Latika Suggested Portfolio
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Latika Suggested 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
As of Sep 21, 2023, the Latika Suggested Portfolio returned 22.55% Year-To-Date and 11.95% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.27% | 9.06% |
| Latika Suggested Portfolio | -0.47% | 12.27% | 22.55% | 26.59% | 11.43% | 11.95% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 0.20% | 12.72% | 16.07% | 16.08% | 10.10% | 11.05% |
IEUR iShares Core MSCI Europe ETF | -0.33% | 3.68% | 10.10% | 24.74% | 3.86% | 3.06% |
VWO Vanguard FTSE Emerging Markets ETF | 0.61% | 2.72% | 3.66% | 4.87% | 2.08% | 1.90% |
IXJ iShares Global Healthcare ETF | -1.03% | 5.53% | 0.28% | 10.05% | 7.40% | 8.12% |
IXG iShares Global Financials ETF | 2.89% | 9.98% | 5.39% | 12.92% | 4.08% | 5.12% |
STIP iShares 0-5 Year TIPS Bond ETF | 0.43% | 0.09% | 2.16% | 1.64% | 2.83% | 1.67% |
SHV iShares Short Treasury Bond ETF | 0.43% | 2.36% | 3.40% | 4.36% | 1.56% | 1.07% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.75% | 8.16% | 13.61% | 16.32% | 6.71% | 6.89% |
AAPL Apple Inc. | -0.20% | 11.49% | 35.64% | 12.51% | 26.74% | 25.34% |
NVDA NVIDIA Corporation | -10.06% | 59.61% | 189.13% | 220.77% | 43.97% | 60.69% |
INDA iShares MSCI India ETF | 2.94% | 16.70% | 7.73% | 3.56% | 7.66% | 5.63% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SHV | STIP | NVDA | AAPL | INDA | VWRL.AS | IXJ | IXG | VWO | IEUR | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SHV | 1.00 | 0.15 | -0.04 | -0.05 | -0.05 | -0.02 | -0.02 | -0.08 | -0.03 | -0.04 | -0.05 |
| STIP | 0.15 | 1.00 | 0.02 | 0.04 | 0.10 | 0.13 | 0.06 | 0.01 | 0.12 | 0.13 | 0.07 |
| NVDA | -0.04 | 0.02 | 1.00 | 0.54 | 0.36 | 0.36 | 0.42 | 0.43 | 0.48 | 0.47 | 0.62 |
| AAPL | -0.05 | 0.04 | 0.54 | 1.00 | 0.39 | 0.39 | 0.49 | 0.47 | 0.50 | 0.51 | 0.70 |
| INDA | -0.05 | 0.10 | 0.36 | 0.39 | 1.00 | 0.47 | 0.48 | 0.56 | 0.71 | 0.60 | 0.56 |
| VWRL.AS | -0.02 | 0.13 | 0.36 | 0.39 | 0.47 | 1.00 | 0.51 | 0.61 | 0.60 | 0.68 | 0.60 |
| IXJ | -0.02 | 0.06 | 0.42 | 0.49 | 0.48 | 0.51 | 1.00 | 0.61 | 0.55 | 0.69 | 0.76 |
| IXG | -0.08 | 0.01 | 0.43 | 0.47 | 0.56 | 0.61 | 0.61 | 1.00 | 0.69 | 0.81 | 0.80 |
| VWO | -0.03 | 0.12 | 0.48 | 0.50 | 0.71 | 0.60 | 0.55 | 0.69 | 1.00 | 0.74 | 0.69 |
| IEUR | -0.04 | 0.13 | 0.47 | 0.51 | 0.60 | 0.68 | 0.69 | 0.81 | 0.74 | 1.00 | 0.77 |
| VOO | -0.05 | 0.07 | 0.62 | 0.70 | 0.56 | 0.60 | 0.76 | 0.80 | 0.69 | 0.77 | 1.00 |
Dividend yield
Latika Suggested Portfolio granted a 2.20% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Latika Suggested Portfolio | 2.20% | 2.15% | 1.66% | 1.29% | 2.12% | 2.27% | 1.63% | 1.67% | 1.81% | 1.45% | 1.37% | 1.46% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
IEUR iShares Core MSCI Europe ETF | 2.96% | 3.12% | 3.03% | 2.31% | 3.62% | 4.32% | 3.13% | 3.90% | 3.52% | 0.83% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 3.06% | 4.17% | 2.77% | 2.06% | 3.58% | 3.30% | 2.71% | 3.03% | 4.03% | 3.64% | 3.58% | 2.95% |
IXJ iShares Global Healthcare ETF | 1.28% | 1.18% | 1.14% | 1.31% | 1.49% | 2.24% | 1.58% | 1.89% | 3.17% | 1.57% | 1.75% | 2.68% |
IXG iShares Global Financials ETF | 3.02% | 3.77% | 1.78% | 2.29% | 3.15% | 3.55% | 2.47% | 2.63% | 3.40% | 2.98% | 2.75% | 3.26% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.51% | 6.17% | 4.49% | 1.58% | 2.35% | 2.84% | 1.90% | 1.08% | 0.00% | 0.91% | 0.38% | 1.30% |
SHV iShares Short Treasury Bond ETF | 3.93% | 1.43% | 0.00% | 0.77% | 2.30% | 1.78% | 0.79% | 0.37% | 0.03% | 0.00% | 0.00% | 0.01% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.78% | 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% |
INDA iShares MSCI India ETF | 0.18% | 0.00% | 6.45% | 0.29% | 1.06% | 1.02% | 1.19% | 1.00% | 1.33% | 0.71% | 0.69% | 0.47% |
Expense Ratio
The Latika Suggested Portfolio features an expense ratio of 0.16%, falling within the medium range. 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.85 | ||||
IEUR iShares Core MSCI Europe ETF | 1.15 | ||||
VWO Vanguard FTSE Emerging Markets ETF | 0.26 | ||||
IXJ iShares Global Healthcare ETF | 0.65 | ||||
IXG iShares Global Financials ETF | 0.62 | ||||
STIP iShares 0-5 Year TIPS Bond ETF | 0.45 | ||||
SHV iShares Short Treasury Bond ETF | 13.22 | ||||
VWRL.AS Vanguard FTSE All-World UCITS ETF | 0.91 | ||||
AAPL Apple Inc. | 0.51 | ||||
NVDA NVIDIA Corporation | 3.98 | ||||
INDA iShares MSCI India ETF | 0.25 |
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 Suggested 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 Suggested Portfolio is 24.04%, recorded on Mar 23, 2020. It took 78 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 78 | Jul 10, 2020 | 101 |
| -21.48% | Dec 28, 2021 | 206 | Oct 12, 2022 | 159 | May 25, 2023 | 365 |
| -15.37% | Aug 30, 2018 | 83 | Dec 24, 2018 | 208 | Oct 15, 2019 | 291 |
| -10.78% | Dec 7, 2015 | 47 | Feb 11, 2016 | 43 | Apr 13, 2016 | 90 |
| -8.29% | Apr 16, 2015 | 94 | Aug 25, 2015 | 43 | Oct 23, 2015 | 137 |
Volatility Chart
The current Latika Suggested Portfolio volatility is 2.24%, 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.