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
As of Jul 25, 2024, the Arnab Das IBKR Portfolio returned 7.73% Year-To-Date and 6.93% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Arnab Das IBKR Portfolio | 7.35% | 0.40% | 7.40% | 10.75% | 8.83% | 6.91% |
| Portfolio components: | ||||||
ACWI iShares MSCI ACWI ETF | 10.43% | -0.90% | 9.24% | 15.57% | 10.04% | 8.28% |
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 13.79% | 12.38% |
IEUR iShares Core MSCI Europe ETF | 6.21% | 0.30% | 6.81% | 10.08% | 7.23% | 4.57% |
VWO Vanguard FTSE Emerging Markets ETF | 5.71% | -0.98% | 8.19% | 6.53% | 3.33% | 2.47% |
VUG Vanguard Growth ETF | 15.67% | -4.61% | 11.39% | 25.54% | 16.49% | 14.54% |
LIT Global X Lithium & Battery Tech ETF | -24.16% | -3.81% | -11.07% | -39.62% | 8.85% | 4.70% |
IXJ iShares Global Healthcare ETF | 10.27% | 1.93% | 8.45% | 11.90% | 10.30% | 8.77% |
EWJ iShares MSCI Japan ETF | 6.46% | 0.70% | 4.42% | 9.31% | 5.98% | 4.93% |
IUSV iShares Core S&P U.S. Value ETF | 8.53% | 3.02% | 8.13% | 15.30% | 11.50% | 9.75% |
IXG iShares Global Financials ETF | 14.11% | 4.02% | 12.86% | 22.07% | 8.96% | 6.99% |
SGLN.L iShares Physical Gold ETC | 14.22% | 2.62% | 17.06% | 21.83% | 10.31% | 5.82% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.72% | 0.61% | 2.56% | 5.56% | 3.22% | 2.04% |
SHV iShares Short Treasury Bond ETF | 2.87% | 0.44% | 2.50% | 5.31% | 2.03% | 1.43% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.38% | 3.12% | 2.87% | -2.26% | 3.10% | 0.45% | 7.35% | ||||||
| 2023 | 6.25% | -3.27% | 2.12% | 1.20% | -1.38% | 4.08% | 2.85% | -2.64% | -3.18% | -1.99% | 6.34% | 3.92% | 14.47% |
| 2022 | -2.83% | -1.55% | 0.94% | -5.88% | 1.10% | -5.59% | 4.20% | -3.26% | -7.19% | 4.64% | 6.96% | -3.04% | -11.94% |
| 2021 | -0.05% | 1.52% | 2.13% | 3.32% | 2.26% | 0.31% | 1.23% | 1.82% | -2.85% | 3.81% | -2.05% | 2.88% | 15.05% |
| 2020 | -1.10% | -5.29% | -10.55% | 7.83% | 3.95% | 2.42% | 4.39% | 4.15% | -2.07% | -1.24% | 9.30% | 4.71% | 15.77% |
| 2019 | 6.14% | 1.72% | 0.55% | 2.24% | -4.55% | 5.35% | -0.10% | -1.47% | 1.75% | 2.51% | 1.79% | 3.31% | 20.48% |
| 2018 | 4.25% | -3.73% | -1.17% | 0.06% | -0.20% | -0.85% | 2.51% | 0.13% | 0.39% | -5.28% | 1.79% | -5.35% | -7.65% |
| 2017 | 2.64% | 2.17% | 1.09% | 1.13% | 1.35% | 0.74% | 2.25% | 0.85% | 1.72% | 1.42% | 1.47% | 1.23% | 19.63% |
| 2016 | -4.33% | -0.34% | 5.74% | 1.64% | 0.37% | 0.52% | 2.96% | 0.10% | 0.53% | -1.35% | 0.79% | 1.39% | 8.00% |
| 2015 | -0.58% | 3.98% | -1.15% | 2.48% | 0.31% | -1.94% | -0.32% | -5.27% | -2.69% | 5.54% | -0.66% | -1.47% | -2.23% |
| 2014 | 1.00% | -1.01% | 2.01% | -2.84% | 0.94% | 0.84% | -1.82% | -0.98% |
Expense Ratio
Arnab Das IBKR Portfolio has an expense ratio of 0.21%, which is considered low compared to other funds. 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 Rank
The current rank of Arnab Das IBKR Portfolio is 35, 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.
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 | 1.53 | 2.22 | 1.27 | 1.17 | 6.74 |
VOO Vanguard S&P 500 ETF | 1.88 | 2.63 | 1.34 | 1.84 | 9.15 |
IEUR iShares Core MSCI Europe ETF | 0.98 | 1.48 | 1.17 | 0.78 | 3.54 |
VWO Vanguard FTSE Emerging Markets ETF | 0.61 | 0.95 | 1.11 | 0.28 | 2.36 |
VUG Vanguard Growth ETF | 1.68 | 2.29 | 1.30 | 1.42 | 9.80 |
LIT Global X Lithium & Battery Tech ETF | -1.41 | -2.19 | 0.77 | -0.65 | -1.44 |
IXJ iShares Global Healthcare ETF | 1.28 | 1.81 | 1.23 | 1.03 | 4.24 |
EWJ iShares MSCI Japan ETF | 0.88 | 1.32 | 1.15 | 0.63 | 3.37 |
IUSV iShares Core S&P U.S. Value ETF | 1.47 | 2.13 | 1.26 | 1.40 | 4.80 |
IXG iShares Global Financials ETF | 1.98 | 2.76 | 1.34 | 1.33 | 7.88 |
SGLN.L iShares Physical Gold ETC | 1.56 | 2.24 | 1.28 | 1.84 | 8.54 |
STIP iShares 0-5 Year TIPS Bond ETF | 2.47 | 4.25 | 1.53 | 2.00 | 21.21 |
SHV iShares Short Treasury Bond ETF | 19.66 | 142.73 | 71.26 | 192.04 | 2,071.89 |
Dividends
Dividend yield
Arnab Das IBKR Portfolio granted a 2.23% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Arnab Das IBKR Portfolio | 2.23% | 2.21% | 2.65% | 1.91% | 1.46% | 2.15% | 2.32% | 1.76% | 1.80% | 1.80% | 1.51% | 1.30% |
| Portfolio components: | ||||||||||||
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 | 1.34% | 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 | 3.07% | 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 | 3.24% | 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 | 0.53% | 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 | 1.58% | 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 | 1.29% | 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 | 2.04% | 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 | 1.89% | 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 | 2.71% | 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 | 3.10% | 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 | 5.12% | 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.
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 26.08%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Arnab Das IBKR Portfolio drawdown is 2.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.08% | Feb 13, 2020 | 28 | Mar 23, 2020 | 96 | Aug 6, 2020 | 124 |
| -19.59% | Nov 15, 2021 | 237 | Oct 12, 2022 | 311 | Dec 28, 2023 | 548 |
| -15.89% | May 22, 2015 | 187 | Feb 11, 2016 | 216 | Dec 13, 2016 | 403 |
| -15.82% | Jan 29, 2018 | 234 | Dec 24, 2018 | 218 | Oct 30, 2019 | 452 |
| -7.2% | Sep 8, 2014 | 29 | Oct 16, 2014 | 91 | Feb 24, 2015 | 120 |
Volatility
Volatility Chart
The current Arnab Das IBKR Portfolio volatility is 2.33%, 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
| SHV | SGLN.L | STIP | LIT | IXJ | EWJ | VWO | IXG | VUG | IUSV | IEUR | VOO | ACWI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SHV | 1.00 | 0.12 | 0.17 | -0.05 | -0.02 | -0.01 | -0.02 | -0.07 | -0.03 | -0.04 | -0.02 | -0.04 | -0.03 |
| SGLN.L | 0.12 | 1.00 | 0.32 | 0.07 | 0.06 | 0.07 | 0.13 | -0.00 | 0.03 | 0.02 | 0.13 | 0.02 | 0.08 |
| STIP | 0.17 | 0.32 | 1.00 | 0.10 | 0.07 | 0.10 | 0.13 | 0.03 | 0.08 | 0.08 | 0.14 | 0.08 | 0.12 |
| LIT | -0.05 | 0.07 | 0.10 | 1.00 | 0.44 | 0.54 | 0.68 | 0.57 | 0.60 | 0.59 | 0.60 | 0.62 | 0.68 |
| IXJ | -0.02 | 0.06 | 0.07 | 0.44 | 1.00 | 0.59 | 0.54 | 0.61 | 0.69 | 0.70 | 0.69 | 0.75 | 0.75 |
| EWJ | -0.01 | 0.07 | 0.10 | 0.54 | 0.59 | 1.00 | 0.64 | 0.68 | 0.64 | 0.66 | 0.69 | 0.69 | 0.77 |
| VWO | -0.02 | 0.13 | 0.13 | 0.68 | 0.54 | 0.64 | 1.00 | 0.69 | 0.66 | 0.64 | 0.73 | 0.69 | 0.81 |
| IXG | -0.07 | -0.00 | 0.03 | 0.57 | 0.61 | 0.68 | 0.69 | 1.00 | 0.65 | 0.89 | 0.81 | 0.79 | 0.84 |
| VUG | -0.03 | 0.03 | 0.08 | 0.60 | 0.69 | 0.64 | 0.66 | 0.65 | 1.00 | 0.73 | 0.69 | 0.94 | 0.89 |
| IUSV | -0.04 | 0.02 | 0.08 | 0.59 | 0.70 | 0.66 | 0.64 | 0.89 | 0.73 | 1.00 | 0.75 | 0.89 | 0.87 |
| IEUR | -0.02 | 0.13 | 0.14 | 0.60 | 0.69 | 0.69 | 0.73 | 0.81 | 0.69 | 0.75 | 1.00 | 0.76 | 0.88 |
| VOO | -0.04 | 0.02 | 0.08 | 0.62 | 0.75 | 0.69 | 0.69 | 0.79 | 0.94 | 0.89 | 0.76 | 1.00 | 0.95 |
| ACWI | -0.03 | 0.08 | 0.12 | 0.68 | 0.75 | 0.77 | 0.81 | 0.84 | 0.89 | 0.87 | 0.88 | 0.95 | 1.00 |