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Arnab Das IBKR Portfolio

Last updated Oct 3, 2023

Asset Allocation


STIP 15%SHV 5%SGLN.L 5%ACWI 15%VOO 9%VWO 9%IUSV 9%IXG 8%IXJ 7%IEUR 6%EWJ 5%LIT 4%VUG 3%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
STIP
iShares 0-5 Year TIPS Bond ETF
Inflation-Protected Bonds15%
SHV
iShares Short Treasury Bond ETF
Government Bonds5%
SGLN.L
iShares Physical Gold ETC
Precious Metals, Commodities5%
ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities15%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities9%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities9%
IUSV
iShares Core S&P U.S. Value ETF
Large Cap Blend Equities9%
IXG
iShares Global Financials ETF
Financials Equities8%
IXJ
iShares Global Healthcare ETF
Health & Biotech Equities7%
IEUR
iShares Core MSCI Europe ETF
Europe Equities6%
EWJ
iShares MSCI Japan ETF
Japan Equities5%
LIT
Global X Lithium & Battery Tech ETF
Commodity Producers Equities4%
VUG
Vanguard Growth ETF
Large Cap Growth Equities3%

Performance

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


0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
0.20%
4.84%
Arnab Das IBKR Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the Arnab Das IBKR Portfolio returned 5.08% Year-To-Date and 5.84% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.58%11.69%16.58%7.96%8.77%
Arnab Das IBKR Portfolio-3.97%-0.08%5.08%11.99%6.28%5.84%
ACWI
iShares MSCI ACWI ETF
-4.97%1.67%9.45%17.49%6.50%6.70%
VOO
Vanguard S&P 500 ETF
-4.95%5.40%13.09%18.48%9.78%10.76%
IEUR
iShares Core MSCI Europe ETF
-5.66%-5.41%5.12%24.41%3.56%2.56%
VWO
Vanguard FTSE Emerging Markets ETF
-3.86%-2.47%1.68%8.73%2.66%1.69%
VUG
Vanguard Growth ETF
-5.10%10.77%29.38%26.19%12.22%12.67%
LIT
Global X Lithium & Battery Tech ETF
-8.80%-12.12%-7.27%-17.96%11.73%8.99%
IXJ
iShares Global Healthcare ETF
-3.88%-1.84%-2.53%8.27%6.85%7.80%
EWJ
iShares MSCI Japan ETF
-3.66%2.11%10.55%21.29%1.78%4.12%
IUSV
iShares Core S&P U.S. Value ETF
-5.58%2.11%6.48%17.54%7.84%8.24%
IXG
iShares Global Financials ETF
-3.96%2.51%0.69%14.37%3.73%4.62%
SGLN.L
iShares Physical Gold ETC
-5.69%-9.67%-0.23%7.77%8.36%3.61%
STIP
iShares 0-5 Year TIPS Bond ETF
-0.35%-0.81%1.84%2.42%2.78%1.63%
SHV
iShares Short Treasury Bond ETF
0.39%2.38%3.57%4.45%1.58%1.09%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.12%1.20%-1.38%4.08%2.85%-2.64%-3.18%

Sharpe Ratio

The current Arnab Das IBKR Portfolio Sharpe ratio is 1.09. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.09

The Sharpe ratio of Arnab Das IBKR Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50MayJuneJulyAugustSeptemberOctober
1.09
1.10
Arnab Das IBKR Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Arnab Das IBKR Portfolio granted a 2.13% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Arnab Das IBKR Portfolio2.13%2.70%2.01%1.56%2.34%2.59%2.01%2.08%2.13%1.83%1.60%2.10%
ACWI
iShares MSCI ACWI ETF
1.77%1.81%1.76%1.50%2.48%2.45%2.16%2.48%2.97%2.69%2.30%2.78%
VOO
Vanguard S&P 500 ETF
1.59%1.71%1.28%1.61%2.00%2.23%1.97%2.27%2.42%2.18%2.20%2.66%
IEUR
iShares Core MSCI Europe ETF
3.10%3.12%3.03%2.31%3.62%4.32%3.13%3.90%3.52%0.83%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.11%4.17%2.77%2.06%3.58%3.30%2.71%3.03%4.03%3.64%3.58%2.95%
VUG
Vanguard Growth ETF
0.61%0.71%0.49%0.68%0.98%1.37%1.20%1.47%1.40%1.32%1.32%1.69%
LIT
Global X Lithium & Battery Tech ETF
1.34%0.99%0.22%0.41%1.89%2.62%3.48%2.37%0.27%1.21%0.37%2.77%
IXJ
iShares Global Healthcare ETF
1.32%1.18%1.14%1.31%1.49%2.24%1.58%1.89%3.17%1.57%1.75%2.68%
EWJ
iShares MSCI Japan ETF
0.93%1.24%2.12%1.08%2.14%1.84%1.36%2.15%1.43%1.51%1.29%2.27%
IUSV
iShares Core S&P U.S. Value ETF
2.02%2.25%1.94%2.54%2.38%2.97%2.21%2.54%3.04%2.28%2.43%2.86%
IXG
iShares Global Financials ETF
3.16%3.77%1.78%2.29%3.15%3.55%2.47%2.63%3.40%2.98%2.75%3.26%
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
2.68%6.18%4.50%1.58%2.36%2.85%1.90%1.08%0.00%0.91%0.38%1.30%
SHV
iShares Short Treasury Bond ETF
4.18%1.43%0.00%0.77%2.31%1.79%0.80%0.37%0.03%0.00%0.00%0.01%

Expense Ratio

The Arnab Das IBKR Portfolio has a high expense ratio of 0.21%, 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.


0.75%
0.00%2.15%
0.49%
0.00%2.15%
0.46%
0.00%2.15%
0.32%
0.00%2.15%
0.15%
0.00%2.15%
0.09%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACWI
iShares MSCI ACWI ETF
1.17
VOO
Vanguard S&P 500 ETF
1.17
IEUR
iShares Core MSCI Europe ETF
1.49
VWO
Vanguard FTSE Emerging Markets ETF
0.60
VUG
Vanguard Growth ETF
1.21
LIT
Global X Lithium & Battery Tech ETF
-0.69
IXJ
iShares Global Healthcare ETF
0.70
EWJ
iShares MSCI Japan ETF
1.34
IUSV
iShares Core S&P U.S. Value ETF
1.22
IXG
iShares Global Financials ETF
0.92
SGLN.L
iShares Physical Gold ETC
0.05
STIP
iShares 0-5 Year TIPS Bond ETF
0.86
SHV
iShares Short Treasury Bond ETF
13.42

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
SHV1.000.110.15-0.06-0.03-0.03-0.04-0.09-0.05-0.06-0.04-0.06-0.05
SGLN.L0.111.000.320.070.060.060.13-0.020.030.010.120.020.08
STIP0.150.321.000.090.060.080.120.020.070.060.130.070.11
LIT-0.060.070.091.000.450.550.680.580.620.600.610.640.69
IXJ-0.030.060.060.451.000.600.550.610.710.700.690.770.76
EWJ-0.030.060.080.550.601.000.640.690.650.670.700.690.77
VWO-0.040.130.120.680.550.641.000.690.670.650.740.690.82
IXG-0.09-0.020.020.580.610.690.691.000.660.890.810.800.85
VUG-0.050.030.070.620.710.650.670.661.000.750.700.940.90
IUSV-0.060.010.060.600.700.670.650.890.751.000.760.910.88
IEUR-0.040.120.130.610.690.700.740.810.700.761.000.770.88
VOO-0.060.020.070.640.770.690.690.800.940.910.771.000.95
ACWI-0.050.080.110.690.760.770.820.850.900.880.880.951.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%MayJuneJulyAugustSeptemberOctober
-8.20%
-10.59%
Arnab Das IBKR Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Arnab Das IBKR Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Arnab Das IBKR Portfolio is 26.08%, recorded on Mar 23, 2020. It took 96 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.08%Feb 13, 202028Mar 23, 202096Aug 6, 2020124
-19.59%Nov 15, 2021237Oct 12, 2022
-15.89%May 22, 2015187Feb 11, 2016216Dec 13, 2016403
-15.86%Jan 29, 2018234Dec 24, 2018218Oct 30, 2019452
-7.2%Sep 8, 201429Oct 16, 201491Feb 24, 2015120

Volatility Chart

The current Arnab Das IBKR Portfolio volatility is 2.28%, 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%3.00%4.00%5.00%MayJuneJulyAugustSeptemberOctober
2.28%
3.15%
Arnab Das IBKR Portfolio
Benchmark (^GSPC)
Portfolio components