PortfoliosLab logo
​
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Sunil Singh - Equity
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Sunil Singh - Equity

Last updated May 3, 2024

Asset Allocation

GLD 8%ACWI 23%IVV 20%IEMG 14%IJR 12%IEUR 10%EPP 8%KXI 5%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
ACWI
iShares MSCI ACWI ETF		Large Cap Growth Equities

23%

EPP
iShares MSCI Pacific ex Japan ETF		Asia Pacific Equities

8%

GLD
SPDR Gold Trust		Precious Metals, Gold

8%

IEMG
iShares Core MSCI Emerging Markets ETF		Asia Pacific Equities

14%

IEUR
iShares Core MSCI Europe ETF		Europe Equities

10%

IJR
iShares Core S&P Small-Cap ETF		Small Cap Growth Equities

12%

IVV
iShares Core S&P 500 ETF		Large Cap Growth Equities

20%

KXI
iShares Global Consumer Staples ETF		Consumer Staples Equities

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sunil Singh - Equity, 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

80.00%100.00%120.00%140.00%160.00%180.00%December2024FebruaryMarchAprilMay
102.92%
162.38%
Sunil Singh - Equity
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		6.17%-2.72%17.29%23.80%11.47%10.41%
Sunil Singh - Equity4.32%-0.73%15.65%15.64%8.50%N/A
Portfolio components:
ACWI
iShares MSCI ACWI ETF		5.39%-1.79%16.78%20.07%9.57%8.42%
EPP
iShares MSCI Pacific ex Japan ETF		-1.54%-0.19%9.96%2.80%1.88%2.73%
IEMG
iShares Core MSCI Emerging Markets ETF		4.73%2.18%14.38%13.80%2.69%3.29%
IEUR
iShares Core MSCI Europe ETF		3.44%-0.59%16.31%8.85%6.75%N/A
IJR
iShares Core S&P Small-Cap ETF		-1.48%-1.07%16.66%16.90%7.13%8.66%
IVV
iShares Core S&P 500 ETF		6.58%-2.68%18.12%25.71%13.31%12.44%
KXI
iShares Global Consumer Staples ETF		1.80%0.33%7.59%-3.02%5.35%5.60%
GLD
SPDR Gold Trust		11.49%1.06%15.76%12.70%12.07%5.39%

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.23%3.45%3.46%-2.57%
2023-2.28%7.84%5.56%

Expense Ratio

Sunil Singh - Equity 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.

EPP
iShares MSCI Pacific ex Japan ETF
Expense ratio chart for EPP: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
KXI
iShares Global Consumer Staples ETF
Expense ratio chart for KXI: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
GLD
SPDR Gold Trust
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
ACWI
iShares MSCI ACWI ETF
Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
IEMG
iShares Core MSCI Emerging Markets ETF
Expense ratio chart for IEMG: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
IEUR
iShares Core MSCI Europe ETF
Expense ratio chart for IEUR: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
IJR
iShares Core S&P Small-Cap ETF
Expense ratio chart for IJR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IVV
iShares Core S&P 500 ETF
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.

Sunil Singh - Equity
Sharpe ratio
The chart of Sharpe ratio for Sunil Singh - Equity, currently valued at 1.36, compared to the broader market0.002.004.001.36
Sortino ratio
The chart of Sortino ratio for Sunil Singh - Equity, currently valued at 2.00, compared to the broader market-2.000.002.004.006.002.00
Omega ratio
The chart of Omega ratio for Sunil Singh - Equity, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.801.24
Calmar ratio
The chart of Calmar ratio for Sunil Singh - Equity, currently valued at 1.09, compared to the broader market0.002.004.006.008.0010.001.09
Martin ratio
The chart of Martin ratio for Sunil Singh - Equity, currently valued at 4.04, compared to the broader market0.0010.0020.0030.0040.004.04
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market0.002.004.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.007.61
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ACWI
iShares MSCI ACWI ETF		1.712.471.291.365.73
EPP
iShares MSCI Pacific ex Japan ETF		0.140.321.040.110.39
IEMG
iShares Core MSCI Emerging Markets ETF		0.951.441.160.462.69
IEUR
iShares Core MSCI Europe ETF		0.691.091.120.572.06
IJR
iShares Core S&P Small-Cap ETF		0.871.431.160.682.75
IVV
iShares Core S&P 500 ETF		2.133.061.371.848.62
KXI
iShares Global Consumer Staples ETF		-0.34-0.420.95-0.25-0.51
GLD
SPDR Gold Trust		1.111.681.201.063.00

Sharpe Ratio

The current Sunil Singh - Equity Sharpe ratio is 1.36. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.38 to 2.30, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Sunil Singh - Equity with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.36
1.97
Sunil Singh - Equity
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Sunil Singh - Equity granted a 2.02% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Sunil Singh - Equity2.02%2.08%2.05%2.01%1.55%2.29%2.46%1.97%2.12%2.35%1.88%1.59%
Portfolio components:
ACWI
iShares MSCI ACWI ETF		1.79%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%
EPP
iShares MSCI Pacific ex Japan ETF		4.17%4.10%4.37%4.58%2.28%3.89%5.00%4.15%3.96%4.90%4.33%4.08%
IEMG
iShares Core MSCI Emerging Markets ETF		2.76%2.89%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%
IEUR
iShares Core MSCI Europe ETF		3.06%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%0.64%0.00%
IJR
iShares Core S&P Small-Cap ETF		1.33%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
IVV
iShares Core S&P 500 ETF		1.36%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
KXI
iShares Global Consumer Staples ETF		2.93%2.99%1.98%2.26%2.34%2.17%2.97%2.17%2.34%2.20%2.35%2.03%
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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.51%
-3.62%
Sunil Singh - Equity
Benchmark (^GSPC)
Portfolio components

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 1.51%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.16%Jan 21, 202044Mar 23, 2020107Aug 24, 2020151
-24.3%Nov 9, 2021235Oct 14, 2022332Feb 12, 2024567
-18.19%May 18, 2015171Jan 20, 2016159Sep 6, 2016330
-18.08%Jan 29, 2018229Dec 24, 2018210Oct 24, 2019439
-8.51%Jul 7, 201473Oct 16, 2014116Apr 6, 2015189

Volatility

Volatility Chart

The current Sunil Singh - Equity volatility is 3.81%, 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.

1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.81%
4.05%
Sunil Singh - Equity
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
GLDKXIIJRIEMGEPPIVVIEURACWI
GLD1.000.10-0.020.150.15-0.010.130.06
KXI0.101.000.540.550.620.690.710.72
IJR-0.020.541.000.600.660.800.670.79
IEMG0.150.550.601.000.820.700.750.83
EPP0.150.620.660.821.000.740.790.84
IVV-0.010.690.800.700.741.000.770.96
IEUR0.130.710.670.750.790.771.000.88
ACWI0.060.720.790.830.840.960.881.00