Arnab Das IBKR Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Arnab Das IBKR Portfolio

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ACWI iShares MSCI ACWI ETF	Large Cap Growth Equities	8%
EWJ iShares MSCI Japan ETF	Japan Equities	3%
IEUR iShares Core MSCI Europe ETF	Europe Equities	3%
IUSV iShares Core S&P U.S. Value ETF	Large Cap Blend Equities	3%
IXG iShares Global Financials ETF	Financials Equities	3%
IXJ iShares Global Healthcare ETF	Health & Biotech Equities	3%
LIT Global X Lithium & Battery Tech ETF	Commodity Producers Equities	1%
SGLN.L iShares Physical Gold ETC	Precious Metals, Commodities	2%
SHV iShares Short Treasury Bond ETF	Government Bonds	3%
STIP iShares 0-5 Year TIPS Bond ETF	Inflation-Protected Bonds	8%
USD=X USD Cash		22%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	7%
VUG Vanguard Growth ETF	Large Cap Growth Equities	14%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	20%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR

Returns By Period

As of May 11, 2025, the Arnab Das IBKR Portfolio returned 1.90% Year-To-Date and 6.18% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Arnab Das IBKR Portfolio	1.90%	6.05%	0.28%	8.15%	8.84%	6.18%
Portfolio components:
ACWI iShares MSCI ACWI ETF	1.39%	9.04%	-0.93%	9.99%	12.92%	8.57%
VOO Vanguard S&P 500 ETF	-3.41%	7.59%	-5.06%	9.79%	15.23%	11.94%
IEUR iShares Core MSCI Europe ETF	17.65%	11.52%	13.38%	10.92%	12.86%	5.71%
VWO Vanguard FTSE Emerging Markets ETF	5.13%	10.28%	1.34%	9.84%	7.94%	3.49%
VUG Vanguard Growth ETF	-5.41%	9.75%	-4.74%	13.34%	15.90%	14.13%
LIT Global X Lithium & Battery Tech ETF	-7.63%	9.89%	-14.86%	-15.39%	8.41%	5.22%
IXJ iShares Global Healthcare ETF	-1.38%	0.75%	-9.43%	-6.15%	5.49%	6.01%
EWJ iShares MSCI Japan ETF	7.32%	12.13%	5.34%	8.43%	7.98%	4.89%
IUSV iShares Core S&P U.S. Value ETF	-2.56%	5.69%	-7.40%	2.82%	14.12%	9.15%
IXG iShares Global Financials ETF	9.88%	10.76%	8.08%	24.35%	19.21%	8.43%
SGLN.L iShares Physical Gold ETC	28.20%	5.49%	24.30%	41.06%	13.83%	10.06%
STIP iShares 0-5 Year TIPS Bond ETF	3.47%	0.82%	3.61%	7.11%	3.77%	2.74%
SHV iShares Short Treasury Bond ETF	1.47%	0.34%	2.11%	4.80%	2.39%	1.77%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

*Annualized

Monthly Returns

The table below presents the monthly returns of Arnab Das IBKR Portfolio , 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	1.81%	0.05%	-1.53%	0.46%	1.13%								1.90%
2024	-0.25%	2.98%	1.87%	-1.53%	2.72%	1.61%	0.99%	1.50%	2.44%	-1.24%	1.70%	-1.32%	11.94%
2023	5.52%	-2.75%	2.61%	0.69%	-0.39%	3.64%	2.73%	-2.26%	-2.66%	-1.62%	5.72%	2.98%	14.58%
2022	-2.57%	-1.96%	0.38%	-5.39%	0.17%	-4.38%	3.74%	-2.42%	-6.48%	2.33%	6.19%	-2.90%	-13.21%
2021	0.30%	1.14%	1.19%	2.73%	1.05%	1.19%	-0.02%	1.70%	-2.59%	3.05%	-1.31%	1.94%	10.72%
2020	-1.02%	-4.01%	-8.81%	6.91%	3.39%	2.81%	4.37%	3.87%	-1.90%	-0.88%	7.02%	3.65%	15.12%
2019	5.69%	1.26%	1.18%	2.08%	-4.01%	4.24%	-0.02%	-1.21%	1.00%	2.15%	1.48%	3.05%	17.88%
2018	4.36%	-2.99%	-0.90%	-0.37%	0.18%	-0.90%	2.17%	0.07%	0.05%	-4.97%	1.62%	-4.09%	-5.98%
2017	2.57%	2.01%	1.12%	1.09%	1.20%	0.42%	2.22%	0.98%	0.77%	1.48%	0.98%	1.29%	17.37%
2016	-3.69%	-0.35%	5.56%	0.73%	-0.03%	0.89%	2.89%	0.15%	0.69%	-0.93%	-0.16%	0.70%	6.38%
2015	-0.49%	3.46%	-1.35%	2.65%	-0.25%	-1.50%	-0.57%	-4.87%	-2.03%	4.69%	-0.62%	-1.59%	-2.81%
2014						0.79%	-0.47%	2.16%	-2.66%	1.25%	0.64%	-1.72%	-0.10%

Expense Ratio

Arnab Das IBKR Portfolio has an expense ratio of 0.11%, 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.

LIT

Global X Lithium & Battery Tech ETF

EWJ

iShares MSCI Japan ETF

IXJ

iShares Global Healthcare ETF

IXG

iShares Global Financials ETF

ACWI

iShares MSCI ACWI ETF

SHV

iShares Short Treasury Bond ETF

IEUR

iShares Core MSCI Europe ETF

VWO

Vanguard FTSE Emerging Markets ETF

STIP

iShares 0-5 Year TIPS Bond ETF

VUG

Vanguard Growth ETF

IUSV

iShares Core S&P U.S. Value ETF

VOO

Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Arnab Das IBKR Portfolio is 54, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACWI iShares MSCI ACWI ETF	0.56	0.80	1.12	0.51	2.20
VOO Vanguard S&P 500 ETF	0.51	0.71	1.10	0.42	1.60
IEUR iShares Core MSCI Europe ETF	0.62	0.91	1.12	0.70	1.82
VWO Vanguard FTSE Emerging Markets ETF	0.54	0.71	1.09	0.39	1.25
VUG Vanguard Growth ETF	0.53	0.75	1.11	0.45	1.52
LIT Global X Lithium & Battery Tech ETF	-0.55	-0.52	0.94	-0.23	-1.00
IXJ iShares Global Healthcare ETF	-0.40	-0.64	0.92	-0.44	-0.91
EWJ iShares MSCI Japan ETF	0.36	0.68	1.09	0.57	1.67
IUSV iShares Core S&P U.S. Value ETF	0.19	0.31	1.04	0.13	0.43
IXG iShares Global Financials ETF	1.33	1.75	1.28	1.73	8.05
SGLN.L iShares Physical Gold ETC	2.38	3.09	1.42	5.17	14.83
STIP iShares 0-5 Year TIPS Bond ETF	3.61	5.78	1.83	7.18	23.32
SHV iShares Short Treasury Bond ETF	19.77	268.79	126.53	513.45	4,364.69
USD=X USD Cash	—	—	—	—	—

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Arnab Das IBKR Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.71
5-Year: 0.82
10-Year: 0.55
All Time: 0.55

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Arnab Das IBKR Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Arnab Das IBKR Portfolio provided a 1.66% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.66%	1.66%	1.75%	2.06%	1.44%	1.10%	1.70%	1.76%	1.36%	1.45%	1.56%	1.35%
Portfolio components:
ACWI iShares MSCI ACWI ETF	1.68%	1.70%	1.88%	1.79%	1.71%	1.43%	2.33%	2.25%	1.94%	2.19%	2.56%	2.26%
VOO Vanguard S&P 500 ETF	1.34%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
IEUR iShares Core MSCI Europe ETF	3.01%	3.54%	3.17%	3.05%	2.87%	2.13%	3.26%	3.76%	2.64%	3.19%	2.79%	0.64%
VWO Vanguard FTSE Emerging Markets ETF	3.06%	3.20%	3.52%	4.11%	2.63%	1.91%	3.24%	2.88%	2.30%	2.52%	3.26%	2.86%
VUG Vanguard Growth ETF	0.50%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%	1.21%
LIT Global X Lithium & Battery Tech ETF	1.01%	0.93%	1.11%	0.99%	0.22%	0.40%	1.85%	2.52%	3.26%	2.15%	0.24%	1.07%
IXJ iShares Global Healthcare ETF	1.52%	1.50%	1.38%	1.17%	1.12%	1.27%	1.42%	2.11%	1.47%	1.73%	2.85%	1.38%
EWJ iShares MSCI Japan ETF	2.18%	2.34%	2.03%	1.23%	2.08%	1.04%	2.03%	1.71%	1.25%	1.95%	1.27%	1.32%
IUSV iShares Core S&P U.S. Value ETF	2.13%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	2.18%	2.54%	1.86%
IXG iShares Global Financials ETF	2.40%	2.64%	2.62%	3.71%	1.68%	2.13%	2.87%	3.14%	2.12%	2.21%	2.79%	2.38%
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	3.26%	2.62%	2.84%	6.04%	4.15%	1.40%	2.06%	2.44%	1.59%	0.89%	0.00%	0.74%
SHV iShares Short Treasury Bond ETF	4.70%	5.02%	4.73%	1.39%	0.00%	0.74%	2.19%	1.66%	0.72%	0.34%	0.03%	0.00%
USD=X 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. Drawdowns are calculated considering price movements and all distributions paid, if any.

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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 1.81%.

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
-13.6%	Jan 29, 2018	236	Dec 24, 2018	220	Oct 28, 2019	456
-10.53%	Feb 21, 2025	33	Apr 8, 2025	—	—	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 7.60, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	USD=X	SHV	SGLN.L	STIP	LIT	IXJ	EWJ	VWO	IXG	VUG	IEUR	IUSV	VOO	ACWI	Portfolio
^GSPC	1.00	0.00	-0.04	0.03	0.07	0.61	0.74	0.68	0.68	0.79	0.94	0.75	0.89	1.00	0.95	0.92
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	0.00	0.00
SHV	-0.04	0.00	1.00	0.13	0.18	-0.05	-0.01	-0.01	-0.01	-0.05	-0.02	-0.02	-0.04	-0.03	-0.02	-0.02
SGLN.L	0.03	0.00	0.13	1.00	0.31	0.08	0.07	0.09	0.15	0.01	0.03	0.15	0.03	0.03	0.09	0.13
STIP	0.07	0.00	0.18	0.31	1.00	0.09	0.07	0.10	0.13	0.03	0.07	0.14	0.07	0.07	0.11	0.13
LIT	0.61	0.00	-0.05	0.08	0.09	1.00	0.43	0.54	0.68	0.56	0.58	0.60	0.57	0.61	0.67	0.71
IXJ	0.74	0.00	-0.01	0.07	0.07	0.43	1.00	0.57	0.52	0.60	0.66	0.68	0.70	0.73	0.73	0.71
EWJ	0.68	0.00	-0.01	0.09	0.10	0.54	0.57	1.00	0.63	0.67	0.63	0.69	0.64	0.68	0.76	0.75
VWO	0.68	0.00	-0.01	0.15	0.13	0.68	0.52	0.63	1.00	0.68	0.65	0.73	0.63	0.68	0.80	0.89
IXG	0.79	0.00	-0.05	0.01	0.03	0.56	0.60	0.67	0.68	1.00	0.64	0.80	0.88	0.79	0.84	0.80
VUG	0.94	0.00	-0.02	0.03	0.07	0.58	0.66	0.63	0.65	0.64	1.00	0.67	0.72	0.94	0.89	0.88
IEUR	0.75	0.00	-0.02	0.15	0.14	0.60	0.68	0.69	0.73	0.80	0.67	1.00	0.74	0.75	0.87	0.84
IUSV	0.89	0.00	-0.04	0.03	0.07	0.57	0.70	0.64	0.63	0.88	0.72	0.74	1.00	0.88	0.87	0.82
VOO	1.00	0.00	-0.03	0.03	0.07	0.61	0.73	0.68	0.68	0.79	0.94	0.75	0.88	1.00	0.95	0.91
ACWI	0.95	0.00	-0.02	0.09	0.11	0.67	0.73	0.76	0.80	0.84	0.89	0.87	0.87	0.95	1.00	0.98
Portfolio	0.92	0.00	-0.02	0.13	0.13	0.71	0.71	0.75	0.89	0.80	0.88	0.84	0.82	0.91	0.98	1.00

The correlation results are calculated based on daily price changes starting from Jun 13, 2014

Performance Analysis

Risk Analysis

Optimization

Factor Model

Arnab Das IBKR Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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