Arnab Das IBKR Portfolio
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.12% | 1.20% | -1.38% | 4.08% | 2.85% | -2.64% | -3.18% |
Dividend yield
Arnab Das IBKR Portfolio granted a 2.13% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Arnab Das IBKR Portfolio | 2.13% | 2.70% | 2.01% | 1.56% | 2.34% | 2.59% | 2.01% | 2.08% | 2.13% | 1.83% | 1.60% | 2.10% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| SHV | SGLN.L | STIP | LIT | IXJ | EWJ | VWO | IXG | VUG | IUSV | IEUR | VOO | ACWI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SHV | 1.00 | 0.11 | 0.15 | -0.06 | -0.03 | -0.03 | -0.04 | -0.09 | -0.05 | -0.06 | -0.04 | -0.06 | -0.05 |
| SGLN.L | 0.11 | 1.00 | 0.32 | 0.07 | 0.06 | 0.06 | 0.13 | -0.02 | 0.03 | 0.01 | 0.12 | 0.02 | 0.08 |
| STIP | 0.15 | 0.32 | 1.00 | 0.09 | 0.06 | 0.08 | 0.12 | 0.02 | 0.07 | 0.06 | 0.13 | 0.07 | 0.11 |
| LIT | -0.06 | 0.07 | 0.09 | 1.00 | 0.45 | 0.55 | 0.68 | 0.58 | 0.62 | 0.60 | 0.61 | 0.64 | 0.69 |
| IXJ | -0.03 | 0.06 | 0.06 | 0.45 | 1.00 | 0.60 | 0.55 | 0.61 | 0.71 | 0.70 | 0.69 | 0.77 | 0.76 |
| EWJ | -0.03 | 0.06 | 0.08 | 0.55 | 0.60 | 1.00 | 0.64 | 0.69 | 0.65 | 0.67 | 0.70 | 0.69 | 0.77 |
| VWO | -0.04 | 0.13 | 0.12 | 0.68 | 0.55 | 0.64 | 1.00 | 0.69 | 0.67 | 0.65 | 0.74 | 0.69 | 0.82 |
| IXG | -0.09 | -0.02 | 0.02 | 0.58 | 0.61 | 0.69 | 0.69 | 1.00 | 0.66 | 0.89 | 0.81 | 0.80 | 0.85 |
| VUG | -0.05 | 0.03 | 0.07 | 0.62 | 0.71 | 0.65 | 0.67 | 0.66 | 1.00 | 0.75 | 0.70 | 0.94 | 0.90 |
| IUSV | -0.06 | 0.01 | 0.06 | 0.60 | 0.70 | 0.67 | 0.65 | 0.89 | 0.75 | 1.00 | 0.76 | 0.91 | 0.88 |
| IEUR | -0.04 | 0.12 | 0.13 | 0.61 | 0.69 | 0.70 | 0.74 | 0.81 | 0.70 | 0.76 | 1.00 | 0.77 | 0.88 |
| VOO | -0.06 | 0.02 | 0.07 | 0.64 | 0.77 | 0.69 | 0.69 | 0.80 | 0.94 | 0.91 | 0.77 | 1.00 | 0.95 |
| ACWI | -0.05 | 0.08 | 0.11 | 0.69 | 0.76 | 0.77 | 0.82 | 0.85 | 0.90 | 0.88 | 0.88 | 0.95 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 28 | Mar 23, 2020 | 96 | Aug 6, 2020 | 124 |
| -19.59% | Nov 15, 2021 | 237 | Oct 12, 2022 | — | — | — |
| -15.89% | May 22, 2015 | 187 | Feb 11, 2016 | 216 | Dec 13, 2016 | 403 |
| -15.86% | 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 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.