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Arnab Das IBKR Portfolio - 18 Jan 2024

Last updated Mar 2, 2024

Asset Allocation


SHV 18%STIP 10%IAU 3%VWO 25%EWJ 7%IRBO 7%IUSV 5%IXJ 4%IXG 4%ITA 4%ACWI 3%IEUR 3%VUG 3%VOO 2%LIT 2%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
SHV
iShares Short Treasury Bond ETF
Government Bonds

18%

STIP
iShares 0-5 Year TIPS Bond ETF
Inflation-Protected Bonds

10%

IAU
iShares Gold Trust
Precious Metals, Gold

3%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

25%

EWJ
iShares MSCI Japan ETF
Japan Equities

7%

IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
Robotics, Technology Equities

7%

IUSV
iShares Core S&P U.S. Value ETF
Large Cap Blend Equities

5%

IXJ
iShares Global Healthcare ETF
Health & Biotech Equities

4%

IXG
iShares Global Financials ETF
Financials Equities

4%

ITA
iShares U.S. Aerospace & Defense ETF
Industrials Equities, Aerospace & Defense

4%

ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities

3%

IEUR
iShares Core MSCI Europe ETF
Europe Equities

3%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

3%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

2%

LIT
Global X Lithium & Battery Tech ETF
Commodity Producers Equities

2%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Arnab Das IBKR Portfolio - 18 Jan 2024, 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


30.00%40.00%50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
41.50%
89.12%
Arnab Das IBKR Portfolio - 18 Jan 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 28, 2018, corresponding to the inception date of IRBO

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Arnab Das IBKR Portfolio - 18 Jan 20242.44%3.37%6.78%10.56%6.63%N/A
ACWI
iShares MSCI ACWI ETF
5.81%3.80%12.33%21.70%10.73%8.61%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%14.92%12.70%
IEUR
iShares Core MSCI Europe ETF
2.16%3.12%9.75%11.22%7.38%N/A
VWO
Vanguard FTSE Emerging Markets ETF
1.14%4.90%4.49%5.87%2.83%3.65%
VUG
Vanguard Growth ETF
10.52%4.35%19.03%45.80%18.53%14.78%
LIT
Global X Lithium & Battery Tech ETF
-7.42%16.36%-20.04%-27.12%11.07%6.56%
IXJ
iShares Global Healthcare ETF
6.07%3.15%8.39%14.06%10.09%8.82%
EWJ
iShares MSCI Japan ETF
9.65%5.74%14.95%25.14%7.11%5.90%
IUSV
iShares Core S&P U.S. Value ETF
3.39%2.59%11.60%18.73%12.35%10.16%
IXG
iShares Global Financials ETF
5.40%3.78%15.59%13.38%8.54%6.80%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
-0.06%4.61%6.82%13.34%8.02%N/A
IAU
iShares Gold Trust
0.95%2.31%7.18%11.96%9.92%4.33%
STIP
iShares 0-5 Year TIPS Bond ETF
0.51%0.53%2.90%4.34%3.36%1.96%
SHV
iShares Short Treasury Bond ETF
0.82%0.38%2.65%5.18%1.88%1.26%
ITA
iShares U.S. Aerospace & Defense ETF
1.02%3.45%10.44%9.73%5.76%9.86%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.25%2.83%
2023-3.05%-2.66%-1.80%5.98%3.36%

Sharpe Ratio

The current Arnab Das IBKR Portfolio - 18 Jan 2024 Sharpe ratio is 1.37. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.37

The Sharpe ratio of Arnab Das IBKR Portfolio - 18 Jan 2024 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.37
2.44
Arnab Das IBKR Portfolio - 18 Jan 2024
Benchmark (^GSPC)
Portfolio components

Dividend yield

Arnab Das IBKR Portfolio - 18 Jan 2024 granted a 2.73% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Arnab Das IBKR Portfolio - 18 Jan 20242.73%2.73%2.59%1.81%1.32%2.21%2.10%1.50%1.51%1.55%1.35%1.22%
ACWI
iShares MSCI ACWI ETF
1.78%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%
VOO
Vanguard S&P 500 ETF
1.35%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
3.10%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
3.48%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
VUG
Vanguard Growth ETF
0.52%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
LIT
Global X Lithium & Battery Tech ETF
1.20%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%1.07%0.32%
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%
EWJ
iShares MSCI Japan ETF
1.86%2.03%1.23%2.08%1.04%2.03%1.71%1.25%1.95%1.27%1.32%1.11%
IUSV
iShares Core S&P U.S. Value ETF
1.70%1.75%2.22%1.87%2.40%2.19%2.67%1.93%2.18%2.54%1.86%1.95%
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%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.88%0.88%0.75%2.41%0.53%0.69%0.34%0.00%0.00%0.00%0.00%0.00%
IAU
iShares 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%
STIP
iShares 0-5 Year TIPS Bond ETF
2.82%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
4.97%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%0.00%0.00%
ITA
iShares U.S. Aerospace & Defense ETF
0.92%0.93%0.95%0.82%1.07%1.53%1.13%0.91%1.07%1.03%1.20%1.13%

Expense Ratio

The Arnab Das IBKR Portfolio - 18 Jan 2024 has a high expense ratio of 0.21%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.42%
0.50%1.00%1.50%2.00%0.32%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.09%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Arnab Das IBKR Portfolio - 18 Jan 2024
1.37
ACWI
iShares MSCI ACWI ETF
2.01
VOO
Vanguard S&P 500 ETF
2.61
IEUR
iShares Core MSCI Europe ETF
0.89
VWO
Vanguard FTSE Emerging Markets ETF
0.50
VUG
Vanguard Growth ETF
3.17
LIT
Global X Lithium & Battery Tech ETF
-0.98
IXJ
iShares Global Healthcare ETF
1.48
EWJ
iShares MSCI Japan ETF
1.92
IUSV
iShares Core S&P U.S. Value ETF
1.71
IXG
iShares Global Financials ETF
0.98
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.81
IAU
iShares Gold Trust
1.02
STIP
iShares 0-5 Year TIPS Bond ETF
1.64
SHV
iShares Short Treasury Bond ETF
15.43
ITA
iShares U.S. Aerospace & Defense ETF
0.78

Asset Correlations Table

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

SHVIAUSTIPITALITIXJEWJVWOIXGVUGIRBOIUSVIEURVOOACWI
SHV1.000.140.16-0.04-0.080.010.03-0.01-0.05-0.01-0.01-0.02-0.02-0.02-0.02
IAU0.141.000.460.050.130.110.130.200.050.070.090.060.180.060.13
STIP0.160.461.000.110.130.140.160.140.090.150.140.150.180.150.17
ITA-0.040.050.111.000.470.500.560.480.700.550.550.760.610.680.68
LIT-0.080.130.130.471.000.450.560.700.570.610.710.580.620.630.69
IXJ0.010.110.140.500.451.000.590.530.600.670.580.700.700.750.75
EWJ0.030.130.160.560.560.591.000.660.700.640.680.680.730.700.78
VWO-0.010.200.140.480.700.530.661.000.670.650.780.620.740.680.80
IXG-0.050.050.090.700.570.600.700.671.000.630.660.900.830.790.84
VUG-0.010.070.150.550.610.670.640.650.631.000.860.720.700.940.90
IRBO-0.010.090.140.550.710.580.680.780.660.861.000.690.730.820.87
IUSV-0.020.060.150.760.580.700.680.620.900.720.691.000.780.890.88
IEUR-0.020.180.180.610.620.700.730.740.830.700.730.781.000.790.88
VOO-0.020.060.150.680.630.750.700.680.790.940.820.890.791.000.96
ACWI-0.020.130.170.680.690.750.780.800.840.900.870.880.880.961.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.39%
0
Arnab Das IBKR Portfolio - 18 Jan 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Arnab Das IBKR Portfolio - 18 Jan 2024. 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 Arnab Das IBKR Portfolio - 18 Jan 2024 was 23.53%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Arnab Das IBKR Portfolio - 18 Jan 2024 drawdown is 0.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.53%Jan 21, 202044Mar 23, 202094Aug 5, 2020138
-20.85%Nov 15, 2021231Oct 14, 2022
-10.8%Aug 30, 201880Dec 24, 201856Mar 18, 2019136
-5.42%Feb 17, 202114Mar 8, 202159Jun 1, 202173
-4.94%Jul 25, 201915Aug 14, 201950Oct 24, 201965

Volatility Chart

The current Arnab Das IBKR Portfolio - 18 Jan 2024 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.37%
3.47%
Arnab Das IBKR Portfolio - 18 Jan 2024
Benchmark (^GSPC)
Portfolio components
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