Arnab Das Portfolio
Asset Allocation
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.
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
As of May 9, 2025, the Arnab Das Portfolio returned 3.60% Year-To-Date and 7.37% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Arnab Das Portfolio | 3.60% | 10.70% | 0.56% | 9.90% | 11.12% | 7.37% |
| Portfolio components: | ||||||
ACWI iShares MSCI ACWI ETF | 1.25% | 14.85% | -1.32% | 10.65% | 13.09% | 8.69% |
VOO Vanguard S&P 500 ETF | -3.28% | 13.71% | -4.52% | 10.70% | 15.48% | 12.11% |
IEUR iShares Core MSCI Europe ETF | 16.97% | 17.47% | 11.05% | 11.71% | 12.80% | 5.77% |
VWO Vanguard FTSE Emerging Markets ETF | 4.38% | 15.12% | -1.88% | 9.72% | 7.79% | 3.46% |
VUG Vanguard Growth ETF | -5.35% | 17.75% | -4.30% | 13.74% | 16.29% | 14.31% |
LIT Global X Lithium & Battery Tech ETF | -8.21% | 17.63% | -17.19% | -17.02% | 8.37% | 5.31% |
IXJ iShares Global Healthcare ETF | -0.64% | 3.08% | -8.40% | -4.32% | 6.00% | 6.13% |
EWJ iShares MSCI Japan ETF | 7.05% | 16.51% | 4.25% | 8.01% | 8.24% | 5.00% |
IUSV iShares Core S&P U.S. Value ETF | -2.49% | 10.40% | -6.70% | 4.08% | 14.16% | 9.28% |
IXG iShares Global Financials ETF | 9.59% | 15.95% | 7.63% | 25.68% | 19.15% | 8.56% |
SGLN.L iShares Physical Gold ETC | 27.69% | 10.69% | 23.43% | 43.41% | 13.78% | 10.48% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.38% | 0.28% | 3.51% | 7.09% | 3.80% | 2.79% |
SHV iShares Short Treasury Bond ETF | 1.44% | 0.31% | 2.14% | 4.83% | 2.41% | 1.79% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.04% | 0.75% | -1.24% | 0.24% | 0.81% | 3.60% | |||||||
| 2024 | -0.37% | 3.16% | 2.86% | -2.25% | 3.12% | 0.43% | 2.26% | 2.16% | 2.18% | -1.47% | 2.32% | -2.82% | 11.93% |
| 2023 | 6.23% | -3.23% | 1.97% | 1.23% | -1.36% | 4.10% | 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% | -5.54% | 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% | 2.83% | 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% |
| 2019 | 6.11% | 1.72% | 0.48% | 2.26% | -4.56% | 5.31% | -0.12% | -1.51% | 1.78% | 2.51% | 1.77% | 3.29% | 20.27% |
| 2018 | 4.30% | -3.72% | -1.21% | 0.06% | -0.25% | -0.88% | 2.53% | 0.09% | 0.40% | -5.25% | 1.79% | -5.34% | -7.67% |
| 2017 | 2.63% | 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% | -1.31% | 0.83% | 1.39% | 7.82% |
| 2015 | -0.64% | 4.01% | -1.13% | 2.47% | 0.30% | -1.93% | -0.30% | -5.28% | -2.68% | 5.52% | -0.65% | -1.46% | -2.21% |
| 2014 | 0.96% | -0.98% | 2.00% | -2.80% | 0.94% | 0.84% | -1.79% | -0.92% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Arnab Das Portfolio is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 0.59 | 0.75 | 1.11 | 0.48 | 2.09 |
VOO Vanguard S&P 500 ETF | 0.56 | 0.72 | 1.11 | 0.43 | 1.67 |
IEUR iShares Core MSCI Europe ETF | 0.65 | 0.77 | 1.10 | 0.57 | 1.51 |
VWO Vanguard FTSE Emerging Markets ETF | 0.52 | 0.65 | 1.09 | 0.35 | 1.13 |
VUG Vanguard Growth ETF | 0.55 | 0.78 | 1.11 | 0.48 | 1.63 |
LIT Global X Lithium & Battery Tech ETF | -0.51 | -0.56 | 0.94 | -0.24 | -1.01 |
IXJ iShares Global Healthcare ETF | -0.29 | -0.59 | 0.92 | -0.41 | -0.88 |
EWJ iShares MSCI Japan ETF | 0.37 | 0.57 | 1.08 | 0.45 | 1.33 |
IUSV iShares Core S&P U.S. Value ETF | 0.25 | 0.28 | 1.04 | 0.11 | 0.36 |
IXG iShares Global Financials ETF | 1.36 | 1.67 | 1.26 | 1.65 | 7.54 |
SGLN.L iShares Physical Gold ETC | 2.44 | 3.02 | 1.41 | 5.09 | 13.37 |
STIP iShares 0-5 Year TIPS Bond ETF | 3.68 | 5.69 | 1.81 | 7.08 | 23.24 |
SHV iShares Short Treasury Bond ETF | 20.16 | 272.54 | 128.28 | 520.77 | 4,426.97 |
Dividends
Dividend yield
Arnab Das Portfolio provided a 2.29% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.29% | 2.31% | 2.31% | 2.43% | 1.70% | 1.43% | 2.17% | 2.29% | 1.72% | 1.77% | 1.80% | 1.48% |
| 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 | 3.03% | 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 | 3.09% | 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 | 1.02% | 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 | 1.51% | 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 | 2.19% | 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% | 2.66% | 1.93% | 2.18% | 2.54% | 1.86% |
IXG iShares Global Financials ETF | 2.41% | 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 | 3.27% | 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% |
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.
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 1.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26% | 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 |
| -15.96% | May 22, 2015 | 187 | Feb 11, 2016 | 216 | Dec 13, 2016 | 403 |
| -15.85% | Jan 29, 2018 | 234 | Dec 24, 2018 | 220 | Nov 1, 2019 | 454 |
| -11.04% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current Arnab Das Portfolio volatility is 6.80%, 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
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
| ^GSPC | SHV | SGLN.L | STIP | LIT | IXJ | EWJ | VWO | IXG | VUG | IEUR | IUSV | VOO | ACWI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -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 |
| SHV | -0.04 | 1.00 | 0.13 | 0.18 | -0.06 | -0.01 | -0.01 | -0.01 | -0.05 | -0.02 | -0.02 | -0.04 | -0.03 | -0.02 | -0.02 |
| SGLN.L | 0.03 | 0.13 | 1.00 | 0.32 | 0.08 | 0.07 | 0.09 | 0.15 | 0.01 | 0.04 | 0.15 | 0.03 | 0.03 | 0.09 | 0.16 |
| STIP | 0.07 | 0.18 | 0.32 | 1.00 | 0.09 | 0.07 | 0.10 | 0.13 | 0.03 | 0.07 | 0.14 | 0.08 | 0.07 | 0.11 | 0.14 |
| LIT | 0.61 | -0.06 | 0.08 | 0.09 | 1.00 | 0.43 | 0.54 | 0.68 | 0.56 | 0.58 | 0.60 | 0.57 | 0.61 | 0.67 | 0.72 |
| IXJ | 0.74 | -0.01 | 0.07 | 0.07 | 0.43 | 1.00 | 0.57 | 0.53 | 0.61 | 0.67 | 0.68 | 0.70 | 0.73 | 0.74 | 0.75 |
| EWJ | 0.68 | -0.01 | 0.09 | 0.10 | 0.54 | 0.57 | 1.00 | 0.63 | 0.68 | 0.63 | 0.69 | 0.64 | 0.68 | 0.76 | 0.78 |
| VWO | 0.68 | -0.01 | 0.15 | 0.13 | 0.68 | 0.53 | 0.63 | 1.00 | 0.68 | 0.65 | 0.73 | 0.63 | 0.68 | 0.80 | 0.84 |
| IXG | 0.79 | -0.05 | 0.01 | 0.03 | 0.56 | 0.61 | 0.68 | 0.68 | 1.00 | 0.64 | 0.80 | 0.88 | 0.79 | 0.84 | 0.87 |
| VUG | 0.94 | -0.02 | 0.04 | 0.07 | 0.58 | 0.67 | 0.63 | 0.65 | 0.64 | 1.00 | 0.68 | 0.72 | 0.94 | 0.89 | 0.84 |
| IEUR | 0.75 | -0.02 | 0.15 | 0.14 | 0.60 | 0.68 | 0.69 | 0.73 | 0.80 | 0.68 | 1.00 | 0.74 | 0.75 | 0.87 | 0.88 |
| IUSV | 0.89 | -0.04 | 0.03 | 0.08 | 0.57 | 0.70 | 0.64 | 0.63 | 0.88 | 0.72 | 0.74 | 1.00 | 0.88 | 0.87 | 0.88 |
| VOO | 1.00 | -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 | 0.92 |
| ACWI | 0.95 | -0.02 | 0.09 | 0.11 | 0.67 | 0.74 | 0.76 | 0.80 | 0.84 | 0.89 | 0.87 | 0.87 | 0.95 | 1.00 | 0.98 |
| Portfolio | 0.92 | -0.02 | 0.16 | 0.14 | 0.72 | 0.75 | 0.78 | 0.84 | 0.87 | 0.84 | 0.88 | 0.88 | 0.92 | 0.98 | 1.00 |