Arnab Das Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
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 Value 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	S&P 500	9%
VUG Vanguard Growth ETF	Large Cap Growth Equities	3%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	9%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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 Every 3 months.

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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 Apr 3, 2026, the Arnab Das Portfolio returned 0.05% Year-To-Date and 10.14% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Arnab Das Portfolio	-0.32%	-2.25%	0.05%	3.56%	19.18%	14.27%	8.74%	10.14%
Portfolio components:
ACWI iShares MSCI ACWI ETF	-0.16%	-2.95%	-1.45%	1.01%	20.74%	17.05%	9.57%	11.70%
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
IEUR iShares Core MSCI Europe ETF	-0.53%	-2.37%	-0.03%	3.97%	21.12%	14.03%	8.60%	8.97%
VWO Vanguard FTSE Emerging Markets ETF	-0.72%	-2.55%	0.11%	0.38%	21.72%	13.41%	3.75%	7.73%
VUG Vanguard Growth ETF	0.11%	-3.66%	-9.29%	-8.34%	17.67%	21.67%	11.69%	16.20%
LIT Global X Lithium & Battery Tech ETF	-0.36%	5.43%	14.35%	27.28%	93.25%	6.34%	5.20%	14.83%
IXJ iShares Global Healthcare ETF	-0.43%	-4.85%	-3.38%	3.39%	6.11%	5.28%	5.46%	8.35%
EWJ iShares MSCI Japan ETF	-1.38%	-1.77%	5.64%	10.40%	30.75%	16.48%	6.84%	8.89%
IUSV iShares Core S&P U.S. Value ETF	0.18%	-3.35%	0.41%	3.28%	12.73%	13.80%	10.32%	11.69%
IXG iShares Global Financials ETF	-0.21%	-1.69%	-4.97%	0.06%	12.72%	21.31%	12.02%	11.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 13, 2014, Arnab Das Portfolio's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +9.3%, while the worst month was Mar 2020 at -10.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Arnab Das Portfolio closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +6.3%, while the worst single day was Mar 16, 2020 at -8.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.09%	1.77%	-5.11%	0.49%									0.05%
2025	3.04%	0.75%	-1.24%	0.24%	2.96%	3.19%	0.45%	3.55%	3.59%	1.78%	1.26%	1.08%	22.57%
2024	-0.37%	3.16%	2.86%	-2.25%	3.12%	0.43%	2.26%	2.16%	2.18%	-1.46%	2.31%	-2.82%	11.93%
2023	6.24%	-3.23%	1.96%	1.22%	-1.36%	4.09%	2.86%	-2.63%	-3.12%	-2.00%	6.32%	3.89%	14.43%
2022	-2.76%	-1.63%	0.96%	-5.92%	1.09%	-5.53%	4.10%	-3.18%	-7.04%	4.57%	7.00%	-3.01%	-11.79%
2021	-0.08%	1.55%	2.08%	3.29%	2.25%	0.28%	1.14%	1.83%	-2.83%	3.78%	-2.09%	2.84%	14.75%

Benchmark Metrics

Arnab Das Portfolio has an annualized alpha of 0.79%, beta of 0.67, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since June 13, 2014.

This portfolio participated in 72.69% of S&P 500 Index downside but only 67.72% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.67 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 0.79%

Beta: 0.67

R²: 0.90

Upside Capture: 67.72%

Downside Capture: 72.69%

Expense Ratio

Arnab Das Portfolio has an expense ratio of 0.22%, 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.

Top 10 holdings

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

IUSV

iShares Core S&P U.S. Value ETF

Return for Risk

Risk / Return Rank

Arnab Das Portfolio ranks 75 for risk / return — better than 75% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.49	0.88	+0.61
Sortino ratio Return per unit of downside risk	2.12	1.37	+0.75
Omega ratio Gain probability vs. loss probability	1.32	1.21	+0.11
Calmar ratio Return relative to maximum drawdown	3.06	1.39	+1.67
Martin ratio Return relative to average drawdown	13.54	6.43	+7.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACWI iShares MSCI ACWI ETF	65	1.19	1.76	1.26	1.82	8.22
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
IEUR iShares Core MSCI Europe ETF	62	1.19	1.73	1.24	1.79	6.80
VWO Vanguard FTSE Emerging Markets ETF	62	1.22	1.74	1.25	1.78	6.68
VUG Vanguard Growth ETF	38	0.78	1.27	1.18	1.13	3.90
LIT Global X Lithium & Battery Tech ETF	96	2.72	3.29	1.44	5.30	20.41
IXJ iShares Global Healthcare ETF	21	0.36	0.61	1.08	0.63	1.70
EWJ iShares MSCI Japan ETF	72	1.40	2.01	1.28	2.27	8.26
IUSV iShares Core S&P U.S. Value ETF	41	0.82	1.23	1.18	1.10	5.08
IXG iShares Global Financials ETF	34	0.71	1.06	1.16	1.09	4.00

Sharpe Ratio

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 Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.49
5-Year: 0.75
10-Year: 0.80
All Time: 0.66

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 0.98 to 1.66, 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 Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Arnab Das Portfolio provided a 2.18% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.18%	2.27%	2.31%	2.31%	2.43%	1.70%	1.43%	2.17%	2.28%	1.72%	1.95%	2.21%
Portfolio components:
ACWI iShares MSCI ACWI ETF	1.58%	1.55%	1.70%	1.88%	1.79%	1.71%	1.43%	2.33%	2.18%	1.94%	2.19%	2.56%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
IEUR iShares Core MSCI Europe ETF	2.97%	2.97%	3.54%	3.17%	3.05%	2.88%	2.13%	3.26%	3.76%	2.64%	3.19%	2.79%
VWO Vanguard FTSE Emerging Markets ETF	2.70%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%
VUG Vanguard Growth ETF	0.45%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%
LIT Global X Lithium & Battery Tech ETF	0.42%	0.49%	0.93%	1.11%	0.99%	0.22%	0.40%	1.85%	2.52%	3.26%	2.15%	0.24%
IXJ iShares Global Healthcare ETF	1.45%	1.40%	1.50%	1.38%	1.17%	1.12%	1.27%	1.42%	2.11%	1.46%	1.73%	2.85%
EWJ iShares MSCI Japan ETF	4.28%	4.52%	2.34%	2.03%	1.23%	2.08%	1.04%	2.03%	1.71%	1.25%	1.95%	1.27%
IUSV iShares Core S&P U.S. Value ETF	1.80%	1.78%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	4.44%	7.63%
IXG iShares Global Financials ETF	2.15%	2.04%	2.64%	2.62%	3.71%	1.69%	2.13%	2.87%	3.14%	2.12%	2.21%	2.79%

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 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 26.01%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.

The current Arnab Das Portfolio drawdown is 5.11%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-26.01%	Feb 13, 2020	28	Mar 23, 2020	96	Aug 6, 2020	124
-19.53%	Nov 15, 2021	237	Oct 12, 2022	310	Dec 27, 2023	547
-15.85%	Jan 29, 2018	234	Dec 24, 2018	220	Nov 1, 2019	454
-15.69%	May 22, 2015	187	Feb 11, 2016	213	Dec 8, 2016	400
-11.05%	Feb 21, 2025	33	Apr 8, 2025	23	May 12, 2025	56

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 13 assets, with an effective number of assets of 11.21, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	SHV	STIP	SGLN.L	LIT	IXJ	EWJ	VWO	IXG	VUG	IEUR	IUSV	VOO	ACWI	Portfolio
Benchmark	1.00	-0.04	0.06	0.04	0.59	0.72	0.68	0.68	0.79	0.94	0.75	0.88	1.00	0.96	0.92
SHV	-0.04	1.00	0.18	0.13	-0.05	-0.01	-0.00	-0.01	-0.05	-0.03	-0.01	-0.04	-0.03	-0.02	-0.01
STIP	0.06	0.18	1.00	0.31	0.08	0.07	0.09	0.11	0.02	0.06	0.13	0.07	0.06	0.10	0.13
SGLN.L	0.04	0.13	0.31	1.00	0.10	0.08	0.10	0.17	0.02	0.04	0.16	0.04	0.04	0.11	0.18
LIT	0.59	-0.05	0.08	0.10	1.00	0.41	0.52	0.67	0.54	0.57	0.58	0.56	0.59	0.66	0.71
IXJ	0.72	-0.01	0.07	0.08	0.41	1.00	0.57	0.51	0.60	0.63	0.68	0.69	0.71	0.72	0.74
EWJ	0.68	-0.00	0.09	0.10	0.52	0.57	1.00	0.63	0.67	0.62	0.69	0.64	0.67	0.76	0.78
VWO	0.68	-0.01	0.11	0.17	0.67	0.51	0.63	1.00	0.67	0.64	0.73	0.62	0.68	0.80	0.83
IXG	0.79	-0.05	0.02	0.02	0.54	0.60	0.67	0.67	1.00	0.64	0.80	0.87	0.79	0.83	0.86
VUG	0.94	-0.03	0.06	0.04	0.57	0.63	0.62	0.64	0.64	1.00	0.67	0.71	0.94	0.89	0.83
IEUR	0.75	-0.01	0.13	0.16	0.58	0.68	0.69	0.73	0.80	0.67	1.00	0.74	0.75	0.86	0.88
IUSV	0.88	-0.04	0.07	0.04	0.56	0.69	0.64	0.62	0.87	0.71	0.74	1.00	0.88	0.86	0.87
VOO	1.00	-0.03	0.06	0.04	0.59	0.71	0.67	0.68	0.79	0.94	0.75	0.88	1.00	0.95	0.92
ACWI	0.96	-0.02	0.10	0.11	0.66	0.72	0.76	0.80	0.83	0.89	0.86	0.86	0.95	1.00	0.98
Portfolio	0.92	-0.01	0.13	0.18	0.71	0.74	0.78	0.83	0.86	0.83	0.88	0.87	0.92	0.98	1.00

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

Arnab Das Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table