china
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
0883.HK CNOOC Ltd | Energy | 12.50% |
0941.HK China Mobile Ltd | Communication Services | 12.50% |
DXJ WisdomTree Japan Hedged Equity Fund | Japan Equities | 12.50% |
LLY Eli Lilly and Company | Healthcare | 12.50% |
NVDA NVIDIA Corporation | Technology | 12.50% |
NVO Novo Nordisk A/S | Healthcare | 12.50% |
PANW Palo Alto Networks, Inc. | Technology | 12.50% |
PGR The Progressive Corporation | Financial Services | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in china, 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 3 months.
The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW
Returns By Period
As of May 9, 2025, the china returned -2.02% Year-To-Date and 25.40% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| china | -2.02% | 10.95% | -5.71% | 6.89% | 35.93% | 25.40% |
| Portfolio components: | ||||||
0883.HK CNOOC Ltd | -12.63% | 3.39% | -7.50% | -9.04% | 24.70% | 10.11% |
0941.HK China Mobile Ltd | 9.07% | 6.08% | 16.77% | 28.06% | 14.55% | 2.74% |
NVDA NVIDIA Corporation | -12.59% | 21.88% | -21.15% | 29.85% | 69.90% | 70.64% |
LLY Eli Lilly and Company | -2.49% | 3.47% | -5.45% | -2.41% | 38.02% | 27.82% |
PANW Palo Alto Networks, Inc. | 3.61% | 23.60% | -2.57% | 24.44% | 38.44% | 21.70% |
PGR The Progressive Corporation | 20.90% | 9.04% | 13.48% | 34.29% | 32.53% | 28.88% |
NVO Novo Nordisk A/S | -23.40% | 5.28% | -38.78% | -47.79% | 17.10% | 10.67% |
DXJ WisdomTree Japan Hedged Equity Fund | 0.33% | 15.57% | 1.98% | 5.64% | 23.17% | 9.95% |
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 | -0.68% | 5.44% | -5.68% | 0.04% | -0.86% | -2.02% | |||||||
| 2024 | 11.94% | 8.51% | 6.36% | 1.99% | 6.46% | 7.72% | -5.25% | 8.08% | -3.99% | -1.21% | 1.43% | -2.51% | 45.11% |
| 2023 | 9.71% | 5.52% | 8.54% | 3.30% | 4.97% | 8.06% | 2.02% | 7.12% | -0.64% | 0.74% | 7.72% | 0.43% | 74.23% |
| 2022 | -1.42% | 2.85% | 7.42% | -5.44% | 2.62% | -3.49% | 3.35% | -0.72% | -5.89% | 5.82% | 8.91% | -4.20% | 8.74% |
| 2021 | 3.54% | 5.86% | -3.68% | 4.52% | 3.57% | 7.15% | 0.27% | 6.51% | -1.01% | 7.65% | 1.81% | 3.06% | 46.23% |
| 2020 | 1.80% | -6.74% | -3.55% | 9.29% | 5.06% | 1.95% | 2.48% | 6.97% | -2.51% | -6.45% | 9.07% | 5.28% | 23.07% |
| 2019 | 7.99% | 6.36% | 3.57% | -1.45% | -9.34% | 5.23% | -0.21% | -2.44% | 2.10% | 3.42% | 1.37% | 6.25% | 23.84% |
| 2018 | 5.71% | -2.27% | 0.01% | 2.82% | 2.83% | -1.32% | 3.29% | 7.65% | 2.99% | -10.18% | -0.58% | -5.40% | 4.28% |
| 2017 | 5.03% | 0.22% | -2.82% | 0.00% | 7.89% | 2.56% | 2.58% | 2.91% | 4.41% | 3.56% | 1.71% | 1.70% | 33.65% |
| 2016 | -6.02% | -2.83% | 8.83% | -0.59% | 2.87% | -0.62% | 5.68% | -0.46% | 3.18% | -2.41% | 2.07% | 4.72% | 14.36% |
| 2015 | 1.94% | 7.38% | 1.74% | 5.21% | 1.91% | -1.70% | 1.77% | -3.30% | -0.23% | 4.10% | 2.85% | -0.19% | 23.16% |
| 2014 | -3.33% | 10.51% | -2.91% | 0.84% | 3.87% | 4.23% | -0.48% | 6.62% | 0.08% | 2.18% | 3.56% | -3.05% | 23.36% |
Expense Ratio
china has an expense ratio of 0.06%, 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 china is 16, meaning it’s performing worse than 84% 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 | |
|---|---|---|---|---|---|
0883.HK CNOOC Ltd | -0.26 | -0.05 | 0.99 | -0.23 | -0.41 |
0941.HK China Mobile Ltd | 1.48 | 1.70 | 1.24 | 2.02 | 4.90 |
NVDA NVIDIA Corporation | 0.50 | 0.96 | 1.12 | 0.66 | 1.64 |
LLY Eli Lilly and Company | -0.06 | 0.18 | 1.03 | -0.08 | -0.17 |
PANW Palo Alto Networks, Inc. | 0.67 | 0.99 | 1.12 | 0.71 | 2.13 |
PGR The Progressive Corporation | 1.37 | 2.17 | 1.32 | 3.25 | 8.24 |
NVO Novo Nordisk A/S | -1.12 | -1.80 | 0.77 | -0.84 | -1.58 |
DXJ WisdomTree Japan Hedged Equity Fund | 0.22 | 0.46 | 1.07 | 0.26 | 0.76 |
Dividends
Dividend yield
china provided a 2.82% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.82% | 2.52% | 2.87% | 4.19% | 3.20% | 3.17% | 2.60% | 2.39% | 1.98% | 2.34% | 2.92% | 4.07% |
| Portfolio components: | ||||||||||||
0883.HK CNOOC Ltd | 8.38% | 7.33% | 10.31% | 18.84% | 6.85% | 9.05% | 5.63% | 4.96% | 3.83% | 3.81% | 7.06% | 5.46% |
0941.HK China Mobile Ltd | 5.99% | 6.54% | 7.16% | 8.95% | 7.24% | 7.36% | 4.45% | 4.52% | 3.62% | 3.27% | 3.32% | 3.49% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
LLY Eli Lilly and Company | 0.72% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% |
PANW Palo Alto Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PGR The Progressive Corporation | 1.73% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
NVO Novo Nordisk A/S | 2.49% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
DXJ WisdomTree Japan Hedged Equity Fund | 3.20% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% |
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.
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 27.06%, occurring on Mar 23, 2020. Recovery took 56 trading sessions.
The current china drawdown is 8.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 56 | Jun 10, 2020 | 79 |
| -20.06% | Oct 2, 2018 | 60 | Dec 24, 2018 | 61 | Mar 21, 2019 | 121 |
| -18.37% | Dec 7, 2015 | 47 | Feb 11, 2016 | 107 | Jul 12, 2016 | 154 |
| -17.69% | Oct 15, 2024 | 123 | Apr 7, 2025 | — | — | — |
| -13.76% | Jul 16, 2024 | 15 | Aug 5, 2024 | 19 | Aug 30, 2024 | 34 |
Volatility
Volatility Chart
The current china volatility is 8.94%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | 0941.HK | 0883.HK | PGR | NVO | LLY | PANW | NVDA | DXJ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.10 | 0.12 | 0.46 | 0.38 | 0.42 | 0.49 | 0.61 | 0.65 | 0.71 |
| 0941.HK | 0.10 | 1.00 | 0.44 | 0.05 | 0.07 | 0.04 | 0.03 | 0.05 | 0.15 | 0.33 |
| 0883.HK | 0.12 | 0.44 | 1.00 | 0.05 | 0.04 | 0.02 | 0.04 | 0.07 | 0.16 | 0.38 |
| PGR | 0.46 | 0.05 | 0.05 | 1.00 | 0.20 | 0.29 | 0.19 | 0.19 | 0.33 | 0.42 |
| NVO | 0.38 | 0.07 | 0.04 | 0.20 | 1.00 | 0.40 | 0.24 | 0.24 | 0.26 | 0.52 |
| LLY | 0.42 | 0.04 | 0.02 | 0.29 | 0.40 | 1.00 | 0.22 | 0.23 | 0.27 | 0.50 |
| PANW | 0.49 | 0.03 | 0.04 | 0.19 | 0.24 | 0.22 | 1.00 | 0.43 | 0.31 | 0.62 |
| NVDA | 0.61 | 0.05 | 0.07 | 0.19 | 0.24 | 0.23 | 0.43 | 1.00 | 0.37 | 0.66 |
| DXJ | 0.65 | 0.15 | 0.16 | 0.33 | 0.26 | 0.27 | 0.31 | 0.37 | 1.00 | 0.58 |
| Portfolio | 0.71 | 0.33 | 0.38 | 0.42 | 0.52 | 0.50 | 0.62 | 0.66 | 0.58 | 1.00 |