Latika Suggested Portfolio
Asset Allocation
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 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 |
| Portfolio components: | ||||||
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 |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SHV | IBTE | STIP | NVDA | AAPL | INDA | IXJ | VWRL.AS | VWO | IXG | IEUR | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SHV | 1.00 | 0.34 | 0.11 | -0.03 | -0.02 | -0.01 | 0.03 | 0.04 | 0.01 | -0.02 | 0.00 | -0.01 |
| IBTE | 0.34 | 1.00 | 0.42 | 0.02 | 0.03 | -0.02 | 0.02 | 0.00 | -0.03 | -0.13 | -0.03 | -0.01 |
| STIP | 0.11 | 0.42 | 1.00 | 0.14 | 0.15 | 0.18 | 0.21 | 0.23 | 0.20 | 0.17 | 0.24 | 0.23 |
| NVDA | -0.03 | 0.02 | 0.14 | 1.00 | 0.65 | 0.40 | 0.44 | 0.44 | 0.53 | 0.44 | 0.53 | 0.69 |
| AAPL | -0.02 | 0.03 | 0.15 | 0.65 | 1.00 | 0.43 | 0.54 | 0.44 | 0.51 | 0.46 | 0.54 | 0.77 |
| INDA | -0.01 | -0.02 | 0.18 | 0.40 | 0.43 | 1.00 | 0.50 | 0.53 | 0.69 | 0.58 | 0.66 | 0.61 |
| IXJ | 0.03 | 0.02 | 0.21 | 0.44 | 0.54 | 0.50 | 1.00 | 0.51 | 0.51 | 0.59 | 0.70 | 0.75 |
| VWRL.AS | 0.04 | 0.00 | 0.23 | 0.44 | 0.44 | 0.53 | 0.51 | 1.00 | 0.63 | 0.63 | 0.71 | 0.62 |
| VWO | 0.01 | -0.03 | 0.20 | 0.53 | 0.51 | 0.69 | 0.51 | 0.63 | 1.00 | 0.65 | 0.74 | 0.67 |
| IXG | -0.02 | -0.13 | 0.17 | 0.44 | 0.46 | 0.58 | 0.59 | 0.63 | 0.65 | 1.00 | 0.83 | 0.79 |
| IEUR | 0.00 | -0.03 | 0.24 | 0.53 | 0.54 | 0.66 | 0.70 | 0.71 | 0.74 | 0.83 | 1.00 | 0.80 |
| VOO | -0.01 | -0.01 | 0.23 | 0.69 | 0.77 | 0.61 | 0.75 | 0.62 | 0.67 | 0.79 | 0.80 | 1.00 |
Dividend yield
Latika Suggested Portfolio granted a 2.56% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Latika Suggested Portfolio | 2.56% | 2.63% | 2.05% | 1.31% | 1.94% | 2.08% | 1.54% | 1.48% | 1.43% | 1.23% | 1.03% | 0.96% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 13 | Mar 23, 2020 | 51 | Jun 3, 2020 | 64 |
| -15.8% | Nov 9, 2021 | 241 | Oct 12, 2022 | 194 | Jul 13, 2023 | 435 |
| -4.27% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
| -3.88% | Oct 13, 2020 | 14 | Oct 30, 2020 | 5 | Nov 6, 2020 | 19 |
| -3.71% | Jun 9, 2020 | 3 | Jun 11, 2020 | 17 | Jul 6, 2020 | 20 |
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.