Sunil Singh IBKR Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
ACWI iShares MSCI ACWI ETF	Large Cap Growth Equities	12%
EPP iShares MSCI Pacific ex Japan ETF	Asia Pacific Equities	7%
GLD SPDR Gold Shares	Gold, Precious Metals	14%
ICLN iShares Global Clean Energy ETF	Alternative Energy Equities	11%
IEMG iShares Core MSCI Emerging Markets ETF	Emerging Markets Diversified	8%
IEUR iShares Core MSCI Europe ETF	Europe Equities	12%
IJR iShares Core S&P Small-Cap ETF	Small Cap Blend Equities	7%
IVV iShares Core S&P 500 ETF	S&P 500	13%
IWD iShares Russell 1000 Value ETF	Large Cap Value Equities	9%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	Corporate Bonds	4%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	High Yield Bonds	3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sunil Singh IBKR 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 Every 3 months.

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The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR

Returns By Period

As of Apr 3, 2026, the Sunil Singh IBKR Portfolio returned 2.92% Year-To-Date and 11.05% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Sunil Singh IBKR Portfolio	-0.48%	-3.00%	2.92%	6.74%	27.64%	15.25%	8.49%	11.05%
Portfolio components:
ACWI iShares MSCI ACWI ETF	-0.16%	-2.95%	-1.45%	1.01%	20.74%	17.05%	9.57%	11.70%
EPP iShares MSCI Pacific ex Japan ETF	-0.17%	-2.58%	6.12%	5.09%	24.13%	10.59%	5.27%	7.54%
ICLN iShares Global Clean Energy ETF	-1.10%	1.86%	9.86%	14.48%	59.17%	-1.03%	-4.37%	8.99%
IEMG iShares Core MSCI Emerging Markets ETF	-1.02%	-3.09%	3.48%	6.02%	32.00%	15.85%	4.31%	8.31%
IEUR iShares Core MSCI Europe ETF	-0.53%	-2.37%	-0.03%	3.97%	21.12%	14.03%	8.60%	8.97%
IJR iShares Core S&P Small-Cap ETF	0.41%	-2.76%	4.53%	5.58%	19.56%	10.79%	4.27%	10.05%
IVV iShares Core S&P 500 ETF	0.14%	-3.32%	-3.54%	-1.40%	17.62%	18.49%	11.96%	14.16%
IWD iShares Russell 1000 Value ETF	0.27%	-2.67%	2.85%	6.53%	15.96%	14.23%	9.20%	10.48%
GLD SPDR Gold Shares	-1.92%	-8.27%	8.35%	21.03%	49.02%	32.51%	21.53%	13.97%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	0.42%	-1.17%	0.15%	-0.08%	4.82%	4.23%	0.20%	2.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 13, 2014, Sunil Singh IBKR Portfolio's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +10.8%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Sunil Singh IBKR Portfolio closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 16, 2020 at -9.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.86%	3.07%	-6.00%	0.35%									2.92%
2025	3.39%	0.18%	-0.15%	1.25%	4.37%	3.73%	0.42%	3.94%	4.45%	2.69%	0.99%	0.84%	29.24%
2024	-2.23%	2.58%	3.66%	-2.51%	4.86%	-0.93%	3.65%	2.04%	2.88%	-2.76%	1.61%	-3.83%	8.86%
2023	6.95%	-4.14%	2.66%	0.41%	-2.31%	3.82%	2.92%	-4.02%	-4.67%	-2.52%	7.45%	5.66%	11.70%
2022	-4.40%	0.30%	1.66%	-6.90%	0.97%	-6.51%	6.10%	-3.58%	-8.94%	4.24%	9.23%	-2.97%	-11.84%
2021	0.38%	-0.03%	1.59%	2.71%	2.46%	-0.55%	0.07%	1.58%	-4.15%	5.37%	-3.17%	2.33%	8.51%

Benchmark Metrics

Sunil Singh IBKR Portfolio has an annualized alpha of 0.65%, beta of 0.74, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since June 13, 2014.

This portfolio participated in 79.49% of S&P 500 Index downside but only 74.71% of its upside — more exposed to losses than it benefited from rallies.

Alpha: 0.65%

Beta: 0.74

R²: 0.83

Upside Capture: 74.71%

Downside Capture: 79.49%

Expense Ratio

Sunil Singh IBKR Portfolio has an expense ratio of 0.24%, 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.

Top 10 holdings

EPP

iShares MSCI Pacific ex Japan ETF

ICLN

iShares Global Clean Energy ETF

GLD

SPDR Gold Shares

ACWI

iShares MSCI ACWI ETF

SHYG

iShares 0-5 Year High Yield Corporate Bond ETF

IWD

iShares Russell 1000 Value ETF

LQD

iShares iBoxx $ Investment Grade Corporate Bond ETF

IEMG

iShares Core MSCI Emerging Markets ETF

IEUR

iShares Core MSCI Europe ETF

IJR

iShares Core S&P Small-Cap ETF

Return for Risk

Risk / Return Rank

Sunil Singh IBKR Portfolio ranks 81 for risk / return — in the top 81% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.80	0.88	+0.92
Sortino ratio Return per unit of downside risk	2.48	1.37	+1.11
Omega ratio Gain probability vs. loss probability	1.36	1.21	+0.16
Calmar ratio Return relative to maximum drawdown	2.79	1.39	+1.40
Martin ratio Return relative to average drawdown	11.85	6.43	+5.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACWI iShares MSCI ACWI ETF	65	1.19	1.76	1.26	1.82	8.22
EPP iShares MSCI Pacific ex Japan ETF	68	1.30	1.82	1.28	1.86	8.23
ICLN iShares Global Clean Energy ETF	92	2.27	2.91	1.37	5.35	14.89
IEMG iShares Core MSCI Emerging Markets ETF	79	1.62	2.21	1.32	2.43	9.12
IEUR iShares Core MSCI Europe ETF	62	1.19	1.73	1.24	1.79	6.80
IJR iShares Core S&P Small-Cap ETF	46	0.87	1.36	1.18	1.44	5.78
IVV iShares Core S&P 500 ETF	54	0.97	1.48	1.23	1.52	7.13
IWD iShares Russell 1000 Value ETF	53	1.02	1.48	1.22	1.42	6.60
GLD SPDR Gold Shares	80	1.77	2.19	1.32	2.57	9.28
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	37	0.73	1.03	1.14	1.50	4.10

Sharpe Ratio

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.

Sunil Singh IBKR Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.80
5-Year: 0.61
10-Year: 0.75
All Time: 0.62

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 0.98 to 1.66, 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 Sunil Singh IBKR Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Sunil Singh IBKR Portfolio provided a 1.96% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.96%	2.00%	2.22%	2.12%	2.01%	1.89%	1.50%	2.20%	2.55%	2.09%	2.38%	2.36%
Portfolio components:
ACWI iShares MSCI ACWI ETF	1.58%	1.55%	1.70%	1.88%	1.79%	1.71%	1.43%	2.33%	2.18%	1.94%	2.19%	2.56%
EPP iShares MSCI Pacific ex Japan ETF	3.56%	3.77%	3.81%	4.10%	4.37%	4.58%	2.28%	3.89%	5.00%	4.15%	3.96%	4.90%
ICLN iShares Global Clean Energy ETF	1.48%	1.63%	1.85%	1.59%	0.89%	1.18%	0.34%	1.36%	2.77%	2.49%	3.88%	2.36%
IEMG iShares Core MSCI Emerging Markets ETF	2.66%	2.75%	3.20%	2.89%	2.71%	3.06%	1.87%	3.15%	2.76%	2.35%	2.28%	2.53%
IEUR iShares Core MSCI Europe ETF	2.97%	2.97%	3.54%	3.17%	3.05%	2.88%	2.13%	3.26%	3.76%	2.64%	3.19%	2.79%
IJR iShares Core S&P Small-Cap ETF	1.27%	1.44%	2.05%	1.31%	1.41%	1.53%	1.11%	1.44%	1.58%	1.20%	1.22%	1.48%
IVV iShares Core S&P 500 ETF	1.22%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
IWD iShares Russell 1000 Value ETF	1.66%	1.69%	1.87%	2.02%	2.15%	1.62%	2.05%	2.45%	2.71%	2.09%	2.25%	2.47%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	4.54%	4.48%	4.45%	3.99%	3.30%	2.30%	2.66%	3.29%	3.67%	3.10%	3.34%	3.47%

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 Sunil Singh IBKR 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 Sunil Singh IBKR Portfolio was 30.36%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current Sunil Singh IBKR Portfolio drawdown is 6.22%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.36%	Feb 20, 2020	23	Mar 23, 2020	93	Aug 4, 2020	116
-23.04%	Nov 15, 2021	231	Oct 14, 2022	371	Apr 9, 2024	602
-18.87%	May 18, 2015	171	Jan 20, 2016	269	Feb 13, 2017	440
-15.67%	Jan 29, 2018	229	Dec 24, 2018	122	Jun 20, 2019	351
-11.55%	Feb 19, 2025	35	Apr 8, 2025	17	May 2, 2025	52

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 11 assets, with an effective number of assets of 9.60, 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.

	Benchmark	GLD	LQD	ICLN	SHYG	IJR	IEMG	EPP	IEUR	IWD	IVV	ACWI	Portfolio
Benchmark	1.00	0.01	0.16	0.61	0.70	0.79	0.69	0.72	0.75	0.88	1.00	0.96	0.87
GLD	0.01	1.00	0.33	0.13	0.09	0.01	0.18	0.19	0.16	0.02	0.01	0.09	0.27
LQD	0.16	0.33	1.00	0.19	0.37	0.12	0.16	0.17	0.19	0.12	0.16	0.18	0.25
ICLN	0.61	0.13	0.19	1.00	0.51	0.59	0.66	0.61	0.61	0.58	0.61	0.67	0.79
SHYG	0.70	0.09	0.37	0.51	1.00	0.63	0.57	0.61	0.63	0.66	0.70	0.72	0.71
IJR	0.79	0.01	0.12	0.59	0.63	1.00	0.59	0.65	0.67	0.87	0.79	0.79	0.79
IEMG	0.69	0.18	0.16	0.66	0.57	0.59	1.00	0.81	0.74	0.64	0.69	0.82	0.84
EPP	0.72	0.19	0.17	0.61	0.61	0.65	0.81	1.00	0.79	0.71	0.72	0.83	0.86
IEUR	0.75	0.16	0.19	0.61	0.63	0.67	0.74	0.79	1.00	0.74	0.75	0.87	0.87
IWD	0.88	0.02	0.12	0.58	0.66	0.87	0.64	0.71	0.74	1.00	0.88	0.87	0.84
IVV	1.00	0.01	0.16	0.61	0.70	0.79	0.69	0.72	0.75	0.88	1.00	0.96	0.87
ACWI	0.96	0.09	0.18	0.67	0.72	0.79	0.82	0.83	0.87	0.87	0.96	1.00	0.94
Portfolio	0.87	0.27	0.25	0.79	0.71	0.79	0.84	0.86	0.87	0.84	0.87	0.94	1.00

The correlation results are calculated based on daily price changes starting from Jun 13, 2014

Sunil Singh IBKR Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table