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Latika Suggested Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
AAPL
Apple Inc
Technology
0.40%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
Government Bonds
15.40%
IEUR
iShares Core MSCI Europe ETF
Europe Equities
7.60%
INDA
iShares MSCI India ETF
Asia Pacific Equities
7%
IXG
iShares Global Financials ETF
Financials Equities
3.70%
IXJ
iShares Global Healthcare ETF
Health & Biotech Equities
2.20%
NVDA
NVIDIA Corporation
Technology
2.50%
SHV
iShares Short Treasury Bond ETF
Government Bonds
15.50%
STIP
iShares 0-5 Year TIPS Bond ETF
Inflation-Protected Bonds
15.50%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
12.40%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities
6.50%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
Global Equities
11.30%

Performance

Performance Chart

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%MayJuneJulyAugustSeptemberOctober
10.24%
16.83%
Latika Suggested Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 28, 2020, corresponding to the inception date of IBTE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.73%2.66%16.83%38.58%14.32%11.57%
Latika Suggested Portfolio14.99%1.28%10.24%23.86%N/AN/A
VOO
Vanguard S&P 500 ETF
24.24%2.89%17.84%40.81%16.30%13.75%
IEUR
iShares Core MSCI Europe ETF
9.11%-1.64%6.76%26.52%7.61%5.97%
VWO
Vanguard FTSE Emerging Markets ETF
17.28%5.61%16.77%29.92%5.93%4.30%
IXJ
iShares Global Healthcare ETF
12.01%-2.32%9.87%20.24%10.57%8.76%
IXG
iShares Global Financials ETF
24.88%2.38%16.76%45.26%10.95%8.45%
INDA
iShares MSCI India ETF
15.10%-4.36%8.27%27.74%12.16%7.56%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
19.74%2.33%15.50%35.13%12.33%11.27%
AAPL
Apple Inc
23.29%3.63%42.95%37.49%32.20%26.13%
NVDA
NVIDIA Corporation
190.26%23.89%80.76%247.34%97.34%78.62%
STIP
iShares 0-5 Year TIPS Bond ETF
4.72%-0.16%3.97%6.97%3.56%2.38%
SHV
iShares Short Treasury Bond ETF
4.18%0.31%2.65%5.34%2.22%1.59%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
4.08%0.36%2.61%5.43%N/AN/A

Monthly Returns

The table below presents the monthly returns of Latika Suggested Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.06%2.78%2.23%-1.07%2.87%1.73%1.22%1.45%1.51%14.99%
20234.13%-1.19%2.35%1.30%0.09%3.19%2.22%-1.15%-1.95%-1.41%4.94%2.99%16.32%
2022-2.31%-1.62%0.68%-4.26%0.04%-4.38%3.92%-2.49%-5.39%3.21%5.15%-2.36%-9.98%
2021-0.14%1.61%1.53%2.16%1.87%1.00%0.49%2.08%-2.06%2.80%-0.48%1.70%13.20%
2020-7.68%5.47%2.75%2.32%3.46%3.74%-1.34%-1.39%6.22%3.03%16.98%

Expense Ratio

Latika Suggested Portfolio has an expense ratio of 0.16%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for INDA: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for IXJ: 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%
Expense ratio chart for IXG: 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%
Expense ratio chart for VWRL.AS: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for SHV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
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%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VOO: 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%
Expense ratio chart for IBTE: 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%
Expense ratio chart for STIP: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Latika Suggested Portfolio is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Latika Suggested Portfolio is 9696
Combined Rank
The Sharpe Ratio Rank of Latika Suggested Portfolio is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of Latika Suggested Portfolio is 9898Sortino Ratio Rank
The Omega Ratio Rank of Latika Suggested Portfolio is 9898Omega Ratio Rank
The Calmar Ratio Rank of Latika Suggested Portfolio is 9191Calmar Ratio Rank
The Martin Ratio Rank of Latika Suggested Portfolio is 9696Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Latika Suggested Portfolio
Sharpe ratio
The chart of Sharpe ratio for Latika Suggested Portfolio, currently valued at 4.04, compared to the broader market0.002.004.004.04
Sortino ratio
The chart of Sortino ratio for Latika Suggested Portfolio, currently valued at 6.07, compared to the broader market-2.000.002.004.006.006.07
Omega ratio
The chart of Omega ratio for Latika Suggested Portfolio, currently valued at 1.85, compared to the broader market0.801.001.201.401.601.802.001.85
Calmar ratio
The chart of Calmar ratio for Latika Suggested Portfolio, currently valued at 5.48, compared to the broader market0.002.004.006.008.0010.0012.005.48
Martin ratio
The chart of Martin ratio for Latika Suggested Portfolio, currently valued at 31.57, compared to the broader market0.0010.0020.0030.0040.0050.0031.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.98, compared to the broader market0.002.004.002.98
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.95, compared to the broader market-2.000.002.004.006.003.95
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.60, compared to the broader market0.002.004.006.008.0010.0012.002.60
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.43, compared to the broader market0.0010.0020.0030.0040.0050.0019.43

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
3.564.711.684.2623.42
IEUR
iShares Core MSCI Europe ETF
2.042.871.361.8312.61
VWO
Vanguard FTSE Emerging Markets ETF
2.012.821.361.0712.41
IXJ
iShares Global Healthcare ETF
2.313.171.432.0711.69
IXG
iShares Global Financials ETF
3.744.811.682.9325.61
INDA
iShares MSCI India ETF
2.152.691.442.7817.74
VWRL.AS
Vanguard FTSE All-World UCITS ETF
3.434.791.672.8222.42
AAPL
Apple Inc
1.772.541.332.385.64
NVDA
NVIDIA Corporation
4.854.451.599.2229.04
STIP
iShares 0-5 Year TIPS Bond ETF
3.315.631.763.5532.44
SHV
iShares Short Treasury Bond ETF
19.06133.0754.45191.421,957.39
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
9.2122.554.881.89320.10

Sharpe Ratio

The current Latika Suggested Portfolio Sharpe ratio is 4.05. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.19 to 3.02, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Latika Suggested Portfolio 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 Ratio1.502.002.503.003.504.00MayJuneJulyAugustSeptemberOctober
4.04
2.98
Latika Suggested Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Latika Suggested Portfolio granted a 2.78% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Latika Suggested Portfolio2.78%2.81%2.57%1.96%1.23%1.78%1.86%1.35%1.27%1.21%1.02%0.83%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
IEUR
iShares Core MSCI Europe ETF
2.99%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%0.64%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
2.53%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
IXJ
iShares Global Healthcare ETF
1.27%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.84%1.37%1.50%
IXG
iShares Global Financials ETF
2.47%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%2.38%2.14%
INDA
iShares MSCI India ETF
0.00%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%0.63%0.40%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%1.57%
AAPL
Apple Inc
0.41%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
STIP
iShares 0-5 Year TIPS Bond ETF
2.73%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%0.00%0.74%0.31%
SHV
iShares Short Treasury Bond ETF
5.14%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%0.00%0.00%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
4.69%4.23%2.00%0.47%0.73%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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.15%
-0.18%
Latika Suggested Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Latika Suggested Portfolio. 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 Latika Suggested Portfolio was 16.24%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.

The current Latika Suggested Portfolio drawdown is 0.39%.


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
-5.06%Aug 1, 202364Oct 27, 202316Nov 20, 202380
-4.27%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-3.88%Oct 13, 202014Oct 30, 20205Nov 6, 202019

Volatility

Volatility Chart

The current Latika Suggested Portfolio volatility is 1.39%, 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%6.00%MayJuneJulyAugustSeptemberOctober
1.39%
2.56%
Latika Suggested Portfolio
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.

SHVIBTESTIPNVDAAAPLINDAIXJVWRL.ASVWOIXGIEURVOO
SHV1.000.380.16-0.02-0.000.030.050.040.040.010.030.01
IBTE0.381.000.380.020.020.000.020.02-0.00-0.09-0.00-0.01
STIP0.160.381.000.110.150.180.190.230.210.160.240.21
NVDA-0.020.020.111.000.580.380.390.430.500.400.490.67
AAPL-0.000.020.150.581.000.400.480.420.470.430.510.73
INDA0.030.000.180.380.401.000.470.510.660.550.620.58
IXJ0.050.020.190.390.480.471.000.490.490.590.690.72
VWRL.AS0.040.020.230.430.420.510.491.000.630.630.710.62
VWO0.04-0.000.210.500.470.660.490.631.000.640.730.66
IXG0.01-0.090.160.400.430.550.590.630.641.000.820.77
IEUR0.03-0.000.240.490.510.620.690.710.730.821.000.78
VOO0.01-0.010.210.670.730.580.720.620.660.770.781.00
The correlation results are calculated based on daily price changes starting from Mar 2, 2020