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Latika Suggested Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SHV 22%STIP 9%VOO 23%NVDA 10%IEUR 8%IXJ 8%IXG 7%VWO 6%INDA 5%AAPL 2%BondBondEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

2%

IEUR
iShares Core MSCI Europe ETF
Europe Equities

8%

INDA
iShares MSCI India ETF
Asia Pacific Equities

5%

IXG
iShares Global Financials ETF
Financials Equities

7%

IXJ
iShares Global Healthcare ETF
Health & Biotech Equities

8%

NVDA
NVIDIA Corporation
Technology

10%

SHV
iShares Short Treasury Bond ETF
Government Bonds

22%

STIP
iShares 0-5 Year TIPS Bond ETF
Inflation-Protected Bonds

9%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

23%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

6%

VWRL.AS
Vanguard FTSE All-World UCITS ETF
Global Equities

0%

S&P 500

Performance

Performance Chart

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


140.00%160.00%180.00%200.00%220.00%240.00%260.00%280.00%2024FebruaryMarchAprilMayJune
272.62%
182.26%
Latika Suggested Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR

Returns By Period

As of Jun 25, 2024, the Latika Suggested Portfolio returned 19.31% Year-To-Date and 13.73% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.22%2.70%14.58%25.29%13.38%10.79%
Latika Suggested Portfolio19.31%2.25%20.06%28.86%17.26%13.73%
VOO
Vanguard S&P 500 ETF
14.94%2.81%15.33%27.13%14.79%12.48%
IEUR
iShares Core MSCI Europe ETF
7.07%-1.59%7.71%15.96%7.41%4.50%
VWO
Vanguard FTSE Emerging Markets ETF
7.37%-0.25%9.61%13.19%3.78%2.96%
IXJ
iShares Global Healthcare ETF
8.84%2.31%10.17%12.33%10.10%8.60%
IXG
iShares Global Financials ETF
11.01%-0.33%12.01%27.18%8.98%6.73%
STIP
iShares 0-5 Year TIPS Bond ETF
2.14%0.68%2.16%5.01%3.12%1.96%
SHV
iShares Short Treasury Bond ETF
2.40%0.40%2.51%5.31%1.96%1.38%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
11.62%1.36%11.77%21.54%10.57%8.21%
AAPL
Apple Inc
8.39%9.56%7.79%12.09%33.05%25.50%
NVDA
NVIDIA Corporation
138.53%10.94%141.91%179.91%94.03%72.77%
INDA
iShares MSCI India ETF
12.95%1.96%14.00%29.47%10.56%7.55%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.94%5.61%3.82%-1.94%5.53%19.31%
20236.91%0.60%4.32%1.57%2.66%4.68%3.09%-0.83%-3.46%-2.07%6.61%3.59%30.74%
2022-3.68%-1.91%2.28%-7.36%0.31%-5.92%5.97%-4.31%-7.08%5.35%7.34%-4.06%-13.63%
2021-0.37%2.05%1.83%3.67%2.45%3.32%0.61%3.39%-3.18%5.40%1.94%1.22%24.46%
2020-0.82%-2.91%-8.22%7.37%4.82%2.71%4.68%6.33%-1.81%-2.30%7.68%2.96%20.93%
20194.86%2.23%2.93%2.01%-5.60%5.44%0.00%-1.14%1.87%3.65%2.53%3.37%23.95%
20186.02%-2.78%-1.59%-0.05%1.35%-0.91%2.93%2.36%-0.31%-6.57%-0.45%-5.30%-5.81%
20172.02%1.57%1.72%0.50%4.86%0.55%2.97%0.92%1.31%2.87%0.67%0.61%22.52%
2016-4.69%-0.36%5.85%0.58%3.73%-0.08%4.68%0.97%1.67%-0.69%3.67%3.60%20.12%
2015-0.65%4.74%-1.47%1.50%0.64%-2.11%0.70%-3.07%-0.60%5.28%1.06%-0.53%5.26%
2014-0.03%-1.20%3.15%-2.04%1.86%2.06%-2.06%1.61%

Expense Ratio

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.


Expense ratio chart for INDA: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for IXJ: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for IXG: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
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%
Expense ratio chart for SHV: 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%
Expense ratio chart for IEUR: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for STIP: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
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 risk-adjusted rank of Latika Suggested Portfolio is 90, placing it in the top 10% 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 Suggested Portfolio is 9090
Latika Suggested Portfolio
The Sharpe Ratio Rank of Latika Suggested Portfolio is 9090Sharpe Ratio Rank
The Sortino Ratio Rank of Latika Suggested Portfolio is 9494Sortino Ratio Rank
The Omega Ratio Rank of Latika Suggested Portfolio is 9494Omega Ratio Rank
The Calmar Ratio Rank of Latika Suggested Portfolio is 8989Calmar Ratio Rank
The Martin Ratio Rank of Latika Suggested Portfolio is 8585Martin 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 Suggested Portfolio
Sharpe ratio
The chart of Sharpe ratio for Latika Suggested Portfolio, currently valued at 2.94, compared to the broader market0.002.004.002.94
Sortino ratio
The chart of Sortino ratio for Latika Suggested Portfolio, currently valued at 4.51, compared to the broader market-2.000.002.004.006.004.51
Omega ratio
The chart of Omega ratio for Latika Suggested Portfolio, currently valued at 1.56, compared to the broader market0.801.001.201.401.601.801.56
Calmar ratio
The chart of Calmar ratio for Latika Suggested Portfolio, currently valued at 3.83, compared to the broader market0.002.004.006.008.0010.003.83
Martin ratio
The chart of Martin ratio for Latika Suggested Portfolio, currently valued at 13.18, compared to the broader market0.0010.0020.0030.0040.0050.0013.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.16, compared to the broader market0.002.004.002.16
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.008.0010.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.08, compared to the broader market0.0010.0020.0030.0040.0050.008.08

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.163.061.392.078.29
IEUR
iShares Core MSCI Europe ETF
1.031.541.180.843.10
VWO
Vanguard FTSE Emerging Markets ETF
0.801.221.140.382.17
IXJ
iShares Global Healthcare ETF
1.301.881.231.034.03
IXG
iShares Global Financials ETF
1.882.621.321.286.63
STIP
iShares 0-5 Year TIPS Bond ETF
2.143.581.441.6518.63
SHV
iShares Short Treasury Bond ETF
19.46141.6770.75190.672,055.55
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.852.761.341.355.82
AAPL
Apple Inc
0.400.751.090.531.04
NVDA
NVIDIA Corporation
4.024.351.569.0226.04
INDA
iShares MSCI India ETF
1.942.491.392.2114.11

Sharpe Ratio

The current Latika Suggested Portfolio Sharpe ratio is 2.94. 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 1.51 to 2.35, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Latika Suggested 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 Ratio1.502.002.503.003.502024FebruaryMarchAprilMayJune
2.94
2.16
Latika Suggested Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Latika Suggested Portfolio granted a 2.45% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Latika Suggested Portfolio2.45%2.41%2.11%1.59%1.22%1.97%2.05%1.44%1.45%1.55%1.22%1.14%
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%
IEUR
iShares Core MSCI Europe ETF
3.05%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%0.64%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.19%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
IXJ
iShares Global Healthcare ETF
1.31%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.84%1.37%1.50%
IXG
iShares Global Financials ETF
2.78%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%2.38%2.14%
STIP
iShares 0-5 Year TIPS Bond ETF
3.16%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%0.00%0.74%0.31%
SHV
iShares Short Treasury Bond ETF
5.09%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%0.00%0.00%
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
0.47%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%
INDA
iShares MSCI India ETF
0.00%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%0.63%0.40%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-1.60%
-0.71%
Latika Suggested Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Latika Suggested 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 Suggested Portfolio was 24.04%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.

The current Latika Suggested Portfolio drawdown is 1.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.04%Feb 20, 202023Mar 23, 202078Jul 10, 2020101
-21.48%Dec 28, 2021206Oct 12, 2022159May 25, 2023365
-15.33%Aug 30, 201883Dec 24, 2018208Oct 15, 2019291
-10.78%Dec 7, 201547Feb 11, 201643Apr 13, 201690
-8.29%Apr 16, 201594Aug 25, 201543Oct 23, 2015137

Volatility

Volatility Chart

The current Latika Suggested Portfolio volatility is 2.31%, 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.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.31%
2.39%
Latika Suggested 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.

SHVSTIPNVDAAAPLINDAVWRL.ASIXJIXGVWOIEURVOO
SHV1.000.17-0.03-0.05-0.03-0.01-0.01-0.06-0.02-0.02-0.04
STIP0.171.000.020.050.100.140.070.030.130.140.08
NVDA-0.030.021.000.520.350.360.400.420.470.450.61
AAPL-0.050.050.521.000.380.380.470.450.490.490.69
INDA-0.030.100.350.381.000.460.480.550.700.590.56
VWRL.AS-0.010.140.360.380.461.000.510.610.600.680.60
IXJ-0.010.070.400.470.480.511.000.610.540.690.75
IXG-0.060.030.420.450.550.610.611.000.690.810.80
VWO-0.020.130.470.490.700.600.540.691.000.730.69
IEUR-0.020.140.450.490.590.680.690.810.731.000.76
VOO-0.040.080.610.690.560.600.750.800.690.761.00
The correlation results are calculated based on daily price changes starting from Jun 13, 2014