Sunil Singh - Equity
Asset Allocation
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
As of May 11, 2025, the Sunil Singh - Equity returned 4.09% Year-To-Date and 8.31% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Sunil Singh - Equity | 4.09% | 8.98% | 0.62% | 10.66% | 12.77% | 8.31% |
| Portfolio components: | ||||||
ACWI iShares MSCI ACWI ETF | 1.39% | 9.04% | -0.93% | 9.99% | 13.44% | 8.91% |
EPP iShares MSCI Pacific ex Japan ETF | 6.67% | 12.85% | 1.43% | 10.67% | 9.07% | 4.01% |
IEMG iShares Core MSCI Emerging Markets ETF | 6.34% | 10.73% | 1.62% | 7.45% | 7.84% | 3.53% |
IEUR iShares Core MSCI Europe ETF | 17.65% | 11.52% | 13.38% | 10.92% | 13.39% | 5.94% |
IJR iShares Core S&P Small-Cap ETF | -9.79% | 9.98% | -15.57% | -2.96% | 12.52% | 7.56% |
IVV iShares Core S&P 500 ETF | -3.40% | 7.56% | -5.07% | 9.78% | 15.85% | 12.41% |
KXI iShares Global Consumer Staples ETF | 8.74% | 3.50% | 5.80% | 8.14% | 7.92% | 5.95% |
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.04% | 10.19% |
Monthly Returns
The table below presents the monthly returns of Sunil Singh - Equity, 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 | 3.26% | -0.05% | -1.78% | 0.82% | 1.85% | 4.09% | |||||||
| 2024 | -1.23% | 3.45% | 3.46% | -2.57% | 4.22% | 0.84% | 2.99% | 2.08% | 2.89% | -2.37% | 3.10% | -3.47% | 13.77% |
| 2023 | 7.62% | -3.69% | 2.44% | 1.03% | -2.15% | 5.03% | 3.83% | -3.52% | -4.41% | -2.28% | 7.84% | 5.56% | 17.44% |
| 2022 | -4.02% | -1.58% | 1.38% | -6.70% | 0.31% | -7.23% | 5.49% | -3.98% | -9.18% | 5.44% | 9.16% | -3.49% | -15.03% |
| 2021 | 0.31% | 2.19% | 2.64% | 3.71% | 2.42% | 0.00% | -0.05% | 1.76% | -4.05% | 4.37% | -2.67% | 4.09% | 15.30% |
| 2020 | -1.86% | -6.85% | -13.78% | 9.61% | 4.14% | 3.73% | 5.72% | 4.65% | -3.21% | -1.35% | 11.13% | 5.52% | 15.62% |
| 2019 | 7.86% | 2.25% | 0.76% | 2.95% | -5.58% | 6.61% | -0.22% | -1.75% | 1.63% | 2.68% | 1.58% | 3.84% | 24.27% |
| 2018 | 5.06% | -4.45% | -0.69% | 0.05% | 0.71% | -0.87% | 2.75% | 0.32% | -0.43% | -6.90% | 1.90% | -5.91% | -8.77% |
| 2017 | 3.24% | 2.62% | 1.52% | 1.58% | 1.47% | 0.64% | 2.79% | 0.54% | 1.65% | 1.56% | 1.90% | 1.69% | 23.34% |
| 2016 | -4.45% | 0.26% | 7.42% | 1.48% | -0.58% | 1.35% | 3.93% | -0.02% | 1.12% | -2.44% | 0.73% | 1.62% | 10.41% |
| 2015 | -0.44% | 4.32% | -1.40% | 2.45% | -0.25% | -2.13% | -0.53% | -6.39% | -2.72% | 6.60% | -0.66% | -2.08% | -3.79% |
| 2014 | 1.28% | -1.77% | 2.65% | -4.48% | 1.78% | 0.67% | -1.49% | -1.54% |
Expense Ratio
Sunil Singh - Equity 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 Sunil Singh - Equity is 65, 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 | 0.57 | 0.97 | 1.14 | 0.65 | 2.83 |
EPP iShares MSCI Pacific ex Japan ETF | 0.56 | 0.91 | 1.12 | 0.56 | 1.91 |
IEMG iShares Core MSCI Emerging Markets ETF | 0.41 | 0.73 | 1.09 | 0.34 | 1.33 |
IEUR iShares Core MSCI Europe ETF | 0.64 | 1.11 | 1.15 | 0.89 | 2.40 |
IJR iShares Core S&P Small-Cap ETF | -0.15 | 0.01 | 1.00 | -0.09 | -0.27 |
IVV iShares Core S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.56 | 2.17 |
KXI iShares Global Consumer Staples ETF | 0.69 | 1.18 | 1.15 | 0.95 | 2.54 |
GLD SPDR Gold Trust | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
Loading data...
Dividends
Dividend yield
Sunil Singh - Equity provided a 2.06% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.06% | 2.13% | 2.08% | 2.05% | 2.01% | 1.55% | 2.29% | 2.46% | 1.97% | 2.12% | 2.35% | 1.88% |
| 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% |
EPP iShares MSCI Pacific ex Japan ETF | 3.57% | 3.81% | 4.10% | 4.37% | 4.58% | 2.28% | 3.89% | 5.00% | 4.15% | 3.96% | 4.90% | 4.33% |
IEMG iShares Core MSCI Emerging Markets ETF | 3.01% | 3.20% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% |
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% |
IJR iShares Core S&P Small-Cap ETF | 2.28% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% |
IVV iShares Core S&P 500 ETF | 1.37% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
KXI iShares Global Consumer Staples ETF | 2.31% | 2.51% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.98% | 2.17% | 2.34% | 2.20% | 2.35% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Sunil Singh - Equity. 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 Sunil Singh - Equity was 32.16%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current Sunil Singh - Equity drawdown is 1.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.16% | Jan 21, 2020 | 44 | Mar 23, 2020 | 107 | Aug 24, 2020 | 151 |
| -24.3% | Nov 9, 2021 | 235 | Oct 14, 2022 | 332 | Feb 12, 2024 | 567 |
| -18.19% | May 18, 2015 | 171 | Jan 20, 2016 | 159 | Sep 6, 2016 | 330 |
| -18.08% | Jan 29, 2018 | 229 | Dec 24, 2018 | 210 | Oct 24, 2019 | 439 |
| -14.56% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 6.57, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | GLD | KXI | IJR | IEMG | EPP | IEUR | IVV | ACWI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.66 | 0.80 | 0.69 | 0.72 | 0.75 | 1.00 | 0.95 | 0.91 |
| GLD | 0.00 | 1.00 | 0.10 | -0.00 | 0.17 | 0.18 | 0.15 | 0.01 | 0.08 | 0.17 |
| KXI | 0.66 | 0.10 | 1.00 | 0.53 | 0.53 | 0.60 | 0.69 | 0.66 | 0.69 | 0.70 |
| IJR | 0.80 | -0.00 | 0.53 | 1.00 | 0.59 | 0.65 | 0.67 | 0.80 | 0.79 | 0.83 |
| IEMG | 0.69 | 0.17 | 0.53 | 0.59 | 1.00 | 0.82 | 0.75 | 0.69 | 0.82 | 0.86 |
| EPP | 0.72 | 0.18 | 0.60 | 0.65 | 0.82 | 1.00 | 0.79 | 0.73 | 0.83 | 0.87 |
| IEUR | 0.75 | 0.15 | 0.69 | 0.67 | 0.75 | 0.79 | 1.00 | 0.75 | 0.87 | 0.88 |
| IVV | 1.00 | 0.01 | 0.66 | 0.80 | 0.69 | 0.73 | 0.75 | 1.00 | 0.96 | 0.92 |
| ACWI | 0.95 | 0.08 | 0.69 | 0.79 | 0.82 | 0.83 | 0.87 | 0.96 | 1.00 | 0.98 |
| Portfolio | 0.91 | 0.17 | 0.70 | 0.83 | 0.86 | 0.87 | 0.88 | 0.92 | 0.98 | 1.00 |