Latika Suggested Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
The earliest data available for this chart is Feb 28, 2020, corresponding to the inception date of IBTE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Latika Suggested Portfolio | 14.29% | -0.44% | 8.80% | 23.64% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 23.64% | 1.79% | 16.67% | 42.02% | 15.81% | 13.26% |
IEUR iShares Core MSCI Europe ETF | 8.10% | -5.20% | 5.40% | 25.36% | 7.23% | 5.71% |
VWO Vanguard FTSE Emerging Markets ETF | 15.27% | -2.57% | 12.24% | 26.95% | 5.35% | 3.80% |
IXJ iShares Global Healthcare ETF | 9.69% | -3.46% | 6.49% | 21.31% | 9.52% | 8.28% |
IXG iShares Global Financials ETF | 23.90% | 1.37% | 16.46% | 44.85% | 10.76% | 8.07% |
INDA iShares MSCI India ETF | 13.17% | -6.58% | 5.52% | 27.49% | 11.34% | 6.98% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 18.63% | -0.45% | 12.59% | 35.78% | 11.97% | 10.67% |
AAPL Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
NVDA NVIDIA Corporation | 185.29% | 16.35% | 63.51% | 243.27% | 95.48% | 77.28% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.38% | -0.53% | 3.67% | 6.53% | 3.50% | 2.38% |
SHV iShares Short Treasury Bond ETF | 4.27% | 0.31% | 2.64% | 5.31% | 2.23% | 1.60% |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 4.16% | 0.36% | 2.61% | 5.34% | N/A | N/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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.06% | 2.78% | 2.23% | -1.07% | 2.87% | 1.73% | 1.22% | 1.45% | 1.51% | 14.29% | |||
| 2023 | 4.13% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Latika Suggested Portfolio is 88, placing it in the top 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.97 | 3.97 | 1.57 | 4.16 | 19.22 |
IEUR iShares Core MSCI Europe ETF | 1.67 | 2.37 | 1.29 | 1.85 | 9.58 |
VWO Vanguard FTSE Emerging Markets ETF | 1.54 | 2.21 | 1.28 | 0.88 | 8.96 |
IXJ iShares Global Healthcare ETF | 1.68 | 2.35 | 1.31 | 1.65 | 7.71 |
IXG iShares Global Financials ETF | 3.20 | 4.13 | 1.57 | 3.00 | 21.32 |
INDA iShares MSCI India ETF | 1.80 | 2.29 | 1.36 | 2.76 | 12.71 |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 2.75 | 3.85 | 1.53 | 3.10 | 17.49 |
AAPL Apple Inc | 1.31 | 1.97 | 1.25 | 1.76 | 4.15 |
NVDA NVIDIA Corporation | 4.05 | 4.02 | 1.53 | 7.67 | 24.16 |
STIP iShares 0-5 Year TIPS Bond ETF | 2.96 | 4.92 | 1.66 | 3.47 | 26.41 |
SHV iShares Short Treasury Bond ETF | 19.01 | 133.06 | 56.70 | 190.06 | 1,954.47 |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 9.24 | 22.78 | 4.97 | 1.98 | 326.27 |
Dividends
Dividend yield
Latika Suggested Portfolio provided a 2.79% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Latika Suggested Portfolio | 2.79% | 2.81% | 2.57% | 1.96% | 1.23% | 1.78% | 1.86% | 1.35% | 1.27% | 1.21% | 1.02% | 0.83% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.27% | 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 | 3.02% | 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 | 2.57% | 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 | 1.30% | 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 | 2.49% | 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 | 1.48% | 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 | 0.42% | 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% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.74% | 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 | 4.68% | 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.
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 0.76%.
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 |
| -5.06% | Aug 1, 2023 | 64 | Oct 27, 2023 | 16 | Nov 20, 2023 | 80 |
| -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 |
Volatility
Volatility Chart
The current Latika Suggested Portfolio volatility is 1.23%, 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.
Diversification
Asset Correlations Table
| SHV | IBTE | STIP | NVDA | AAPL | INDA | IXJ | VWRL.AS | VWO | IXG | IEUR | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SHV | 1.00 | 0.37 | 0.16 | -0.01 | 0.00 | 0.03 | 0.05 | 0.04 | 0.04 | 0.01 | 0.03 | 0.01 |
| IBTE | 0.37 | 1.00 | 0.38 | 0.01 | 0.01 | 0.00 | 0.02 | 0.02 | -0.00 | -0.09 | -0.00 | -0.01 |
| STIP | 0.16 | 0.38 | 1.00 | 0.10 | 0.15 | 0.18 | 0.19 | 0.23 | 0.21 | 0.16 | 0.24 | 0.22 |
| NVDA | -0.01 | 0.01 | 0.10 | 1.00 | 0.58 | 0.37 | 0.39 | 0.43 | 0.50 | 0.40 | 0.49 | 0.67 |
| AAPL | 0.00 | 0.01 | 0.15 | 0.58 | 1.00 | 0.40 | 0.48 | 0.42 | 0.47 | 0.43 | 0.51 | 0.73 |
| INDA | 0.03 | 0.00 | 0.18 | 0.37 | 0.40 | 1.00 | 0.47 | 0.51 | 0.66 | 0.55 | 0.62 | 0.58 |
| IXJ | 0.05 | 0.02 | 0.19 | 0.39 | 0.48 | 0.47 | 1.00 | 0.49 | 0.49 | 0.59 | 0.69 | 0.72 |
| VWRL.AS | 0.04 | 0.02 | 0.23 | 0.43 | 0.42 | 0.51 | 0.49 | 1.00 | 0.63 | 0.63 | 0.71 | 0.62 |
| VWO | 0.04 | -0.00 | 0.21 | 0.50 | 0.47 | 0.66 | 0.49 | 0.63 | 1.00 | 0.64 | 0.73 | 0.66 |
| IXG | 0.01 | -0.09 | 0.16 | 0.40 | 0.43 | 0.55 | 0.59 | 0.63 | 0.64 | 1.00 | 0.82 | 0.77 |
| IEUR | 0.03 | -0.00 | 0.24 | 0.49 | 0.51 | 0.62 | 0.69 | 0.71 | 0.73 | 0.82 | 1.00 | 0.78 |
| VOO | 0.01 | -0.01 | 0.22 | 0.67 | 0.73 | 0.58 | 0.72 | 0.62 | 0.66 | 0.77 | 0.78 | 1.00 |