Arnab Das IBKR Portfolio - Jan 2024 - Updated

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Arnab Das IBKR Portfolio - Jan 2024 - Updated

Last updated May 4, 2024

Asset Allocation

Position	Category/Sector	Weight
ACWI iShares MSCI ACWI ETF	Large Cap Growth Equities	3%
EWJ iShares MSCI Japan ETF	Japan Equities	5%
IAU iShares Gold Trust	Precious Metals, Gold	2%
IEUR iShares Core MSCI Europe ETF	Europe Equities	2%
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	Robotics, Technology Equities	6%
IUSV iShares Core S&P U.S. Value ETF	Large Cap Blend Equities	4%
IXG iShares Global Financials ETF	Financials Equities	3%
IXJ iShares Global Healthcare ETF	Health & Biotech Equities	4%
LIT Global X Lithium & Battery Tech ETF	Commodity Producers Equities	2%
SHV iShares Short Treasury Bond ETF	Government Bonds	14%
STIP iShares 0-5 Year TIPS Bond ETF	Inflation-Protected Bonds	8%
USD=X USD Cash		21%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	3%
VUG Vanguard Growth ETF	Large Cap Growth Equities	3%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	20%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

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

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 By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	7.50%	-1.61%	17.65%	26.26%	11.73%	10.64%
Arnab Das IBKR Portfolio - Jan 2024 - Updated	3.19%	0.48%	8.29%	9.21%	5.56%	N/A
Portfolio components:
ACWI iShares MSCI ACWI ETF	6.54%	-0.73%	16.71%	19.79%	10.00%	8.58%
VOO Vanguard S&P 500 ETF	7.94%	-1.37%	18.53%	25.90%	13.55%	12.69%
IEUR iShares Core MSCI Europe ETF	4.33%	0.10%	16.35%	8.65%	7.26%	N/A
VWO Vanguard FTSE Emerging Markets ETF	6.25%	3.58%	12.91%	11.80%	3.80%	3.52%
VUG Vanguard Growth ETF	9.19%	-1.11%	21.51%	35.29%	16.37%	14.93%
LIT Global X Lithium & Battery Tech ETF	-9.70%	2.29%	-5.99%	-23.44%	11.31%	7.31%
IXJ iShares Global Healthcare ETF	3.39%	-0.90%	11.12%	4.73%	9.74%	8.78%
EWJ iShares MSCI Japan ETF	7.98%	-0.87%	13.28%	18.79%	6.54%	6.19%
IUSV iShares Core S&P U.S. Value ETF	4.01%	-1.74%	15.81%	20.54%	11.38%	10.07%
IXG iShares Global Financials ETF	7.97%	-1.13%	19.79%	23.95%	8.26%	6.98%
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	-3.45%	-1.13%	9.40%	14.96%	6.88%	N/A
IAU iShares Gold Trust	11.50%	-0.98%	15.35%	13.81%	11.77%	5.61%
STIP iShares 0-5 Year TIPS Bond ETF	1.21%	0.32%	2.72%	3.08%	3.15%	2.02%
SHV iShares Short Treasury Bond ETF	1.69%	0.37%	2.59%	5.21%	1.89%	1.35%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Monthly Returns Heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2024	-0.95%	2.29%	1.62%	-1.25%
2023										-1.72%	4.69%	2.67%

Expense Ratio

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.

LIT

Global X Lithium & Battery Tech ETF

EWJ

iShares MSCI Japan ETF

IRBO

iShares Robotics and Artificial Intelligence Multisector ETF

IXJ

iShares Global Healthcare ETF

IXG

iShares Global Financials ETF

ACWI

iShares MSCI ACWI ETF

IAU

iShares Gold Trust

SHV

iShares Short Treasury Bond ETF

IEUR

iShares Core MSCI Europe ETF

VWO

Vanguard FTSE Emerging Markets ETF

STIP

iShares 0-5 Year TIPS Bond ETF

VUG

Vanguard Growth ETF

IUSV

iShares Core S&P U.S. Value ETF

VOO

Vanguard 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.

Arnab Das IBKR Portfolio - Jan 2024 - Updated

No data

No data

No data

No data

No data

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACWI iShares MSCI ACWI ETF	1.85	2.67	1.32	1.48	6.24
VOO Vanguard S&P 500 ETF	2.33	3.33	1.40	2.02	9.40
IEUR iShares Core MSCI Europe ETF	0.74	1.16	1.13	0.61	2.21
VWO Vanguard FTSE Emerging Markets ETF	1.00	1.51	1.17	0.51	2.86
VUG Vanguard Growth ETF	2.39	3.27	1.41	1.60	11.80
LIT Global X Lithium & Battery Tech ETF	-0.78	-1.03	0.89	-0.37	-0.83
IXJ iShares Global Healthcare ETF	0.48	0.75	1.09	0.39	1.47
EWJ iShares MSCI Japan ETF	1.39	1.98	1.23	1.02	5.64
IUSV iShares Core S&P U.S. Value ETF	1.90	2.76	1.33	1.90	6.00
IXG iShares Global Financials ETF	2.04	2.90	1.35	1.45	7.63
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	0.85	1.30	1.15	0.40	2.19
IAU iShares Gold Trust	1.04	1.60	1.19	1.04	2.82
STIP iShares 0-5 Year TIPS Bond ETF	1.23	1.97	1.23	1.00	5.14
SHV iShares Short Treasury Bond ETF	18.59	137.06	61.35	193.35	2,009.11
USD=X USD Cash	—	—	—	—	—

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Arnab Das IBKR Portfolio - Jan 2024 - Updated. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Not enough data

Dividends

Dividend yield

Arnab Das IBKR Portfolio - Jan 2024 - Updated granted a 2.15% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Arnab Das IBKR Portfolio - Jan 2024 - Updated	2.15%	2.16%	2.06%	1.44%	1.05%	1.75%	1.69%	1.22%	1.22%	1.26%	1.09%	0.98%
Portfolio components:
ACWI iShares MSCI ACWI ETF	1.77%	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	3.04%	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	3.34%	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	0.54%	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	1.23%	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	1.34%	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	1.88%	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	1.80%	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	2.43%	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	0.91%	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	2.80%	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	5.11%	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%

Drawdowns

Drawdowns Chart

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

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 0.05%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-18.28%	Jan 21, 2020	45	Mar 23, 2020	82	Jul 15, 2020	127
-17.34%	Nov 15, 2021	240	Oct 14, 2022	387	Apr 9, 2024	627
-8.56%	Aug 30, 2018	83	Dec 24, 2018	60	Mar 18, 2019	143
-4.71%	Feb 17, 2021	14	Mar 8, 2021	62	Jun 2, 2021	76
-4.05%	May 6, 2019	18	May 29, 2019	23	Jul 1, 2019	41

Volatility

Volatility Chart

The current Arnab Das IBKR Portfolio - Jan 2024 - Updated volatility is 2.35%, 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.

Arnab Das IBKR Portfolio - Jan 2024 - Updated

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.

	USD=X	SHV	IAU	STIP	LIT	IXJ	EWJ	VWO	IXG	VUG	IRBO	IUSV	IEUR	VOO	ACWI
USD=X	0.00	0.00	0.00	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	0.00	1.00	0.14	0.16	-0.07	0.02	0.03	-0.01	-0.04	-0.01	-0.01	-0.01	-0.02	-0.01	-0.01
IAU	0.00	0.14	1.00	0.44	0.14	0.11	0.13	0.20	0.06	0.06	0.09	0.06	0.18	0.06	0.12
STIP	0.00	0.16	0.44	1.00	0.14	0.14	0.16	0.15	0.10	0.15	0.15	0.15	0.18	0.15	0.18
LIT	0.00	-0.07	0.14	0.14	1.00	0.44	0.56	0.70	0.56	0.61	0.70	0.58	0.61	0.63	0.68
IXJ	0.00	0.02	0.11	0.14	0.44	1.00	0.58	0.53	0.59	0.66	0.57	0.70	0.70	0.74	0.75
EWJ	0.00	0.03	0.13	0.16	0.56	0.58	1.00	0.65	0.69	0.63	0.68	0.67	0.72	0.70	0.78
VWO	0.00	-0.01	0.20	0.15	0.70	0.53	0.65	1.00	0.67	0.65	0.77	0.62	0.73	0.67	0.80
IXG	0.00	-0.04	0.06	0.10	0.56	0.59	0.69	0.67	1.00	0.62	0.65	0.89	0.82	0.79	0.83
VUG	0.00	-0.01	0.06	0.15	0.61	0.66	0.63	0.65	0.62	1.00	0.86	0.71	0.70	0.93	0.90
IRBO	0.00	-0.01	0.09	0.15	0.70	0.57	0.68	0.77	0.65	0.86	1.00	0.69	0.73	0.82	0.86
IUSV	0.00	-0.01	0.06	0.15	0.58	0.70	0.67	0.62	0.89	0.71	0.69	1.00	0.77	0.89	0.88
IEUR	0.00	-0.02	0.18	0.18	0.61	0.70	0.72	0.73	0.82	0.70	0.73	0.77	1.00	0.78	0.88
VOO	0.00	-0.01	0.06	0.15	0.63	0.74	0.70	0.67	0.79	0.93	0.82	0.89	0.78	1.00	0.96
ACWI	0.00	-0.01	0.12	0.18	0.68	0.75	0.78	0.80	0.83	0.90	0.86	0.88	0.88	0.96	1.00