Latika Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Latika Portfolio

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	0.40%
GME GameStop Corp.	Consumer Cyclical	14.80%
NVDA NVIDIA Corporation	Technology	2.40%
RBLX Roblox Corporation	Communication Services	0.40%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds	8.90%
USD=X USD Cash		14.50%
VGT Vanguard Information Technology ETF	Technology Equities	14.40%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	22.60%
VWRL.AS Vanguard FTSE All-World UCITS ETF	Global Equities	21.60%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Mar 10, 2021, corresponding to the inception date of RBLX

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Latika Portfolio	-2.61%	7.38%	0.09%	19.92%	N/A	N/A
Portfolio components:
GME GameStop Corp.	-12.13%	10.07%	10.69%	57.73%	87.82%	14.15%
TLT iShares 20+ Year Treasury Bond ETF	1.08%	1.10%	-3.86%	0.64%	-9.36%	-0.54%
VGT Vanguard Information Technology ETF	-8.02%	12.05%	-8.30%	11.24%	18.63%	19.33%
VOO Vanguard S&P 500 ETF	-3.41%	7.59%	-5.06%	9.79%	15.86%	12.42%
VWRL.AS Vanguard FTSE All-World UCITS ETF	1.41%	9.27%	-0.58%	9.96%	12.29%	8.67%
AAPL Apple Inc	-20.63%	4.26%	-12.43%	8.82%	21.04%	21.59%
NVDA NVIDIA Corporation	-13.13%	8.44%	-20.97%	29.82%	71.04%	72.60%
RBLX Roblox Corporation	24.23%	28.08%	37.18%	128.55%	N/A	N/A
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

*Annualized

Monthly Returns

The table below presents the monthly returns of Latika Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	-0.88%	-1.52%	-5.05%	3.81%	1.22%								-2.61%
2024	-1.49%	3.46%	0.92%	-4.73%	18.79%	4.74%	-0.60%	1.77%	1.41%	-1.33%	7.96%	-0.05%	33.17%
2023	8.72%	-2.87%	7.01%	-1.81%	5.04%	4.12%	0.71%	-3.62%	-5.43%	-4.43%	8.12%	6.46%	22.53%
2022	-8.28%	-0.52%	6.18%	-10.67%	-0.75%	-5.79%	7.87%	-5.74%	-8.66%	5.57%	3.39%	-8.04%	-24.56%
2021			-3.43%	2.23%	4.24%	2.30%	-2.24%	6.21%	-6.09%	5.24%	2.21%	-2.27%	7.90%

Expense Ratio

Latika Portfolio has an expense ratio of 0.08%, 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.

VWRL.AS

Vanguard FTSE All-World UCITS ETF

TLT

iShares 20+ Year Treasury Bond ETF

VGT

Vanguard Information Technology ETF

VOO

Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Latika Portfolio is 35, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
GME GameStop Corp.	0.35	1.22	1.19	0.40	0.67
TLT iShares 20+ Year Treasury Bond ETF	0.00	-0.01	1.00	-0.03	-0.14
VGT Vanguard Information Technology ETF	0.38	0.50	1.07	0.23	0.75
VOO Vanguard S&P 500 ETF	0.51	0.71	1.10	0.42	1.60
VWRL.AS Vanguard FTSE All-World UCITS ETF	0.60	0.79	1.12	0.49	2.18
AAPL Apple Inc	0.25	0.42	1.06	0.13	0.44
NVDA NVIDIA Corporation	0.52	0.93	1.12	0.62	1.52
RBLX Roblox Corporation	2.88	3.20	1.46	1.53	10.55
USD=X USD Cash	—	—	—	—	—

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.

Latika Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.47
All Time: 0.24

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 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Latika Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Latika Portfolio provided a 1.13% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.13%	1.07%	1.10%	1.21%	0.82%	0.94%	2.13%	3.17%	2.44%	2.18%	2.13%	1.89%
Portfolio components:
GME GameStop Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	6.25%	12.04%	8.47%	5.86%	5.14%	3.91%
TLT iShares 20+ Year Treasury Bond ETF	4.35%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%	2.67%
VGT Vanguard Information Technology ETF	0.56%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
VOO Vanguard S&P 500 ETF	1.34%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
VWRL.AS Vanguard FTSE All-World UCITS ETF	1.64%	1.47%	1.74%	2.10%	1.43%	1.56%	1.89%	2.24%	1.93%	1.95%	2.03%	2.06%
AAPL Apple Inc	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
NVDA NVIDIA Corporation	0.03%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
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%

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 Latika 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 Latika Portfolio was 31.16%, occurring on Jan 5, 2023. Recovery took 352 trading sessions.

The current Latika Portfolio drawdown is 11.66%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.16%	Nov 23, 2021	293	Jan 5, 2023	352	May 13, 2024	645
-24.42%	May 15, 2024	7	May 23, 2024	10	Jun 6, 2024	17
-21.79%	Jun 7, 2024	42	Aug 5, 2024	—	—	—
-8.92%	Mar 12, 2021	9	Mar 24, 2021	44	May 25, 2021	53
-7.25%	Jun 10, 2021	83	Oct 4, 2021	21	Nov 2, 2021	104

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 9 assets, with an effective number of assets of 5.88, 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.

	^GSPC	USD=X	TLT	GME	RBLX	VWRL.AS	AAPL	NVDA	VOO	VGT	Portfolio
^GSPC	1.00	0.00	0.06	0.40	0.49	0.63	0.73	0.71	1.00	0.92	0.76
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
TLT	0.06	0.00	1.00	0.05	0.12	0.07	0.08	0.04	0.06	0.06	0.14
GME	0.40	0.00	0.05	1.00	0.32	0.28	0.29	0.32	0.40	0.38	0.83
RBLX	0.49	0.00	0.12	0.32	1.00	0.34	0.37	0.47	0.48	0.53	0.49
VWRL.AS	0.63	0.00	0.07	0.28	0.34	1.00	0.43	0.46	0.63	0.58	0.60
AAPL	0.73	0.00	0.08	0.29	0.37	0.43	1.00	0.51	0.72	0.75	0.58
NVDA	0.71	0.00	0.04	0.32	0.47	0.46	0.51	1.00	0.70	0.82	0.62
VOO	1.00	0.00	0.06	0.40	0.48	0.63	0.72	0.70	1.00	0.92	0.76
VGT	0.92	0.00	0.06	0.38	0.53	0.58	0.75	0.82	0.92	1.00	0.75
Portfolio	0.76	0.00	0.14	0.83	0.49	0.60	0.58	0.62	0.76	0.75	1.00

The correlation results are calculated based on daily price changes starting from Mar 11, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

Latika Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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