Latika Portfolio
Asset Allocation
Position | Category/Sector | 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% |
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
The earliest data available for this chart is Mar 8, 2021, corresponding to the inception date of RBLX
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
Latika Portfolio | 23.33% | 5.28% | 19.22% | 28.51% | N/A | N/A |
Portfolio components: | ||||||
GME GameStop Corp. | 33.60% | 11.15% | 56.66% | 27.14% | 88.37% | 11.25% |
TLT iShares 20+ Year Treasury Bond ETF | -0.13% | -1.82% | 3.87% | 5.47% | -5.90% | 0.54% |
VGT Vanguard Information Technology ETF | 19.03% | 7.47% | 9.24% | 29.47% | 22.98% | 20.27% |
VOO Vanguard S&P 500 ETF | 19.40% | 5.74% | 10.63% | 26.76% | 15.93% | 12.97% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 15.40% | 6.03% | 8.94% | 22.21% | 11.62% | 10.37% |
AAPL Apple Inc | 19.39% | 4.28% | 27.78% | 21.49% | 35.37% | 25.92% |
NVDA NVIDIA Corporation | 141.08% | 11.28% | 45.10% | 146.15% | 95.82% | 74.27% |
RBLX Roblox Corporation | -3.78% | 12.68% | 6.46% | 54.68% | N/A | N/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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.49% | 3.46% | 0.92% | -4.73% | 18.78% | 4.75% | -0.60% | 23.33% | |||||
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% | 22.54% |
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% |
2021 | 2.28% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Latika Portfolio is 14, indicating that it is in the bottom 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
GME GameStop Corp. | 0.21 | 1.67 | 1.24 | 0.36 | 0.91 |
TLT iShares 20+ Year Treasury Bond ETF | 0.37 | 0.64 | 1.07 | 0.14 | 0.99 |
VGT Vanguard Information Technology ETF | 1.71 | 2.28 | 1.30 | 2.24 | 8.70 |
VOO Vanguard S&P 500 ETF | 2.29 | 3.11 | 1.42 | 2.42 | 10.92 |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 2.12 | 2.97 | 1.40 | 1.65 | 9.85 |
AAPL Apple Inc | 1.48 | 2.19 | 1.28 | 1.93 | 4.57 |
NVDA NVIDIA Corporation | 3.26 | 3.57 | 1.46 | 6.01 | 21.09 |
RBLX Roblox Corporation | 1.25 | 1.69 | 1.25 | 0.72 | 3.71 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Latika Portfolio granted a 1.02% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Latika Portfolio | 1.02% | 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 | 3.43% | 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 | 0.64% | 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 | 1.28% | 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 | 1.55% | 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 | 0.43% | 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.
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 15.99%.
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 | — | — | — |
-11.01% | Mar 12, 2021 | 9 | Mar 24, 2021 | 45 | May 26, 2021 | 54 |
-7.25% | Jun 10, 2021 | 83 | Oct 4, 2021 | 21 | Nov 2, 2021 | 104 |
Volatility
Volatility Chart
The current Latika Portfolio volatility is 4.74%, 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.
Diversification
Asset Correlations Table
USD=X | TLT | GME | RBLX | VWRL.AS | AAPL | NVDA | VOO | VGT | |
---|---|---|---|---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
TLT | 0.00 | 1.00 | 0.06 | 0.13 | 0.09 | 0.08 | 0.06 | 0.06 | 0.07 |
GME | 0.00 | 0.06 | 1.00 | 0.33 | 0.30 | 0.30 | 0.34 | 0.41 | 0.39 |
RBLX | 0.00 | 0.13 | 0.33 | 1.00 | 0.36 | 0.39 | 0.48 | 0.49 | 0.53 |
VWRL.AS | 0.00 | 0.09 | 0.30 | 0.36 | 1.00 | 0.47 | 0.49 | 0.65 | 0.60 |
AAPL | 0.00 | 0.08 | 0.30 | 0.39 | 0.47 | 1.00 | 0.55 | 0.75 | 0.80 |
NVDA | 0.00 | 0.06 | 0.34 | 0.48 | 0.49 | 0.55 | 1.00 | 0.70 | 0.82 |
VOO | 0.00 | 0.06 | 0.41 | 0.49 | 0.65 | 0.75 | 0.70 | 1.00 | 0.92 |
VGT | 0.00 | 0.07 | 0.39 | 0.53 | 0.60 | 0.80 | 0.82 | 0.92 | 1.00 |