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

Asset Allocation


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 10, 2025, the Arnab Das IBKR Portfolio returned 3.73% Year-To-Date and 7.44% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
Arnab Das IBKR Portfolio3.73%6.70%0.98%9.23%11.19%7.42%
ACWI
iShares MSCI ACWI ETF
1.39%9.04%-0.93%9.99%13.10%8.70%
VOO
Vanguard S&P 500 ETF
-3.41%7.59%-5.06%9.79%15.45%12.13%
IEUR
iShares Core MSCI Europe ETF
17.65%11.52%13.38%10.92%13.04%5.80%
VWO
Vanguard FTSE Emerging Markets ETF
5.13%10.28%1.34%9.84%8.05%3.54%
VUG
Vanguard Growth ETF
-5.41%9.75%-4.74%13.34%16.12%14.35%
LIT
Global X Lithium & Battery Tech ETF
-7.63%9.89%-14.86%-15.39%8.52%5.30%
IXJ
iShares Global Healthcare ETF
-1.38%0.75%-9.43%-6.15%5.57%6.10%
EWJ
iShares MSCI Japan ETF
7.32%12.13%5.34%8.43%8.09%4.96%
IUSV
iShares Core S&P U.S. Value ETF
-2.56%5.69%-7.40%2.82%14.32%9.29%
IXG
iShares Global Financials ETF
9.88%10.76%8.08%24.35%19.49%8.56%
SGLN.L
iShares Physical Gold ETC
28.20%5.49%24.30%41.06%14.02%10.21%
STIP
iShares 0-5 Year TIPS Bond ETF
3.47%0.82%3.61%7.11%3.82%2.78%
SHV
iShares Short Treasury Bond ETF
1.47%0.34%2.11%4.80%2.42%1.79%
*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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.03%0.77%-1.23%0.22%0.93%3.73%
2024-0.38%3.12%2.87%-2.29%3.13%0.44%2.27%2.16%2.20%-1.52%2.31%-2.87%11.78%
20236.25%-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%7.84%3.95%2.42%4.39%4.15%-2.07%-1.24%9.30%4.71%15.77%
20196.14%1.72%0.55%2.24%-4.55%5.35%-0.10%-1.47%1.75%2.51%1.78%3.31%20.48%
20184.25%-3.73%-1.17%0.06%-0.20%-0.85%2.51%0.13%0.39%-5.28%1.79%-5.35%-7.65%
20172.64%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%1.65%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%-1.93%-0.32%-5.27%-2.69%5.54%-0.66%-1.47%-2.23%
20141.00%-1.01%2.01%-2.84%0.94%0.84%-1.83%-0.98%

Expense Ratio

Arnab Das IBKR Portfolio has an expense ratio of 0.21%, 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 IBKR Portfolio is 60, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Arnab Das IBKR Portfolio is 6060
Overall Rank
The Sharpe Ratio Rank of Arnab Das IBKR Portfolio is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of Arnab Das IBKR Portfolio is 5151
Sortino Ratio Rank
The Omega Ratio Rank of Arnab Das IBKR Portfolio is 5757
Omega Ratio Rank
The Calmar Ratio Rank of Arnab Das IBKR Portfolio is 6060
Calmar Ratio Rank
The Martin Ratio Rank of Arnab Das IBKR Portfolio is 7070
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ACWI
iShares MSCI ACWI ETF
0.570.781.110.502.18
VOO
Vanguard S&P 500 ETF
0.510.731.110.441.68
IEUR
iShares Core MSCI Europe ETF
0.630.861.110.651.72
VWO
Vanguard FTSE Emerging Markets ETF
0.540.681.090.371.19
VUG
Vanguard Growth ETF
0.530.801.110.491.67
LIT
Global X Lithium & Battery Tech ETF
-0.55-0.550.94-0.24-1.00
IXJ
iShares Global Healthcare ETF
-0.40-0.650.92-0.45-0.94
EWJ
iShares MSCI Japan ETF
0.360.661.090.541.61
IUSV
iShares Core S&P U.S. Value ETF
0.190.271.040.100.33
IXG
iShares Global Financials ETF
1.341.691.271.677.63
SGLN.L
iShares Physical Gold ETC
2.413.081.425.2113.69
STIP
iShares 0-5 Year TIPS Bond ETF
3.645.801.837.2123.63
SHV
iShares Short Treasury Bond ETF
20.17272.54128.28520.784,427.02

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 10, 2025 (values are recalculated daily):

  • 1-Year: 0.74
  • 5-Year: 0.92
  • 10-Year: 0.58
  • All Time: 0.58

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 2.21% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.21%2.19%2.21%2.65%1.91%1.46%2.15%2.32%1.76%1.80%1.80%1.51%
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%

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 26.08%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current Arnab Das IBKR Portfolio drawdown is 1.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.08%Feb 13, 202028Mar 23, 202095Aug 5, 2020123
-19.59%Nov 15, 2021237Oct 12, 2022311Dec 28, 2023548
-15.89%May 22, 2015187Feb 11, 2016216Dec 13, 2016403
-15.82%Jan 29, 2018234Dec 24, 2018218Oct 30, 2019452
-11.02%Feb 21, 202533Apr 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 13 assets, with an effective number of assets of 10.62, 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.

^GSPCSHVSGLN.LSTIPLITIXJEWJVWOIXGVUGIEURIUSVVOOACWIPortfolio
^GSPC1.00-0.040.030.070.610.740.680.680.790.940.750.891.000.950.92
SHV-0.041.000.130.18-0.05-0.01-0.01-0.01-0.05-0.02-0.02-0.04-0.03-0.02-0.02
SGLN.L0.030.131.000.320.080.070.090.150.010.040.150.030.030.090.16
STIP0.070.180.321.000.090.070.100.130.030.070.140.070.070.110.15
LIT0.61-0.050.080.091.000.430.540.680.560.580.600.570.610.670.72
IXJ0.74-0.010.070.070.431.000.570.530.610.670.680.700.730.740.75
EWJ0.68-0.010.090.100.540.571.000.630.680.630.690.640.680.760.78
VWO0.68-0.010.150.130.680.530.631.000.680.650.730.630.680.800.84
IXG0.79-0.050.010.030.560.610.680.681.000.640.800.880.790.840.86
VUG0.94-0.020.040.070.580.670.630.650.641.000.680.720.940.890.84
IEUR0.75-0.020.150.140.600.680.690.730.800.681.000.740.750.870.88
IUSV0.89-0.040.030.070.570.700.640.630.880.720.741.000.880.870.88
VOO1.00-0.030.030.070.610.730.680.680.790.940.750.881.000.950.92
ACWI0.95-0.020.090.110.670.740.760.800.840.890.870.870.951.000.98
Portfolio0.92-0.020.160.150.720.750.780.840.860.840.880.880.920.981.00
The correlation results are calculated based on daily price changes starting from Jun 13, 2014