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Latika Suggested Portfolio

Last updated Sep 22, 2023

Asset Allocation


STIP 15.5%SHV 15.5%IBTE 15.4%VOO 12.4%VWRL.AS 11.3%IEUR 7.6%INDA 7%VWO 6.5%IXG 3.7%NVDA 2.5%IXJ 2.2%BondBondEquityEquity
PositionCategory/SectorWeight
STIP
iShares 0-5 Year TIPS Bond ETF
Inflation-Protected Bonds15.5%
SHV
iShares Short Treasury Bond ETF
Government Bonds15.5%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
Government Bonds15.4%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities12.4%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
Global Equities11.3%
IEUR
iShares Core MSCI Europe ETF
Europe Equities7.6%
INDA
iShares MSCI India ETF
Asia Pacific Equities7%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities6.5%
IXG
iShares Global Financials ETF
Financials Equities3.7%
NVDA
NVIDIA Corporation
Technology2.5%
IXJ
iShares Global Healthcare ETF
Health & Biotech Equities2.2%
AAPL
Apple Inc.
Technology0.4%

Performance

The chart shows the growth of an initial investment of $10,000 in Latika Suggested 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%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
5.74%
8.86%
Latika Suggested Portfolio
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.39%9.04%12.78%15.22%11.02%N/A
Latika Suggested Portfolio-0.87%5.86%9.58%13.34%7.57%N/A
VOO
Vanguard S&P 500 ETF
-2.22%9.88%14.17%17.21%12.72%N/A
IEUR
iShares Core MSCI Europe ETF
-2.21%2.97%8.59%25.35%6.50%N/A
VWO
Vanguard FTSE Emerging Markets ETF
-2.28%0.05%2.00%5.23%1.88%N/A
IXJ
iShares Global Healthcare ETF
-2.56%2.89%-1.11%10.07%9.26%N/A
IXG
iShares Global Financials ETF
1.03%9.77%3.79%14.36%7.63%N/A
INDA
iShares MSCI India ETF
0.59%15.52%6.69%4.81%11.28%N/A
VWRL.AS
Vanguard FTSE All-World UCITS ETF
-1.18%8.23%11.79%17.03%9.39%N/A
AAPL
Apple Inc.
-3.97%8.83%34.44%14.55%29.88%N/A
NVDA
NVIDIA Corporation
-12.94%53.20%180.77%226.74%63.89%N/A
STIP
iShares 0-5 Year TIPS Bond ETF
0.02%-0.05%2.09%2.10%2.42%N/A
SHV
iShares Short Treasury Bond ETF
0.44%2.33%3.44%4.38%1.28%N/A
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
0.37%0.98%2.62%3.14%-0.00%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SHVIBTESTIPNVDAAAPLINDAIXJVWRL.ASVWOIXGIEURVOO
SHV1.000.340.11-0.03-0.02-0.010.030.040.01-0.020.00-0.01
IBTE0.341.000.420.020.03-0.020.020.00-0.03-0.13-0.03-0.01
STIP0.110.421.000.140.150.180.210.230.200.170.240.23
NVDA-0.030.020.141.000.650.400.440.440.530.440.530.69
AAPL-0.020.030.150.651.000.430.540.440.510.460.540.77
INDA-0.01-0.020.180.400.431.000.500.530.690.580.660.61
IXJ0.030.020.210.440.540.501.000.510.510.590.700.75
VWRL.AS0.040.000.230.440.440.530.511.000.630.630.710.62
VWO0.01-0.030.200.530.510.690.510.631.000.650.740.67
IXG-0.02-0.130.170.440.460.580.590.630.651.000.830.79
IEUR0.00-0.030.240.530.540.660.700.710.740.831.000.80
VOO-0.01-0.010.230.690.770.610.750.620.670.790.801.00

Sharpe Ratio

The current Latika Suggested Portfolio Sharpe ratio is 1.91. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.91

The Sharpe ratio of Latika Suggested Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.91
1.23
Latika Suggested Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Latika Suggested Portfolio granted a 2.56% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Latika Suggested Portfolio2.56%2.63%2.05%1.31%1.94%2.08%1.54%1.48%1.43%1.23%1.03%0.96%
VOO
Vanguard S&P 500 ETF
1.56%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
IEUR
iShares Core MSCI Europe ETF
3.00%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%
IXJ
iShares Global Healthcare ETF
1.30%1.18%1.14%1.31%1.49%2.24%1.58%1.89%3.17%1.57%1.75%2.68%
IXG
iShares Global Financials ETF
3.06%3.77%1.78%2.29%3.15%3.55%2.47%2.63%3.40%2.98%2.75%3.26%
INDA
iShares MSCI India ETF
0.18%0.00%6.45%0.29%1.06%1.02%1.19%1.00%1.33%0.71%0.69%0.47%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.81%2.13%1.48%1.64%2.02%2.44%2.16%2.22%2.36%2.44%1.90%0.00%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
STIP
iShares 0-5 Year TIPS Bond ETF
2.51%6.17%4.49%1.58%2.35%2.84%1.90%1.08%0.00%0.91%0.38%1.30%
SHV
iShares Short Treasury Bond ETF
3.93%1.43%0.00%0.77%2.30%1.78%0.79%0.37%0.03%0.00%0.00%0.01%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
3.77%2.05%0.49%0.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Latika Suggested Portfolio features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.69%
0.00%2.15%
0.46%
0.00%2.15%
0.22%
0.00%2.15%
0.15%
0.00%2.15%
0.09%
0.00%2.15%
0.08%
0.00%2.15%
0.03%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
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
VOO
Vanguard S&P 500 ETF
0.82
IEUR
iShares Core MSCI Europe ETF
1.21
VWO
Vanguard FTSE Emerging Markets ETF
0.18
IXJ
iShares Global Healthcare ETF
0.64
IXG
iShares Global Financials ETF
0.62
INDA
iShares MSCI India ETF
0.20
VWRL.AS
Vanguard FTSE All-World UCITS ETF
0.73
AAPL
Apple Inc.
0.41
NVDA
NVIDIA Corporation
3.82
STIP
iShares 0-5 Year TIPS Bond ETF
0.44
SHV
iShares Short Treasury Bond ETF
13.25
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
1.57

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-2.71%
-9.73%
Latika Suggested Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Latika Suggested 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 Latika Suggested Portfolio is 16.24%, recorded on Mar 23, 2020. It took 51 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.24%Mar 5, 202013Mar 23, 202051Jun 3, 202064
-15.8%Nov 9, 2021241Oct 12, 2022194Jul 13, 2023435
-4.27%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-3.88%Oct 13, 202014Oct 30, 20205Nov 6, 202019
-3.71%Jun 9, 20203Jun 11, 202017Jul 6, 202020

Volatility Chart

The current Latika Suggested Portfolio volatility is 1.64%, 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.


1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.64%
3.41%
Latika Suggested Portfolio
Benchmark (^GSPC)
Portfolio components