When the Chinese market starts gyrating, don't get caught off guard.
According to data from Kensho, a financial tool to quantify market events, there could be some stocks in your portfolio here that get hit by turbulence over there.
The FXI, the largest U.S.-listed Chinese ETF, typically falls in tandem with China's benchmark index, the Shanghai composite. It's also hugely volatile—having fallen more than 10 percent in one month some 22 times since 2005.
In those instances, some major U.S. market players also plunge. Take Citigroup. It has the most exposure to China among its big bank peers and is the worst performer when the FXI tanks: Citigroup's stock trades negative 91 percent of the time and falls nearly 18 percent on average.
According to Citigroup's latest 10-Q filing, it lists total China exposure of more than $21 billion.
Tech names are also vulnerable when China is under pressure. You might love Apple's dividend, but keep in mind that the company is becoming increasingly exposed to the Chinese markets through greater sales there.
CEO Tim Cook recently said that Apple will continue to invest there and that China will become Apple's largest market at some point in the future.
It's also a good idea to take money off the casino tables. Vegas names like Wynn Resorts, Las Vegas Sands and MGM Resorts have huge operations in Macau, China's version of Sin City. They typically notch double-digit losses when China tanks.
The China fallout effect isn't limited to banks, tech and casinos.
Historically, every single sector notches negative average returns when the FXI is plunging. Energy and materials get hit hardest, and the S&P 500 index itself trades negative more than 90 percent of the time and loses more than 5 percent on average.
So even when the market turmoil seems far from home, beware of trouble lurking in your portfolio.
Disclosure: NBCUniversal, parent of CNBC, is a minority investor in Kensho.