2.46%2.07%-7.15%6.81%0.33%-1.05%0.90%2.47%2.79%4.43%26.45%
20186.80%-5.97%-1.68%-1.50%1.33%-0.30%2.69%0.42%0.53%-5.86%4.56%-8.67%-8.43%
20173.56%4.38%0.64%1.58%2.79%0.98%3.71%1.59%1.16%1.43%2.98%1.37%29.43%
2016-6.10%-0.70%6.79%-0.01%1.03%1.93%2.70%1.17%0.65%-2.57%0.05%-0.13%4.37%
2015-0.80%4.93%0.00%4.72%-0.39%-2.84%-1.09%-8.08%-1.75%7.48%-0.49%-0.41%0.39%
2014-4.90%4.24%0.43%0.09%2.90%1.68%0.67%3.46%-1.82%3.57%3.12%0.01%13.86%

Expense Ratio

ETF All-Rounder has an expense ratio of 0.24%, 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.

MCHI
iShares MSCI China ETF
XLP
Consumer Staples Select Sector SPDR Fund
XLV
Health Care Select Sector SPDR Fund
VOO
Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETF All-Rounder is 41, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of ETF All-Rounder is 4141
Overall Rank
The Sharpe Ratio Rank of ETF All-Rounder is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ETF All-Rounder is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ETF All-Rounder is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ETF All-Rounder is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ETF All-Rounder is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XLP
Consumer Staples Select Sector SPDR Fund		0.561.031.131.082.84
XLV
Health Care Select Sector SPDR Fund		-0.47-0.420.94-0.36-0.90
MCHI
iShares MSCI China ETF		0.531.101.150.391.58
VOO
Vanguard S&P 500 ETF		0.721.201.180.813.09

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ETF All-Rounder Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.64
  • 5-Year: 0.63
  • 10-Year: 0.47
  • All Time: 0.61

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of ETF All-Rounder compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

ETF All-Rounder provided a 1.86% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.86%2.01%2.38%1.99%1.45%1.62%1.97%2.09%1.88%1.97%2.31%2.06%
Portfolio components:
XLP
Consumer Staples Select Sector SPDR Fund		2.49%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.53%2.40%
XLV
Health Care Select Sector SPDR Fund		1.76%1.67%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%
MCHI
iShares MSCI China ETF		1.99%2.31%3.49%2.16%1.04%1.04%1.45%1.60%1.56%1.66%2.76%2.35%
VOO
Vanguard S&P 500 ETF		1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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 ETF All-Rounder. 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 ETF All-Rounder was 26.40%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current ETF All-Rounder drawdown is 2.18%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.4%Jan 21, 202044Mar 23, 202072Jul 6, 2020116
-22.51%Jan 13, 2022190Oct 14, 2022395May 13, 2024585
-20.08%Apr 23, 2015204Feb 11, 2016253Feb 13, 2017457
-20.04%Jan 29, 2018229Dec 24, 2018219Nov 6, 2019448
-18.92%Jun 1, 201187Oct 3, 201194Feb 16, 2012181

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 4 assets, with an effective number of assets of 3.77, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCMCHIXLPXLVVOOPortfolio
^GSPC1.000.570.640.751.000.86
MCHI0.571.000.320.400.570.84
XLP0.640.321.000.630.640.67
XLV0.750.400.631.000.750.74
VOO1.000.570.640.751.000.87
Portfolio0.860.840.670.740.871.00
The correlation results are calculated based on daily price changes starting from Apr 1, 2011