Latika Suggested Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Latika Suggested Portfolio

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

Rebalance

Performance

Performance Chart

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Latika Suggested Portfolio	2.08%	4.48%	0.69%	8.25%	10.19%	N/A
Portfolio components:
VOO Vanguard S&P 500 ETF	-3.41%	7.59%	-5.06%	9.79%	15.38%	12.42%
IEUR iShares Core MSCI Europe ETF	17.65%	11.52%	13.38%	10.92%	12.99%	5.94%
VWO Vanguard FTSE Emerging Markets ETF	5.13%	10.28%	1.34%	9.84%	8.02%	3.62%
IXJ iShares Global Healthcare ETF	-1.38%	0.75%	-9.43%	-6.15%	5.55%	6.24%
IXG iShares Global Financials ETF	9.88%	10.76%	8.08%	24.35%	19.41%	8.76%
INDA iShares MSCI India ETF	-0.47%	3.70%	-2.93%	2.72%	16.13%	7.14%
VWRL.AS Vanguard FTSE All-World UCITS ETF	1.41%	9.27%	-0.58%	9.96%	13.06%	8.67%
AAPL Apple Inc	-20.63%	4.26%	-12.43%	8.82%	20.40%	21.59%
NVDA NVIDIA Corporation	-13.13%	8.44%	-20.97%	29.82%	68.50%	72.60%
STIP iShares 0-5 Year TIPS Bond ETF	3.47%	0.82%	3.61%	7.11%	3.81%	2.84%
SHV iShares Short Treasury Bond ETF	1.47%	0.34%	2.11%	4.80%	2.41%	1.83%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%	0.00%	0.39%	2.95%	0.70%	N/A

*Annualized

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
2025	1.37%	0.09%	-0.75%	0.66%	0.71%								2.08%
2024	1.06%	2.78%	2.23%	-1.07%	2.87%	1.73%	1.21%	1.45%	1.51%	-1.18%	1.46%	-1.38%	13.30%
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%	16.31%
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%	3.73%	-1.33%	-1.39%	6.22%	3.03%	16.98%

Expense Ratio

Latika Suggested Portfolio has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

INDA

iShares MSCI India ETF

IXJ

iShares Global Healthcare ETF

IXG

iShares Global Financials ETF

VWRL.AS

Vanguard FTSE All-World UCITS ETF

SHV

iShares Short Treasury Bond ETF

IEUR

iShares Core MSCI Europe ETF

VWO

Vanguard FTSE Emerging Markets ETF

VOO

Vanguard S&P 500 ETF

IBTE

iShares iBonds Dec 2024 Term Treasury ETF

STIP

iShares 0-5 Year TIPS Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 75, Latika Suggested Portfolio is among the top 25% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	0.51	0.72	1.11	0.43	1.65
IEUR iShares Core MSCI Europe ETF	0.63	0.84	1.11	0.64	1.68
VWO Vanguard FTSE Emerging Markets ETF	0.54	0.62	1.08	0.33	1.06
IXJ iShares Global Healthcare ETF	-0.40	-0.65	0.92	-0.45	-0.94
IXG iShares Global Financials ETF	1.34	1.65	1.26	1.63	7.55
INDA iShares MSCI India ETF	0.14	0.08	1.01	-0.02	-0.04
VWRL.AS Vanguard FTSE All-World UCITS ETF	0.61	0.78	1.11	0.48	2.16
AAPL Apple Inc	0.25	0.44	1.06	0.15	0.50
NVDA NVIDIA Corporation	0.52	1.00	1.13	0.71	1.75
STIP iShares 0-5 Year TIPS Bond ETF	3.63	5.80	1.83	7.21	23.62
SHV iShares Short Treasury Bond ETF	20.07	271.47	127.78	518.68	4,409.19
IBTE iShares iBonds Dec 2024 Term Treasury ETF	5.90	14.55	3.92	68.09	96.88

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Latika Suggested Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 1.06
5-Year: 1.21
All Time: 0.91

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.42 to 0.94, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Latika Suggested Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Latika Suggested Portfolio provided a 2.67% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.67%	2.88%	2.81%	2.57%	1.96%	1.20%	1.78%	1.86%	1.35%	1.27%	1.21%	1.02%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.34%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
IEUR iShares Core MSCI Europe ETF	3.01%	3.54%	3.17%	3.05%	2.87%	2.13%	3.26%	3.76%	2.64%	3.19%	2.79%	0.64%
VWO Vanguard FTSE Emerging Markets ETF	3.06%	3.20%	3.52%	4.11%	2.63%	1.91%	3.24%	2.88%	2.30%	2.52%	3.26%	2.86%
IXJ iShares Global Healthcare ETF	1.52%	1.50%	1.38%	1.17%	1.12%	1.27%	1.42%	2.11%	1.47%	1.73%	2.85%	1.38%
IXG iShares Global Financials ETF	2.40%	2.64%	2.62%	3.71%	1.68%	2.13%	2.87%	3.14%	2.12%	2.21%	2.79%	2.38%
INDA iShares MSCI India ETF	0.76%	0.76%	0.16%	0.00%	6.44%	0.27%	1.00%	0.94%	1.09%	0.91%	1.19%	0.63%
VWRL.AS Vanguard FTSE All-World UCITS ETF	1.64%	1.47%	1.74%	2.10%	1.43%	1.56%	1.89%	2.24%	1.93%	1.95%	2.03%	2.06%
AAPL Apple Inc	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
NVDA NVIDIA Corporation	0.03%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
STIP iShares 0-5 Year TIPS Bond ETF	3.26%	2.62%	2.84%	6.04%	4.15%	1.40%	2.06%	2.44%	1.59%	0.89%	0.00%	0.74%
SHV iShares Short Treasury Bond ETF	4.70%	5.02%	4.73%	1.39%	0.00%	0.74%	2.19%	1.66%	0.72%	0.34%	0.03%	0.00%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	3.08%	4.60%	4.23%	2.00%	0.47%	0.54%	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.

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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 0.68%.

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
-7%	Feb 21, 2025	32	Apr 7, 2025	—	—	—
-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

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 8.52, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	SHV	IBTE	STIP	NVDA	AAPL	INDA	IXJ	VWRL.AS	VWO	IXG	IEUR	VOO	Portfolio
^GSPC	1.00	-0.00	-0.01	0.19	0.69	0.72	0.57	0.70	0.62	0.65	0.77	0.76	1.00	0.90
SHV	-0.00	1.00	0.35	0.16	-0.02	-0.00	0.02	0.04	0.03	0.04	0.00	0.03	0.01	0.04
IBTE	-0.01	0.35	1.00	0.36	0.01	0.02	0.01	0.03	0.02	0.00	-0.09	0.01	-0.01	0.04
STIP	0.19	0.16	0.36	1.00	0.08	0.15	0.16	0.19	0.21	0.19	0.16	0.23	0.20	0.26
NVDA	0.69	-0.02	0.01	0.08	1.00	0.55	0.36	0.37	0.42	0.49	0.40	0.48	0.68	0.67
AAPL	0.72	-0.00	0.02	0.15	0.55	1.00	0.39	0.47	0.40	0.47	0.43	0.50	0.72	0.62
INDA	0.57	0.02	0.01	0.16	0.36	0.39	1.00	0.45	0.49	0.65	0.54	0.60	0.57	0.71
IXJ	0.70	0.04	0.03	0.19	0.37	0.47	0.45	1.00	0.46	0.48	0.58	0.68	0.69	0.67
VWRL.AS	0.62	0.03	0.02	0.21	0.42	0.40	0.49	0.46	1.00	0.61	0.61	0.68	0.61	0.78
VWO	0.65	0.04	0.00	0.19	0.49	0.47	0.65	0.48	0.61	1.00	0.63	0.73	0.65	0.81
IXG	0.77	0.00	-0.09	0.16	0.40	0.43	0.54	0.58	0.61	0.63	1.00	0.81	0.77	0.80
IEUR	0.76	0.03	0.01	0.23	0.48	0.50	0.60	0.68	0.68	0.73	0.81	1.00	0.76	0.88
VOO	1.00	0.01	-0.01	0.20	0.68	0.72	0.57	0.69	0.61	0.65	0.77	0.76	1.00	0.90
Portfolio	0.90	0.04	0.04	0.26	0.67	0.62	0.71	0.67	0.78	0.81	0.80	0.88	0.90	1.00

The correlation results are calculated based on daily price changes starting from Mar 2, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

Latika Suggested Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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