Sunil Singh Revised

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Sunil Singh Revised

Last updated May 3, 2024

Asset Allocation

Position	Category/Sector	Weight
ACWI iShares MSCI ACWI ETF	Large Cap Growth Equities	14%
EPP iShares MSCI Pacific ex Japan ETF	Asia Pacific Equities	5%
GLD SPDR Gold Trust	Precious Metals, Gold	5%
IBTF iShares iBonds Dec 2025 Term Treasury ETF	Government Bonds	13%
IEMG iShares Core MSCI Emerging Markets ETF	Asia Pacific Equities	9%
IEUR iShares Core MSCI Europe ETF	Europe Equities	6%
IJR iShares Core S&P Small-Cap ETF	Small Cap Growth Equities	7%
IVV iShares Core S&P 500 ETF	Large Cap Growth Equities	12%
KXI iShares Global Consumer Staples ETF	Consumer Staples Equities	3%
SHV iShares Short Treasury Bond ETF	Government Bonds	14%
STIP iShares 0-5 Year TIPS Bond ETF	Inflation-Protected Bonds	12%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sunil Singh Revised, 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

Sunil Singh Revised

Benchmark (^GSPC)

Portfolio components

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

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	6.17%	-2.72%	17.29%	23.80%	11.47%	10.41%
Sunil Singh Revised	3.12%	-0.30%	10.50%	10.89%	N/A	N/A
Portfolio components:
ACWI iShares MSCI ACWI ETF	5.39%	-1.79%	16.78%	20.07%	9.57%	8.42%
EPP iShares MSCI Pacific ex Japan ETF	-1.54%	-0.19%	9.96%	2.80%	1.88%	2.73%
IEMG iShares Core MSCI Emerging Markets ETF	4.73%	2.18%	14.38%	13.80%	2.69%	3.29%
IEUR iShares Core MSCI Europe ETF	3.44%	-0.59%	16.31%	8.85%	6.75%	N/A
IJR iShares Core S&P Small-Cap ETF	-1.48%	-1.07%	16.66%	16.90%	7.13%	8.66%
IVV iShares Core S&P 500 ETF	6.58%	-2.68%	18.12%	25.71%	13.31%	12.44%
KXI iShares Global Consumer Staples ETF	1.80%	0.33%	7.59%	-3.02%	5.35%	5.60%
IBTF iShares iBonds Dec 2025 Term Treasury ETF	0.73%	0.27%	2.49%	2.35%	N/A	N/A
GLD SPDR Gold Trust	11.49%	1.06%	15.76%	12.70%	12.07%	5.39%
SHV iShares Short Treasury Bond ETF	1.67%	0.43%	2.60%	5.24%	1.96%	1.34%
STIP iShares 0-5 Year TIPS Bond ETF	1.03%	0.27%	2.86%	2.87%	3.24%	2.00%

Monthly Returns Heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2024	-0.62%	2.10%	2.29%	-1.49%
2023										-1.21%	5.05%	3.73%

Expense Ratio

Sunil Singh Revised features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

EPP

iShares MSCI Pacific ex Japan ETF

KXI

iShares Global Consumer Staples ETF

GLD

SPDR Gold Trust

ACWI

iShares MSCI ACWI ETF

SHV

iShares Short Treasury Bond ETF

IEMG

iShares Core MSCI Emerging Markets ETF

IEUR

iShares Core MSCI Europe ETF

IJR

iShares Core S&P Small-Cap ETF

IBTF

iShares iBonds Dec 2025 Term Treasury ETF

STIP

iShares 0-5 Year TIPS Bond ETF

IVV

iShares Core S&P 500 ETF

Risk-Adjusted Performance

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.

Sunil Singh Revised

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACWI iShares MSCI ACWI ETF	1.71	2.47	1.29	1.36	5.73
EPP iShares MSCI Pacific ex Japan ETF	0.14	0.32	1.04	0.11	0.39
IEMG iShares Core MSCI Emerging Markets ETF	0.95	1.44	1.16	0.46	2.69
IEUR iShares Core MSCI Europe ETF	0.69	1.09	1.12	0.57	2.06
IJR iShares Core S&P Small-Cap ETF	0.87	1.43	1.16	0.68	2.75
IVV iShares Core S&P 500 ETF	2.13	3.06	1.37	1.84	8.62
KXI iShares Global Consumer Staples ETF	-0.34	-0.42	0.95	-0.25	-0.51
IBTF iShares iBonds Dec 2025 Term Treasury ETF	1.48	2.27	1.28	0.33	3.35
GLD SPDR Gold Trust	1.11	1.68	1.20	1.06	3.00
SHV iShares Short Treasury Bond ETF	18.59	137.06	61.35	193.35	2,009.11
STIP iShares 0-5 Year TIPS Bond ETF	1.26	2.02	1.23	1.03	5.27

Sharpe Ratio

The current Sunil Singh Revised Sharpe ratio is 1.52. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.30, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Sunil Singh Revised 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.

Sunil Singh Revised

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Sunil Singh Revised granted a 2.83% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Sunil Singh Revised	2.83%	2.80%	2.43%	1.81%	1.29%	1.96%	2.03%	1.50%	1.45%	1.44%	1.24%	1.01%
Portfolio components:
ACWI iShares MSCI ACWI ETF	1.79%	1.88%	1.79%	1.71%	1.43%	2.33%	2.25%	1.94%	2.19%	2.56%	2.26%	1.89%
EPP iShares MSCI Pacific ex Japan ETF	4.17%	4.10%	4.37%	4.58%	2.28%	3.89%	5.00%	4.15%	3.96%	4.90%	4.33%	4.08%
IEMG iShares Core MSCI Emerging Markets ETF	2.76%	2.89%	2.71%	3.06%	1.87%	3.14%	2.74%	2.33%	2.26%	2.51%	2.29%	1.75%
IEUR iShares Core MSCI Europe ETF	3.06%	3.17%	3.05%	2.88%	2.13%	3.26%	3.76%	2.64%	3.19%	2.79%	0.64%	0.00%
IJR iShares Core S&P Small-Cap ETF	1.33%	1.31%	1.41%	1.53%	1.11%	1.44%	1.58%	1.20%	1.21%	1.48%	1.23%	1.00%
IVV iShares Core S&P 500 ETF	1.36%	1.44%	1.66%	1.20%	1.57%	1.99%	2.20%	1.75%	2.01%	2.26%	1.82%	1.80%
KXI iShares Global Consumer Staples ETF	2.93%	2.99%	1.98%	2.26%	2.34%	2.17%	2.97%	2.17%	2.34%	2.20%	2.35%	2.03%
IBTF iShares iBonds Dec 2025 Term Treasury ETF	4.18%	4.03%	1.93%	0.57%	0.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GLD SPDR Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SHV iShares Short Treasury Bond ETF	5.11%	4.73%	1.39%	0.00%	0.74%	2.19%	1.66%	0.72%	0.34%	0.03%	0.00%	0.00%
STIP iShares 0-5 Year TIPS Bond ETF	2.81%	2.84%	6.04%	4.15%	1.40%	2.06%	2.44%	1.59%	0.89%	0.00%	0.74%	0.31%

Drawdowns

Drawdowns Chart

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

Sunil Singh Revised

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Sunil Singh Revised. 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 Sunil Singh Revised was 17.07%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current Sunil Singh Revised drawdown is 0.83%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-17.07%	Mar 5, 2020	13	Mar 23, 2020	52	Jun 5, 2020	65
-16.64%	Nov 9, 2021	235	Oct 14, 2022	300	Dec 26, 2023	535
-4.61%	Sep 3, 2020	14	Sep 23, 2020	31	Nov 5, 2020	45
-4.44%	Jun 9, 2020	3	Jun 11, 2020	23	Jul 15, 2020	26
-3.03%	Sep 7, 2021	20	Oct 4, 2021	22	Nov 3, 2021	42

Volatility

Volatility Chart

The current Sunil Singh Revised volatility is 2.37%, 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.

Sunil Singh Revised

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.

	SHV	IBTF	GLD	STIP	KXI	IJR	IEMG	IVV	IEUR	EPP	ACWI
SHV	1.00	0.32	0.14	0.15	0.03	-0.01	0.03	0.00	0.02	0.03	0.01
IBTF	0.32	1.00	0.38	0.50	0.10	-0.04	0.02	0.01	0.02	0.03	0.02
GLD	0.14	0.38	1.00	0.44	0.21	0.11	0.28	0.13	0.24	0.28	0.19
STIP	0.15	0.50	0.44	1.00	0.22	0.20	0.21	0.22	0.24	0.25	0.24
KXI	0.03	0.10	0.21	0.22	1.00	0.59	0.52	0.70	0.73	0.67	0.72
IJR	-0.01	-0.04	0.11	0.20	0.59	1.00	0.60	0.80	0.73	0.71	0.81
IEMG	0.03	0.02	0.28	0.21	0.52	0.60	1.00	0.69	0.75	0.82	0.81
IVV	0.00	0.01	0.13	0.22	0.70	0.80	0.69	1.00	0.79	0.77	0.97
IEUR	0.02	0.02	0.24	0.24	0.73	0.73	0.75	0.79	1.00	0.84	0.89
EPP	0.03	0.03	0.28	0.25	0.67	0.71	0.82	0.77	0.84	1.00	0.86
ACWI	0.01	0.02	0.19	0.24	0.72	0.81	0.81	0.97	0.89	0.86	1.00