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Latika Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Latika Portfolio

Last updated Oct 30, 2024

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
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%

Performance

Performance Chart

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%10.00%20.00%30.00%40.00%50.00%MayJuneJulyAugustSeptemberOctober
28.42%
15.83%
Latika Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 8, 2021, corresponding to the inception date of RBLX

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.29%1.65%15.83%39.98%13.99%11.23%
Latika Portfolio25.83%0.89%28.42%46.58%N/AN/A
Portfolio components:
GME
GameStop Corp.		29.38%0.89%104.51%77.19%75.87%11.16%
TLT
iShares 20+ Year Treasury Bond ETF		-4.13%-6.33%6.41%13.97%-5.96%-0.11%
VGT
Vanguard Information Technology ETF		26.76%4.34%23.72%51.83%23.35%21.01%
VOO
Vanguard S&P 500 ETF		23.64%1.79%16.67%42.02%15.81%13.26%
VWRL.AS
Vanguard FTSE All-World UCITS ETF		18.63%-0.45%12.59%35.78%11.97%10.67%
AAPL
Apple Inc		21.83%2.58%37.53%37.92%31.28%25.64%
NVDA
NVIDIA Corporation		185.29%16.35%63.51%243.27%95.48%77.28%
RBLX
Roblox Corporation		-6.80%-3.55%19.83%34.25%N/AN/A
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.49%3.46%0.92%-4.73%18.78%4.75%-0.60%1.77%1.41%25.83%
20238.72%-2.87%7.01%-1.81%5.04%4.12%0.71%-3.62%-5.43%-4.43%8.12%6.46%22.54%
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%
20212.28%2.23%4.24%2.30%-2.24%6.21%-6.09%5.24%2.21%-2.27%14.29%

Expense Ratio

Latika Portfolio has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

VWRL.AS
Vanguard FTSE All-World UCITS ETF
Expense ratio chart for VWRL.AS: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
TLT
iShares 20+ Year Treasury Bond ETF
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Latika Portfolio is 9, indicating that it is in the bottom 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Latika Portfolio is 99
Combined Rank
The Sharpe Ratio Rank of Latika Portfolio is 55Sharpe Ratio Rank
The Sortino Ratio Rank of Latika Portfolio is 66Sortino Ratio Rank
The Omega Ratio Rank of Latika Portfolio is 1212Omega Ratio Rank
The Calmar Ratio Rank of Latika Portfolio is 1919Calmar Ratio Rank
The Martin Ratio Rank of Latika Portfolio is 55Martin 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.

Latika Portfolio
Sharpe ratio
The chart of Sharpe ratio for Latika Portfolio, currently valued at 1.00, compared to the broader market0.002.004.006.001.00
Sortino ratio
The chart of Sortino ratio for Latika Portfolio, currently valued at 1.74, compared to the broader market-2.000.002.004.006.001.74
Omega ratio
The chart of Omega ratio for Latika Portfolio, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.802.001.32
Calmar ratio
The chart of Calmar ratio for Latika Portfolio, currently valued at 1.63, compared to the broader market0.005.0010.001.63
Martin ratio
The chart of Martin ratio for Latika Portfolio, currently valued at 3.34, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GME
GameStop Corp.		0.532.101.310.932.02
TLT
iShares 20+ Year Treasury Bond ETF		0.590.931.110.211.43
VGT
Vanguard Information Technology ETF		1.872.431.342.499.00
VOO
Vanguard S&P 500 ETF		2.903.871.564.0218.58
VWRL.AS
Vanguard FTSE All-World UCITS ETF		2.803.911.543.4117.80
AAPL
Apple Inc		1.171.781.231.563.65
NVDA
NVIDIA Corporation		3.763.861.517.1122.37
RBLX
Roblox Corporation		0.250.601.090.140.67
USD=X
USD Cash		—————

Sharpe Ratio

The current Latika Portfolio Sharpe ratio is 1.00. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Latika Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00MayJuneJulyAugustSeptemberOctober
1.00
3.43
Latika Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Latika Portfolio provided a 1.05% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Latika Portfolio1.05%1.10%1.21%0.82%0.94%2.13%3.17%2.44%2.18%2.13%1.89%1.58%
Portfolio components:
GME
GameStop Corp.		0.00%0.00%0.00%0.00%0.00%6.25%12.04%8.47%5.86%5.14%3.91%2.23%
TLT
iShares 20+ Year Treasury Bond ETF		3.97%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
VGT
Vanguard Information Technology ETF		0.61%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VOO
Vanguard S&P 500 ETF		1.27%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VWRL.AS
Vanguard FTSE All-World UCITS ETF		1.48%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%1.57%
AAPL
Apple Inc		0.42%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-14.29%
-0.54%
Latika Portfolio
Benchmark (^GSPC)
Portfolio components

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 14.29%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.16%Nov 23, 2021293Jan 5, 2023352May 13, 2024645
-24.42%May 15, 20247May 23, 202410Jun 6, 202417
-21.79%Jun 7, 202442Aug 5, 2024———
-11.01%Mar 12, 20219Mar 24, 202145May 26, 202154
-7.25%Jun 10, 202183Oct 4, 202121Nov 2, 2021104

Volatility

Volatility Chart

The current Latika Portfolio volatility is 2.87%, 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.

0.00%10.00%20.00%30.00%40.00%MayJuneJulyAugustSeptemberOctober
2.87%
2.71%
Latika Portfolio
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=XTLTGMERBLXVWRL.ASAAPLNVDAVOOVGT
USD=X0.000.000.000.000.000.000.000.000.00
TLT0.001.000.060.130.080.060.040.050.06
GME0.000.061.000.320.300.290.320.400.38
RBLX0.000.130.321.000.350.380.470.480.52
VWRL.AS0.000.080.300.351.000.460.480.640.59
AAPL0.000.060.290.380.461.000.550.750.79
NVDA0.000.040.320.470.480.551.000.700.82
VOO0.000.050.400.480.640.750.701.000.92
VGT0.000.060.380.520.590.790.820.921.00
The correlation results are calculated based on daily price changes starting from Mar 9, 2021