Arnab Das IBKR Portfolio
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 7.50% | -1.61% | 17.65% | 26.26% | 11.73% | 10.64% |
Arnab Das IBKR Portfolio | 4.78% | 0.30% | 11.02% | 13.19% | 7.29% | N/A |
Portfolio components: | ||||||
iShares MSCI ACWI ETF | 6.54% | -0.73% | 16.71% | 19.79% | 10.00% | 8.58% |
Vanguard S&P 500 ETF | 7.94% | -1.37% | 18.53% | 25.90% | 13.55% | 12.69% |
iShares Core MSCI Europe ETF | 4.33% | 0.10% | 16.35% | 8.65% | 7.26% | N/A |
Vanguard FTSE Emerging Markets ETF | 6.25% | 3.58% | 12.91% | 11.80% | 3.80% | 3.52% |
Vanguard Growth ETF | 9.19% | -1.11% | 21.51% | 35.29% | 16.37% | 14.93% |
Global X Lithium & Battery Tech ETF | -9.70% | 2.29% | -5.99% | -23.44% | 11.31% | 7.31% |
iShares Global Healthcare ETF | 3.39% | -0.90% | 11.12% | 4.73% | 9.74% | 8.78% |
iShares MSCI Japan ETF | 7.98% | -0.87% | 13.28% | 18.79% | 6.54% | 6.19% |
iShares Core S&P U.S. Value ETF | 4.01% | -1.74% | 15.81% | 20.54% | 11.38% | 10.07% |
iShares Global Financials ETF | 7.97% | -1.13% | 19.79% | 23.95% | 8.26% | 6.98% |
iShares Physical Gold ETC | 10.95% | -1.59% | 15.02% | 13.70% | 11.65% | 8.79% |
iShares 0-5 Year TIPS Bond ETF | 1.21% | 0.32% | 2.72% | 3.08% | 3.15% | 2.02% |
iShares Short Treasury Bond ETF | 1.69% | 0.37% | 2.59% | 5.21% | 1.89% | 1.35% |
USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.25% | 2.98% | 1.87% | -1.52% | ||||||||
2023 | -1.62% | 5.72% | 2.98% |
Expense Ratio
Arnab Das IBKR Portfolio features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | |
---|---|---|---|---|---|
iShares MSCI ACWI ETF | 1.85 | 2.67 | 1.32 | 1.48 | 6.24 |
Vanguard S&P 500 ETF | 2.33 | 3.33 | 1.40 | 2.02 | 9.40 |
iShares Core MSCI Europe ETF | 0.74 | 1.16 | 1.13 | 0.61 | 2.21 |
Vanguard FTSE Emerging Markets ETF | 1.00 | 1.51 | 1.17 | 0.51 | 2.86 |
Vanguard Growth ETF | 2.39 | 3.27 | 1.41 | 1.60 | 11.80 |
Global X Lithium & Battery Tech ETF | -0.78 | -1.03 | 0.89 | -0.37 | -0.83 |
iShares Global Healthcare ETF | 0.48 | 0.75 | 1.09 | 0.39 | 1.47 |
iShares MSCI Japan ETF | 1.39 | 1.98 | 1.23 | 1.02 | 5.64 |
iShares Core S&P U.S. Value ETF | 1.90 | 2.76 | 1.33 | 1.90 | 6.00 |
iShares Global Financials ETF | 2.04 | 2.90 | 1.35 | 1.45 | 7.63 |
iShares Physical Gold ETC | 1.27 | 2.01 | 1.24 | 1.63 | 3.68 |
iShares 0-5 Year TIPS Bond ETF | 1.23 | 1.97 | 1.23 | 1.00 | 5.14 |
iShares Short Treasury Bond ETF | 18.59 | 137.06 | 61.35 | 193.35 | 2,009.11 |
USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Arnab Das IBKR Portfolio granted a 1.69% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Arnab Das IBKR Portfolio | 1.69% | 1.75% | 2.06% | 1.44% | 1.10% | 1.70% | 1.76% | 1.36% | 1.45% | 1.56% | 1.35% | 1.22% |
Portfolio components: | ||||||||||||
iShares MSCI ACWI ETF | 1.77% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Vanguard S&P 500 ETF | 1.36% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
iShares Core MSCI Europe ETF | 3.04% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% | 0.00% |
Vanguard FTSE Emerging Markets ETF | 3.34% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Vanguard Growth ETF | 0.54% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Global X Lithium & Battery Tech ETF | 1.23% | 1.11% | 0.99% | 0.22% | 0.40% | 1.85% | 2.52% | 3.26% | 2.15% | 0.24% | 1.07% | 0.32% |
iShares Global Healthcare ETF | 1.34% | 1.38% | 1.17% | 1.12% | 1.27% | 1.42% | 2.11% | 1.46% | 1.73% | 2.84% | 1.37% | 1.50% |
iShares MSCI Japan ETF | 1.88% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% | 1.11% |
iShares Core S&P U.S. Value ETF | 1.80% | 1.75% | 2.22% | 1.87% | 2.40% | 2.19% | 2.67% | 1.93% | 2.18% | 2.54% | 1.86% | 1.95% |
iShares Global Financials ETF | 2.43% | 2.62% | 3.71% | 1.69% | 2.13% | 2.87% | 3.14% | 2.12% | 2.21% | 2.79% | 2.38% | 2.14% |
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% |
iShares 0-5 Year TIPS Bond ETF | 2.80% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% | 0.74% | 0.31% |
iShares Short Treasury Bond ETF | 5.11% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 0.00% | 0.00% |
USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Arnab Das IBKR Portfolio . 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 Arnab Das IBKR Portfolio was 21.46%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Arnab Das IBKR Portfolio drawdown is 0.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-21.46% | Feb 13, 2020 | 28 | Mar 23, 2020 | 82 | Jul 15, 2020 | 110 |
-19.02% | Nov 17, 2021 | 238 | Oct 14, 2022 | 345 | Feb 9, 2024 | 583 |
-14.68% | Apr 29, 2015 | 208 | Feb 11, 2016 | 248 | Jan 24, 2017 | 456 |
-13.61% | Jan 29, 2018 | 236 | Dec 24, 2018 | 220 | Oct 28, 2019 | 456 |
-6.26% | Sep 8, 2014 | 29 | Oct 16, 2014 | 122 | Apr 6, 2015 | 151 |
Volatility
Volatility Chart
The current Arnab Das IBKR Portfolio volatility is 2.64%, 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
Asset Correlations Table
USD=X | SHV | SGLN.L | STIP | LIT | IXJ | EWJ | VWO | IXG | VUG | IUSV | IEUR | VOO | ACWI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
SHV | 0.00 | 1.00 | 0.12 | 0.17 | -0.05 | -0.01 | -0.01 | -0.02 | -0.06 | -0.03 | -0.04 | -0.03 | -0.04 | -0.03 |
SGLN.L | 0.00 | 0.12 | 1.00 | 0.32 | 0.07 | 0.06 | 0.06 | 0.13 | -0.01 | 0.02 | 0.02 | 0.12 | 0.02 | 0.08 |
STIP | 0.00 | 0.17 | 0.32 | 1.00 | 0.10 | 0.06 | 0.09 | 0.13 | 0.02 | 0.08 | 0.07 | 0.14 | 0.07 | 0.11 |
LIT | 0.00 | -0.05 | 0.07 | 0.10 | 1.00 | 0.44 | 0.55 | 0.68 | 0.57 | 0.60 | 0.59 | 0.60 | 0.63 | 0.68 |
IXJ | 0.00 | -0.01 | 0.06 | 0.06 | 0.44 | 1.00 | 0.59 | 0.54 | 0.61 | 0.70 | 0.70 | 0.69 | 0.76 | 0.75 |
EWJ | 0.00 | -0.01 | 0.06 | 0.09 | 0.55 | 0.59 | 1.00 | 0.64 | 0.68 | 0.64 | 0.66 | 0.69 | 0.69 | 0.77 |
VWO | 0.00 | -0.02 | 0.13 | 0.13 | 0.68 | 0.54 | 0.64 | 1.00 | 0.69 | 0.66 | 0.65 | 0.73 | 0.69 | 0.81 |
IXG | 0.00 | -0.06 | -0.01 | 0.02 | 0.57 | 0.61 | 0.68 | 0.69 | 1.00 | 0.66 | 0.88 | 0.81 | 0.80 | 0.85 |
VUG | 0.00 | -0.03 | 0.02 | 0.08 | 0.60 | 0.70 | 0.64 | 0.66 | 0.66 | 1.00 | 0.74 | 0.70 | 0.94 | 0.89 |
IUSV | 0.00 | -0.04 | 0.02 | 0.07 | 0.59 | 0.70 | 0.66 | 0.65 | 0.88 | 0.74 | 1.00 | 0.75 | 0.90 | 0.88 |
IEUR | 0.00 | -0.03 | 0.12 | 0.14 | 0.60 | 0.69 | 0.69 | 0.73 | 0.81 | 0.70 | 0.75 | 1.00 | 0.76 | 0.88 |
VOO | 0.00 | -0.04 | 0.02 | 0.07 | 0.63 | 0.76 | 0.69 | 0.69 | 0.80 | 0.94 | 0.90 | 0.76 | 1.00 | 0.95 |
ACWI | 0.00 | -0.03 | 0.08 | 0.11 | 0.68 | 0.75 | 0.77 | 0.81 | 0.85 | 0.89 | 0.88 | 0.88 | 0.95 | 1.00 |