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Arnab Das Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities

15%

EWJ
iShares MSCI Japan ETF
Japan Equities

5%

IEUR
iShares Core MSCI Europe ETF
Europe Equities

6%

IUSV
iShares Core S&P U.S. Value ETF
Large Cap Blend Equities

8%

IXG
iShares Global Financials ETF
Financials Equities

9%

IXJ
iShares Global Healthcare ETF
Health & Biotech Equities

7%

LIT
Global X Lithium & Battery Tech ETF
Commodity Producers Equities

4%

SGLN.L
iShares Physical Gold ETC
Precious Metals, Commodities

5%

SHV
iShares Short Treasury Bond ETF
Government Bonds

10%

STIP
iShares 0-5 Year TIPS Bond ETF
Inflation-Protected Bonds

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

9%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

3%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

9%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Arnab Das 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%2024FebruaryMarchAprilMayJune
8.27%
15.10%
Arnab Das Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Jun 15, 2024, the Arnab Das Portfolio returned 6.53% Year-To-Date and 6.91% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
Arnab Das Portfolio6.53%-0.94%8.28%11.24%9.28%6.91%
ACWI
iShares MSCI ACWI ETF
10.64%0.42%12.58%17.96%10.95%8.43%
VOO
Vanguard S&P 500 ETF
14.60%2.48%16.06%24.54%14.97%12.60%
IEUR
iShares Core MSCI Europe ETF
5.36%-3.91%7.83%10.41%7.56%4.28%
VWO
Vanguard FTSE Emerging Markets ETF
6.57%-1.44%8.94%7.76%4.54%2.96%
VUG
Vanguard Growth ETF
19.98%6.01%21.37%33.05%18.69%15.13%
LIT
Global X Lithium & Battery Tech ETF
-20.08%-9.37%-16.87%-37.93%10.35%5.36%
IXJ
iShares Global Healthcare ETF
7.56%-0.18%10.30%10.43%10.13%8.71%
EWJ
iShares MSCI Japan ETF
5.44%-1.95%8.56%7.64%6.27%5.20%
IUSV
iShares Core S&P U.S. Value ETF
4.46%-2.70%5.77%14.15%11.72%9.45%
IXG
iShares Global Financials ETF
8.09%-3.99%10.41%20.49%8.73%6.46%
SGLN.L
iShares Physical Gold ETC
13.35%-1.15%15.15%19.31%11.24%5.96%
STIP
iShares 0-5 Year TIPS Bond ETF
1.85%0.35%1.97%4.56%3.16%1.99%
SHV
iShares Short Treasury Bond ETF
2.28%0.44%2.53%5.26%1.96%1.38%

Monthly Returns

The table below presents the monthly returns of Arnab Das Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.37%3.16%2.86%-2.22%3.10%6.53%
20236.23%-3.23%1.97%1.23%-1.36%4.10%2.86%-2.63%-3.13%-2.00%6.32%3.89%14.43%
2022-2.76%-1.63%0.95%-5.92%1.09%-5.53%4.10%-3.18%-7.04%4.57%6.99%-3.00%-11.78%
2021-0.08%1.55%2.08%3.29%2.26%0.28%1.14%1.84%-2.83%3.79%-2.09%2.84%14.74%
2020-1.12%-5.30%-10.50%7.72%3.90%2.43%4.34%4.11%-2.09%-1.22%9.33%4.69%15.53%
20196.11%1.72%0.48%2.26%-4.56%5.31%-0.12%-1.51%1.78%2.51%1.77%3.29%20.27%
20184.30%-3.72%-1.20%0.06%-0.25%-0.88%2.53%0.09%0.40%-5.25%1.79%-5.34%-7.67%
20172.64%2.16%1.10%1.14%1.36%0.80%2.27%0.85%1.73%1.41%1.47%1.23%19.71%
2016-4.40%-0.39%5.69%1.66%0.37%0.42%2.97%0.15%0.49%-1.30%0.83%1.39%7.82%
2015-0.64%4.01%-1.13%2.47%0.31%-1.93%-0.30%-5.28%-2.68%5.52%-0.65%-1.46%-2.21%
20140.96%-0.98%2.00%-2.80%0.94%0.84%-1.79%-0.92%

Expense Ratio

Arnab Das 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.


Expense ratio chart for LIT: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for EWJ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for IXJ: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for IXG: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for SHV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for IEUR: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for STIP: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for IUSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Arnab Das Portfolio is 37, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Arnab Das Portfolio is 3737
Arnab Das Portfolio
The Sharpe Ratio Rank of Arnab Das Portfolio is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of Arnab Das Portfolio is 3838Sortino Ratio Rank
The Omega Ratio Rank of Arnab Das Portfolio is 3838Omega Ratio Rank
The Calmar Ratio Rank of Arnab Das Portfolio is 3939Calmar Ratio Rank
The Martin Ratio Rank of Arnab Das Portfolio is 3131Martin 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.


Arnab Das Portfolio
Sharpe ratio
The chart of Sharpe ratio for Arnab Das Portfolio, currently valued at 1.54, compared to the broader market0.002.004.001.54
Sortino ratio
The chart of Sortino ratio for Arnab Das Portfolio, currently valued at 2.24, compared to the broader market-2.000.002.004.006.002.24
Omega ratio
The chart of Omega ratio for Arnab Das Portfolio, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for Arnab Das Portfolio, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.001.23
Martin ratio
The chart of Martin ratio for Arnab Das Portfolio, currently valued at 4.54, compared to the broader market0.0010.0020.0030.0040.0050.004.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.0050.008.02

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ACWI
iShares MSCI ACWI ETF
1.782.571.321.375.80
VOO
Vanguard S&P 500 ETF
2.303.241.412.228.91
IEUR
iShares Core MSCI Europe ETF
0.971.461.170.792.95
VWO
Vanguard FTSE Emerging Markets ETF
0.801.221.140.392.20
VUG
Vanguard Growth ETF
2.263.101.401.8310.81
LIT
Global X Lithium & Battery Tech ETF
-1.31-1.980.79-0.61-1.25
IXJ
iShares Global Healthcare ETF
1.041.521.180.833.24
EWJ
iShares MSCI Japan ETF
0.681.041.120.492.58
IUSV
iShares Core S&P U.S. Value ETF
1.492.151.261.434.47
IXG
iShares Global Financials ETF
1.872.611.321.296.71
SGLN.L
iShares Physical Gold ETC
1.672.441.301.887.86
STIP
iShares 0-5 Year TIPS Bond ETF
2.023.341.411.5717.65
SHV
iShares Short Treasury Bond ETF
19.44138.8364.25191.071,989.28

Sharpe Ratio

The current Arnab Das Portfolio Sharpe ratio is 1.54. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.39 to 2.32, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Arnab Das Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.54
2.14
Arnab Das Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Arnab Das Portfolio granted a 2.36% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Arnab Das Portfolio2.36%2.31%2.43%1.70%1.43%2.17%2.29%1.72%1.77%1.80%1.48%1.28%
ACWI
iShares MSCI ACWI ETF
1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
IEUR
iShares Core MSCI Europe ETF
3.10%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%0.64%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.33%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
VUG
Vanguard Growth ETF
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
LIT
Global X Lithium & Battery Tech ETF
1.39%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%1.07%0.32%
IXJ
iShares Global Healthcare ETF
1.33%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.84%1.37%1.50%
EWJ
iShares MSCI Japan ETF
2.06%2.03%1.23%2.08%1.04%2.03%1.71%1.25%1.95%1.27%1.32%1.11%
IUSV
iShares Core S&P U.S. Value ETF
1.96%1.75%2.22%1.87%2.40%2.19%2.67%1.93%2.18%2.54%1.86%1.95%
IXG
iShares Global Financials ETF
2.86%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%2.38%2.14%
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
3.17%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%0.00%0.74%0.31%
SHV
iShares Short Treasury Bond ETF
5.10%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-1.22%
-0.04%
Arnab Das Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Arnab Das 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 Portfolio was 26.00%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.

The current Arnab Das Portfolio drawdown is 1.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26%Feb 13, 202028Mar 23, 202096Aug 6, 2020124
-19.53%Nov 15, 2021237Oct 12, 2022310Dec 27, 2023547
-15.96%May 22, 2015187Feb 11, 2016216Dec 13, 2016403
-15.85%Jan 29, 2018234Dec 24, 2018220Nov 1, 2019454
-7.18%Sep 8, 201429Oct 16, 201491Feb 24, 2015120

Volatility

Volatility Chart

The current Arnab Das Portfolio volatility is 1.94%, 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%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
1.94%
2.26%
Arnab Das Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SHVSGLN.LSTIPLITIXJEWJVWOIXGVUGIUSVIEURVOOACWI
SHV1.000.120.17-0.06-0.01-0.02-0.02-0.07-0.03-0.04-0.03-0.04-0.03
SGLN.L0.121.000.320.070.060.060.13-0.000.030.020.130.020.08
STIP0.170.321.000.100.070.100.130.030.080.070.140.080.12
LIT-0.060.070.101.000.440.550.680.570.600.590.600.620.68
IXJ-0.010.060.070.441.000.590.540.610.700.700.690.760.75
EWJ-0.020.060.100.550.591.000.640.680.640.660.690.690.77
VWO-0.020.130.130.680.540.641.000.690.660.640.730.690.81
IXG-0.07-0.000.030.570.610.680.691.000.650.890.810.800.85
VUG-0.030.030.080.600.700.640.660.651.000.740.690.940.89
IUSV-0.040.020.070.590.700.660.640.890.741.000.750.900.88
IEUR-0.030.130.140.600.690.690.730.810.690.751.000.760.88
VOO-0.040.020.080.620.760.690.690.800.940.900.761.000.95
ACWI-0.030.080.120.680.750.770.810.850.890.880.880.951.00
The correlation results are calculated based on daily price changes starting from Jun 13, 2014