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 S&P 500 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.