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Arnab Das IBKR Portfolio

Last updated Sep 23, 2023

Asset Allocation


STIP 10%SHV 10%SGLN.L 5%ACWI 15%VOO 9%VWO 9%IXG 9%IUSV 8%IXJ 7%IEUR 6%EWJ 5%LIT 4%VUG 3%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
STIP
iShares 0-5 Year TIPS Bond ETF
Inflation-Protected Bonds10%
SHV
iShares Short Treasury Bond ETF
Government Bonds10%
SGLN.L
iShares Physical Gold ETC
Precious Metals, Commodities5%
ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities15%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities9%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities9%
IXG
iShares Global Financials ETF
Financials Equities9%
IUSV
iShares Core S&P U.S. Value ETF
Large Cap Blend Equities8%
IXJ
iShares Global Healthcare ETF
Health & Biotech Equities7%
IEUR
iShares Core MSCI Europe ETF
Europe Equities6%
EWJ
iShares MSCI Japan ETF
Japan Equities5%
LIT
Global X Lithium & Battery Tech ETF
Commodity Producers Equities4%
VUG
Vanguard Growth ETF
Large Cap Growth Equities3%

Performance

The chart shows the growth of an initial investment of $10,000 in Arnab Das IBKR Portfolio , 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 Quarterly


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
4.19%
8.61%
Arnab Das IBKR Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Arnab Das IBKR Portfolio returned 6.72% Year-To-Date and 5.97% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%7.98%8.87%
Arnab Das IBKR Portfolio -0.40%4.37%6.72%13.72%6.28%5.97%
ACWI
iShares MSCI ACWI ETF
-0.69%6.99%10.99%18.96%6.51%6.88%
VOO
Vanguard S&P 500 ETF
-1.14%9.62%13.90%18.91%9.80%10.87%
IEUR
iShares Core MSCI Europe ETF
-1.14%2.67%8.27%30.09%3.64%2.89%
VWO
Vanguard FTSE Emerging Markets ETF
-0.71%1.22%3.19%8.96%2.25%1.86%
VUG
Vanguard Growth ETF
-1.59%13.42%28.52%24.52%11.88%12.63%
LIT
Global X Lithium & Battery Tech ETF
-4.11%-9.04%-6.25%-19.80%11.41%9.14%
IXJ
iShares Global Healthcare ETF
-1.75%2.77%-1.23%10.90%7.12%7.97%
EWJ
iShares MSCI Japan ETF
3.59%8.92%14.30%24.63%2.24%4.50%
IUSV
iShares Core S&P U.S. Value ETF
-1.29%7.35%8.26%19.62%8.08%8.45%
IXG
iShares Global Financials ETF
1.03%9.33%3.37%16.78%3.86%4.92%
SGLN.L
iShares Physical Gold ETC
0.48%-3.13%5.26%17.55%9.53%4.21%
STIP
iShares 0-5 Year TIPS Bond ETF
0.29%0.07%2.20%2.60%2.83%1.68%
SHV
iShares Short Treasury Bond ETF
0.41%2.35%3.46%4.39%1.57%1.08%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SHVSGLN.LSTIPLITIXJEWJVWOIXGVUGIUSVIEURVOOACWI
SHV1.000.120.15-0.05-0.02-0.03-0.03-0.08-0.04-0.06-0.04-0.05-0.05
SGLN.L0.121.000.320.070.060.060.13-0.020.030.010.120.020.08
STIP0.150.321.000.090.060.080.120.010.070.060.130.070.10
LIT-0.050.070.091.000.450.550.680.580.620.600.610.640.69
IXJ-0.020.060.060.451.000.600.550.610.710.700.690.760.76
EWJ-0.030.060.080.550.601.000.640.690.650.670.700.690.77
VWO-0.030.130.120.680.550.641.000.690.670.650.740.690.82
IXG-0.08-0.020.010.580.610.690.691.000.660.890.810.800.85
VUG-0.040.030.070.620.710.650.670.661.000.750.700.940.90
IUSV-0.060.010.060.600.700.670.650.890.751.000.760.910.88
IEUR-0.040.120.130.610.690.700.740.810.700.761.000.770.88
VOO-0.050.020.070.640.760.690.690.800.940.910.771.000.95
ACWI-0.050.080.100.690.760.770.820.850.900.880.880.951.00

Sharpe Ratio

The current Arnab Das IBKR Portfolio Sharpe ratio is 1.26. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.26

The Sharpe ratio of Arnab Das IBKR Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.26
1.10
Arnab Das IBKR Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Arnab Das IBKR Portfolio granted a 2.15% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Arnab Das IBKR Portfolio 2.15%2.47%1.78%1.52%2.34%2.54%1.95%2.05%2.13%1.79%1.58%2.04%
ACWI
iShares MSCI ACWI ETF
1.75%1.81%1.76%1.50%2.48%2.45%2.16%2.48%2.97%2.69%2.30%2.78%
VOO
Vanguard S&P 500 ETF
1.56%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
IEUR
iShares Core MSCI Europe ETF
3.01%3.12%3.03%2.31%3.62%4.32%3.13%3.90%3.52%0.83%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.07%4.17%2.77%2.06%3.58%3.30%2.71%3.03%4.03%3.64%3.58%2.95%
VUG
Vanguard Growth ETF
0.61%0.71%0.49%0.68%0.98%1.37%1.20%1.47%1.40%1.32%1.32%1.69%
LIT
Global X Lithium & Battery Tech ETF
1.32%0.99%0.22%0.41%1.89%2.62%3.48%2.37%0.27%1.21%0.37%2.77%
IXJ
iShares Global Healthcare ETF
1.30%1.18%1.14%1.31%1.49%2.24%1.58%1.89%3.17%1.57%1.75%2.68%
EWJ
iShares MSCI Japan ETF
0.90%1.24%2.12%1.08%2.14%1.84%1.36%2.15%1.43%1.51%1.29%2.27%
IUSV
iShares Core S&P U.S. Value ETF
2.00%2.24%1.93%2.53%2.37%2.96%2.20%2.53%3.02%2.26%2.42%2.84%
IXG
iShares Global Financials ETF
3.08%3.77%1.78%2.29%3.15%3.55%2.47%2.63%3.40%2.98%2.75%3.26%
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STIP
iShares 0-5 Year TIPS Bond ETF
2.51%6.17%4.49%1.58%2.35%2.84%1.90%1.08%0.00%0.91%0.38%1.30%
SHV
iShares Short Treasury Bond ETF
3.93%1.43%0.00%0.77%2.30%1.78%0.79%0.37%0.03%0.00%0.00%0.01%

Expense Ratio

The Arnab Das IBKR Portfolio has a high expense ratio of 0.22%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.75%
0.00%2.15%
0.49%
0.00%2.15%
0.46%
0.00%2.15%
0.32%
0.00%2.15%
0.15%
0.00%2.15%
0.09%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACWI
iShares MSCI ACWI ETF
0.95
VOO
Vanguard S&P 500 ETF
0.92
IEUR
iShares Core MSCI Europe ETF
1.28
VWO
Vanguard FTSE Emerging Markets ETF
0.36
VUG
Vanguard Growth ETF
0.93
LIT
Global X Lithium & Battery Tech ETF
-0.87
IXJ
iShares Global Healthcare ETF
0.78
EWJ
iShares MSCI Japan ETF
1.36
IUSV
iShares Core S&P U.S. Value ETF
1.02
IXG
iShares Global Financials ETF
0.70
SGLN.L
iShares Physical Gold ETC
0.48
STIP
iShares 0-5 Year TIPS Bond ETF
0.49
SHV
iShares Short Treasury Bond ETF
13.33

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.63%
-9.93%
Arnab Das IBKR Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Arnab Das IBKR Portfolio . A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Arnab Das IBKR Portfolio is 26.00%, recorded on Mar 23, 2020. It took 96 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26%Feb 13, 202028Mar 23, 202096Aug 6, 2020124
-19.53%Nov 15, 2021237Oct 12, 2022
-15.96%May 22, 2015187Feb 11, 2016216Dec 13, 2016403
-15.88%Jan 29, 2018234Dec 24, 2018220Nov 1, 2019454
-7.18%Sep 8, 201429Oct 16, 201491Feb 24, 2015120

Volatility Chart

The current Arnab Das IBKR Portfolio volatility is 2.46%, 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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.46%
3.32%
Arnab Das IBKR Portfolio
Benchmark (^GSPC)
Portfolio components