Latika Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 8.9% |
USD=X USD Cash | 14.5% | |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 22.6% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | Global Equities | 21.6% |
GME GameStop Corp. | Consumer Cyclical | 14.8% |
VGT Vanguard Information Technology ETF | Technology Equities | 14.4% |
NVDA NVIDIA Corporation | Technology | 2.4% |
AAPL Apple Inc. | Technology | 0.4% |
RBLX Roblox Corporation | Communication Services | 0.4% |
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 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 |
| Portfolio components: | ||||||
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 |
| Returns over 1 year are annualized | ||||||
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 | -0.00 | 0.12 | 0.04 | 0.04 | 0.06 | 0.01 | 0.04 |
| GME | 0.00 | -0.00 | 1.00 | 0.36 | 0.30 | 0.34 | 0.39 | 0.42 | 0.42 |
| RBLX | 0.00 | 0.12 | 0.36 | 1.00 | 0.36 | 0.40 | 0.53 | 0.49 | 0.54 |
| VWRL.AS | 0.00 | 0.04 | 0.30 | 0.36 | 1.00 | 0.51 | 0.52 | 0.64 | 0.60 |
| AAPL | 0.00 | 0.04 | 0.34 | 0.40 | 0.51 | 1.00 | 0.63 | 0.81 | 0.86 |
| NVDA | 0.00 | 0.06 | 0.39 | 0.53 | 0.52 | 0.63 | 1.00 | 0.73 | 0.83 |
| VOO | 0.00 | 0.01 | 0.42 | 0.49 | 0.64 | 0.81 | 0.73 | 1.00 | 0.93 |
| VGT | 0.00 | 0.04 | 0.42 | 0.54 | 0.60 | 0.86 | 0.83 | 0.93 | 1.00 |
Not enough dataDividend yield
Latika Portfolio granted a 1.16% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Latika Portfolio | 1.16% | 1.23% | 0.84% | 0.99% | 2.21% | 3.34% | 2.75% | 2.55% | 2.55% | 2.31% | 1.96% | 1.80% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2021 | 293 | Jan 5, 2023 | — | — | — |
| -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 |
| -2.35% | Nov 9, 2021 | 2 | Nov 10, 2021 | 7 | Nov 19, 2021 | 9 |
| -2.04% | May 28, 2021 | 2 | May 31, 2021 | 2 | Jun 2, 2021 | 4 |
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.