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Arnab Das IBKR Portfolio - Jan 2024 - Updated

Last updated Feb 23, 2024

Asset Allocation


SHV 14%STIP 8%IAU 2%USD=X 21%VWO 20%IRBO 6%EWJ 5%IXJ 4%IUSV 4%ACWI 3%VOO 3%VUG 3%IXG 3%IEUR 2%LIT 2%BondBondCommodityCommodityCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
SHV
iShares Short Treasury Bond ETF
Government Bonds

14%

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

8%

IAU
iShares Gold Trust
Precious Metals, Gold

2%

USD=X
USD Cash

21%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

20%

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

6%

EWJ
iShares MSCI Japan ETF
Japan Equities

5%

IXJ
iShares Global Healthcare ETF
Health & Biotech Equities

4%

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

4%

ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities

3%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

3%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

3%

IXG
iShares Global Financials ETF
Financials Equities

3%

IEUR
iShares Core MSCI Europe ETF
Europe 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 - Jan 2024 - Updated, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
6.22%
16.24%
Arnab Das IBKR Portfolio - Jan 2024 - Updated
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
6.65%4.57%16.24%27.46%12.76%10.68%
Arnab Das IBKR Portfolio - Jan 2024 - Updated1.38%2.29%6.22%8.99%5.31%N/A
ACWI
iShares MSCI ACWI ETF
4.87%4.59%14.73%22.40%10.13%8.58%
VOO
Vanguard S&P 500 ETF
6.82%4.70%17.12%29.41%14.09%12.75%
IEUR
iShares Core MSCI Europe ETF
1.49%4.80%10.94%11.99%7.23%N/A
VWO
Vanguard FTSE Emerging Markets ETF
1.14%5.13%6.33%7.46%2.95%3.60%
VUG
Vanguard Growth ETF
9.19%5.58%22.77%46.89%17.63%14.81%
LIT
Global X Lithium & Battery Tech ETF
-16.06%-2.99%-24.61%-32.15%8.23%6.73%
IXJ
iShares Global Healthcare ETF
6.32%4.38%9.59%13.50%9.79%8.96%
EWJ
iShares MSCI Japan ETF
7.42%4.25%17.11%25.84%6.31%5.67%
IUSV
iShares Core S&P U.S. Value ETF
2.77%2.92%14.07%19.58%11.58%10.19%
IXG
iShares Global Financials ETF
4.58%4.90%17.52%13.98%8.15%6.70%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
-2.06%1.35%10.44%14.74%7.35%N/A
IAU
iShares Gold Trust
-1.87%-0.23%5.51%10.66%8.29%4.02%
STIP
iShares 0-5 Year TIPS Bond ETF
-0.05%-0.10%2.63%4.27%3.09%1.92%
SHV
iShares Short Treasury Bond ETF
0.69%0.41%2.65%5.19%1.79%1.25%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.96%
20232.47%-2.50%-2.01%-1.72%4.71%2.65%

Sharpe Ratio

The current Arnab Das IBKR Portfolio - Jan 2024 - Updated Sharpe ratio is 1.28. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.28

The Sharpe ratio of Arnab Das IBKR Portfolio - Jan 2024 - Updated 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.


Chart placeholderNot enough data

Dividend yield

Arnab Das IBKR Portfolio - Jan 2024 - Updated granted a 2.14% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Arnab Das IBKR Portfolio - Jan 2024 - Updated2.14%2.16%2.06%1.44%1.05%1.75%1.69%1.22%1.22%1.26%1.09%0.98%
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%
VOO
Vanguard S&P 500 ETF
1.36%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
3.12%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
0.53%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
1.32%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
1.89%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
1.71%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
2.51%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
0.90%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
2.84%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
4.81%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%0.00%0.00%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Arnab Das IBKR Portfolio - Jan 2024 - Updated features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.75%
0.00%2.15%
0.49%
0.00%2.15%
0.47%
0.00%2.15%
0.46%
0.00%2.15%
0.32%
0.00%2.15%
0.25%
0.00%2.15%
0.15%
0.00%2.15%
0.09%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

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
2.21
Arnab Das IBKR Portfolio - Jan 2024 - Updated
ACWI
iShares MSCI ACWI ETF
1.82
VOO
Vanguard S&P 500 ETF
2.37
IEUR
iShares Core MSCI Europe ETF
0.77
VWO
Vanguard FTSE Emerging Markets ETF
0.49
VUG
Vanguard Growth ETF
2.94
LIT
Global X Lithium & Battery Tech ETF
-1.26
IXJ
iShares Global Healthcare ETF
1.22
EWJ
iShares MSCI Japan ETF
1.69
IUSV
iShares Core S&P U.S. Value ETF
1.53
IXG
iShares Global Financials ETF
0.89
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.73
IAU
iShares Gold Trust
0.79
STIP
iShares 0-5 Year TIPS Bond ETF
1.40
SHV
iShares Short Treasury Bond ETF
15.45
USD=X
USD Cash

Asset Correlations Table

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

USD=XSHVIAUSTIPLITIXJEWJVWOIXGVUGIRBOIUSVIEURVOOACWI
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
SHV0.001.000.130.15-0.070.020.03-0.01-0.04-0.01-0.01-0.01-0.02-0.02-0.01
IAU0.000.131.000.450.130.110.130.190.050.060.090.060.180.060.13
STIP0.000.150.451.000.130.140.150.150.100.150.140.150.180.150.17
LIT0.00-0.070.130.131.000.450.560.700.570.610.700.580.620.630.69
IXJ0.000.020.110.140.451.000.580.530.590.670.580.700.700.750.75
EWJ0.000.030.130.150.560.581.000.660.690.630.680.680.730.690.78
VWO0.00-0.010.190.150.700.530.661.000.670.650.770.620.740.670.80
IXG0.00-0.040.050.100.570.590.690.671.000.630.650.890.820.790.84
VUG0.00-0.010.060.150.610.670.630.650.631.000.860.720.700.930.90
IRBO0.00-0.010.090.140.700.580.680.770.650.861.000.690.730.820.86
IUSV0.00-0.010.060.150.580.700.680.620.890.720.691.000.780.890.88
IEUR0.00-0.020.180.180.620.700.730.740.820.700.730.781.000.780.88
VOO0.00-0.020.060.150.630.750.690.670.790.930.820.890.781.000.96
ACWI0.00-0.010.130.170.690.750.780.800.840.900.860.880.880.961.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.60%
0
Arnab Das IBKR Portfolio - Jan 2024 - Updated
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Arnab Das IBKR Portfolio - Jan 2024 - Updated. 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 - Jan 2024 - Updated was 18.28%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Arnab Das IBKR Portfolio - Jan 2024 - Updated drawdown is 1.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.28%Jan 21, 202045Mar 23, 202082Jul 15, 2020127
-17.34%Nov 15, 2021240Oct 14, 2022
-8.56%Aug 30, 201883Dec 24, 201860Mar 18, 2019143
-4.71%Feb 17, 202114Mar 8, 202162Jun 2, 202176
-4.05%May 6, 201918May 29, 201923Jul 1, 201941

Volatility Chart

The current Arnab Das IBKR Portfolio - Jan 2024 - Updated volatility is 1.92%, 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.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
1.92%
3.90%
Arnab Das IBKR Portfolio - Jan 2024 - Updated
Benchmark (^GSPC)
Portfolio components
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