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Latika Portfolio

Last updated Sep 23, 2023

Asset Allocation


TLT 8.9%USD=X 14.5%VOO 22.6%VWRL.AS 21.6%GME 14.8%VGT 14.4%NVDA 2.4%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds8.9%
USD=X
USD Cash
14.5%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities22.6%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
Global Equities21.6%
GME
GameStop Corp.
Consumer Cyclical14.8%
VGT
Vanguard Information Technology ETF
Technology Equities14.4%
NVDA
NVIDIA Corporation
Technology2.4%
AAPL
Apple Inc.
Technology0.4%
RBLX
Roblox Corporation
Communication Services0.4%

Performance

The chart shows the growth of an initial investment of $10,000 in Latika 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 Quarterly


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
1.80%
8.61%
Latika Portfolio
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%4.77%N/A
Latika Portfolio-1.55%0.95%12.53%11.13%-1.14%N/A
GME
GameStop Corp.
0.29%-28.36%-6.93%-31.39%-32.62%N/A
TLT
iShares 20+ Year Treasury Bond ETF
-3.69%-13.04%-6.20%-10.79%-12.54%N/A
VGT
Vanguard Information Technology ETF
-2.79%11.81%30.46%31.14%8.74%N/A
VOO
Vanguard S&P 500 ETF
-1.79%9.62%13.90%18.91%6.33%N/A
VWRL.AS
Vanguard FTSE All-World UCITS ETF
-0.33%8.23%11.79%20.17%1.99%N/A
AAPL
Apple Inc.
-2.14%9.37%35.10%16.88%17.35%N/A
NVDA
NVIDIA Corporation
-9.57%55.41%184.83%232.66%62.55%N/A
RBLX
Roblox Corporation
-5.30%-41.54%-10.79%-28.56%-19.52%N/A
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

USD=XTLTGMERBLXVWRL.ASAAPLNVDAVOOVGT
USD=X0.000.000.000.000.000.000.000.000.00
TLT0.001.00-0.000.120.040.040.060.010.04
GME0.00-0.001.000.360.300.340.390.420.42
RBLX0.000.120.361.000.360.400.530.490.54
VWRL.AS0.000.040.300.361.000.510.520.640.60
AAPL0.000.040.340.400.511.000.630.810.86
NVDA0.000.060.390.530.520.631.000.730.83
VOO0.000.010.420.490.640.810.731.000.93
VGT0.000.040.420.540.600.860.830.931.00

Sharpe Ratio

The current Latika Portfolio Sharpe ratio is 0.48. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.48

The Sharpe ratio of Latika Portfolio 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

Latika Portfolio granted a 1.16% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Latika Portfolio1.16%1.23%0.84%0.99%2.21%3.34%2.75%2.55%2.55%2.31%1.96%1.80%
GME
GameStop Corp.
0.00%0.00%0.00%0.00%6.25%12.45%9.69%7.20%6.65%5.25%3.10%4.56%
TLT
iShares 20+ Year Treasury Bond ETF
3.46%2.73%1.56%1.59%2.44%2.90%2.76%3.02%3.11%3.26%4.09%3.47%
VGT
Vanguard Information Technology ETF
0.74%0.91%0.65%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.17%1.35%
VOO
Vanguard S&P 500 ETF
1.56%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.81%2.13%1.48%1.64%2.02%2.44%2.16%2.22%2.36%2.44%1.90%0.00%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
RBLX
Roblox Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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 Latika Portfolio has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.22%
0.00%2.15%
0.15%
0.00%2.15%
0.10%
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
GME
GameStop Corp.
-0.48
TLT
iShares 20+ Year Treasury Bond ETF
-0.67
VGT
Vanguard Information Technology ETF
1.11
VOO
Vanguard S&P 500 ETF
0.92
VWRL.AS
Vanguard FTSE All-World UCITS ETF
0.99
AAPL
Apple Inc.
0.51
NVDA
NVIDIA Corporation
3.87
RBLX
Roblox Corporation
-0.39
USD=X
USD Cash
N/A

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-20.94%
-9.93%
Latika Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Latika Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Latika Portfolio is 31.16%, recorded on Jan 5, 2023. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.16%Nov 23, 2021293Jan 5, 2023
-11.01%Mar 12, 20219Mar 24, 202145May 26, 202154
-7.25%Jun 10, 202183Oct 4, 202121Nov 2, 2021104
-2.35%Nov 9, 20212Nov 10, 20217Nov 19, 20219
-2.04%May 28, 20212May 31, 20212Jun 2, 20214

Volatility Chart

The current Latika Portfolio volatility is 3.33%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.33%
3.32%
Latika Portfolio
Benchmark (^GSPC)
Portfolio components