Jignesh Sarda Suggested portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Jignesh Sarda Suggested portfolio

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
ACWI iShares MSCI ACWI ETF	Large Cap Growth Equities	7%
DHR Danaher Corporation	Healthcare	3%
EWJ iShares MSCI Japan ETF	Japan Equities	6%
FFNOX Fidelity Multi-Asset Index Fund	Diversified Portfolio	5.40%
FTV Fortive Corporation	Technology	0.50%
IEUR iShares Core MSCI Europe ETF	Europe Equities	4%
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	Robotics, Technology Equities	6%
ITA iShares U.S. Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	6%
IUSV iShares Core S&P U.S. Value ETF	Large Cap Blend Equities	7.50%
IVV iShares Core S&P 500 ETF	Large Cap Growth Equities	4%
IXJ iShares Global Healthcare ETF	Health & Biotech Equities	3.60%
SHV iShares Short Treasury Bond ETF	Government Bonds	19%
STIP iShares 0-5 Year TIPS Bond ETF	Inflation-Protected Bonds	19%
TSLA Tesla, Inc.	Consumer Cyclical	3%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	6%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Jignesh Sarda 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

Jignesh Sarda Suggested portfolio

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jun 28, 2018, corresponding to the inception date of IRBO

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
Jignesh Sarda Suggested portfolio	5.43%	1.22%	6.37%	9.17%	9.44%	N/A
Portfolio components:
ACWI iShares MSCI ACWI ETF	10.43%	-0.90%	9.24%	15.57%	10.29%	8.42%
IVV iShares Core S&P 500 ETF	14.04%	-1.31%	11.20%	20.77%	14.14%	12.60%
IEUR iShares Core MSCI Europe ETF	6.21%	0.30%	6.81%	10.08%	7.41%	4.68%
VWO Vanguard FTSE Emerging Markets ETF	5.71%	-0.98%	8.19%	6.53%	3.41%	2.43%
IXJ iShares Global Healthcare ETF	10.27%	1.93%	8.45%	11.90%	10.56%	8.95%
IUSV iShares Core S&P U.S. Value ETF	8.53%	3.02%	8.13%	15.30%	11.79%	9.94%
EWJ iShares MSCI Japan ETF	6.46%	0.70%	4.42%	9.31%	6.13%	5.01%
DHR Danaher Corporation	17.00%	6.62%	16.17%	19.90%	16.99%	24.39%
FTV Fortive Corporation	-4.75%	-4.22%	-5.19%	-7.95%	1.73%	N/A
TSLA Tesla, Inc.	-11.36%	12.16%	20.19%	-13.87%	70.90%	30.90%
FFNOX Fidelity Multi-Asset Index Fund	6.56%	0.02%	6.40%	11.32%	9.03%	8.41%
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	-4.38%	-0.32%	-0.24%	-1.47%	6.25%	N/A
STIP iShares 0-5 Year TIPS Bond ETF	2.72%	0.61%	2.56%	5.56%	3.29%	2.10%
SHV iShares Short Treasury Bond ETF	2.87%	0.44%	2.50%	5.31%	2.08%	1.46%
ITA iShares U.S. Aerospace & Defense ETF	10.67%	5.27%	14.81%	21.63%	6.31%	11.45%

Monthly Returns

The table below presents the monthly returns of Jignesh Sarda Suggested 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	-0.85%	2.56%	1.53%	-1.93%	2.39%	0.59%							5.43%
2023	5.66%	-1.12%	2.09%	-0.52%	-0.28%	4.40%	2.24%	-1.76%	-2.73%	-2.19%	6.18%	3.36%	15.86%
2022	-3.22%	-0.82%	0.80%	-5.28%	0.32%	-4.48%	4.89%	-2.83%	-6.06%	3.46%	5.00%	-2.59%	-11.03%
2021	0.80%	1.11%	1.53%	2.24%	0.80%	0.87%	0.43%	1.49%	-1.82%	3.45%	-1.53%	1.79%	11.63%
2020	1.10%	-4.21%	-9.09%	7.79%	3.33%	2.87%	3.59%	6.22%	-2.21%	-1.21%	8.44%	3.61%	20.50%
2019	5.19%	2.46%	0.23%	1.44%	-3.97%	4.56%	0.19%	-0.87%	1.48%	2.25%	1.96%	2.96%	19.04%
2018						0.21%	1.64%	0.72%	0.34%	-4.31%	1.56%	-4.35%	-4.31%

Expense Ratio

Jignesh Sarda Suggested portfolio has an expense ratio of 0.18%, 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.

EWJ

iShares MSCI Japan ETF

IRBO

iShares Robotics and Artificial Intelligence Multisector ETF

IXJ

iShares Global Healthcare ETF

ITA

iShares U.S. Aerospace & Defense ETF

ACWI

iShares MSCI ACWI ETF

SHV

iShares Short Treasury Bond ETF

FFNOX

Fidelity Multi-Asset Index Fund

IEUR

iShares Core MSCI Europe ETF

VWO

Vanguard FTSE Emerging Markets ETF

IUSV

iShares Core S&P U.S. Value ETF

IVV

iShares Core S&P 500 ETF

STIP

iShares 0-5 Year TIPS Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Jignesh Sarda Suggested portfolio is 30, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

Jignesh Sarda Suggested portfolio

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Jignesh Sarda Suggested portfolio

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACWI iShares MSCI ACWI ETF	1.34	1.93	1.23	1.04	4.37
IVV iShares Core S&P 500 ETF	1.73	2.43	1.31	1.72	6.86
IEUR iShares Core MSCI Europe ETF	0.74	1.14	1.13	0.60	2.19
VWO Vanguard FTSE Emerging Markets ETF	0.45	0.74	1.09	0.22	1.22
IXJ iShares Global Healthcare ETF	1.08	1.55	1.19	0.88	3.62
IUSV iShares Core S&P U.S. Value ETF	1.34	1.95	1.23	1.29	4.00
EWJ iShares MSCI Japan ETF	0.73	1.11	1.13	0.53	2.65
DHR Danaher Corporation	0.83	1.39	1.16	0.54	3.00
FTV Fortive Corporation	-0.23	-0.16	0.98	-0.28	-0.53
TSLA Tesla, Inc.	-0.32	-0.13	0.99	-0.26	-0.67
FFNOX Fidelity Multi-Asset Index Fund	1.03	1.48	1.19	0.73	2.96
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	-0.16	-0.09	0.99	-0.07	-0.41
STIP iShares 0-5 Year TIPS Bond ETF	2.43	4.12	1.50	1.99	21.08
SHV iShares Short Treasury Bond ETF	20.49	146.34	73.04	197.03	2,125.74
ITA iShares U.S. Aerospace & Defense ETF	1.67	2.50	1.31	1.84	6.00

Sharpe Ratio

The current Jignesh Sarda Suggested portfolio Sharpe ratio is 1.18. 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 1.23 to 1.94, 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 Jignesh Sarda 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.

Jignesh Sarda Suggested portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Jignesh Sarda Suggested portfolio granted a 2.73% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Jignesh Sarda Suggested portfolio	2.73%	2.66%	2.76%	2.05%	1.32%	2.00%	1.99%	1.37%	2.39%	1.19%	1.17%	0.97%
Portfolio components:
ACWI iShares MSCI ACWI ETF	1.70%	1.88%	1.79%	1.71%	1.43%	2.33%	2.25%	1.94%	2.19%	2.56%	2.26%	1.89%
IVV iShares Core S&P 500 ETF	1.33%	1.44%	1.66%	1.20%	1.57%	1.99%	2.20%	1.75%	2.01%	2.26%	1.82%	1.80%
IEUR iShares Core MSCI Europe ETF	3.07%	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	3.24%	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	1.29%	1.38%	1.17%	1.12%	1.27%	1.42%	2.11%	1.46%	1.73%	2.84%	1.37%	1.50%
IUSV iShares Core S&P U.S. Value ETF	1.89%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	2.18%	2.54%	1.86%	1.95%
EWJ iShares MSCI Japan ETF	2.04%	2.03%	1.23%	2.08%	1.04%	2.03%	1.71%	1.25%	1.95%	1.27%	1.32%	1.11%
DHR Danaher Corporation	0.39%	0.43%	0.38%	0.29%	0.37%	0.50%	0.70%	0.68%	36.54%	0.87%	0.47%	0.13%
FTV Fortive Corporation	0.44%	0.39%	0.44%	0.37%	0.35%	0.37%	0.41%	0.39%	0.26%	0.00%	0.00%	0.00%
TSLA Tesla, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FFNOX Fidelity Multi-Asset Index Fund	4.67%	4.98%	7.14%	5.71%	2.87%	2.51%	2.90%	2.49%	2.50%	2.82%	4.56%	3.75%
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	0.81%	0.88%	0.75%	2.41%	0.53%	0.69%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%
STIP iShares 0-5 Year TIPS Bond ETF	3.10%	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	5.12%	4.73%	1.39%	0.00%	0.74%	2.19%	1.66%	0.72%	0.34%	0.03%	0.00%	0.00%
ITA iShares U.S. Aerospace & Defense ETF	0.88%	0.93%	0.95%	0.82%	1.07%	1.53%	1.13%	0.91%	1.07%	1.03%	1.20%	1.13%

Drawdowns

Drawdowns Chart

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

Jignesh Sarda Suggested portfolio

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Jignesh Sarda 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 Jignesh Sarda Suggested portfolio was 22.68%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Jignesh Sarda Suggested portfolio drawdown is 2.27%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-22.68%	Feb 20, 2020	23	Mar 23, 2020	82	Jul 20, 2020	105
-17.55%	Nov 9, 2021	235	Oct 14, 2022	292	Dec 13, 2023	527
-10.49%	Oct 2, 2018	58	Dec 24, 2018	59	Mar 21, 2019	117
-4.6%	Sep 3, 2020	15	Sep 24, 2020	12	Oct 12, 2020	27
-4.4%	May 6, 2019	19	May 31, 2019	14	Jun 20, 2019	33

Volatility

Volatility Chart

The current Jignesh Sarda Suggested portfolio volatility is 2.40%, 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.

Jignesh Sarda 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.

	SHV	STIP	TSLA	DHR	ITA	FTV	VWO	IXJ	EWJ	IRBO	IEUR	IUSV	IVV	FFNOX	ACWI
SHV	1.00	0.16	-0.09	0.01	-0.04	0.01	-0.01	0.01	0.03	-0.01	-0.02	-0.02	-0.02	-0.00	-0.02
STIP	0.16	1.00	0.08	0.11	0.12	0.12	0.15	0.15	0.17	0.15	0.19	0.16	0.16	0.21	0.18
TSLA	-0.09	0.08	1.00	0.28	0.29	0.30	0.40	0.30	0.33	0.53	0.39	0.35	0.48	0.48	0.48
DHR	0.01	0.11	0.28	1.00	0.33	0.49	0.41	0.67	0.41	0.50	0.47	0.51	0.58	0.57	0.57
ITA	-0.04	0.12	0.29	0.33	1.00	0.58	0.47	0.49	0.55	0.54	0.60	0.75	0.67	0.68	0.67
FTV	0.01	0.12	0.30	0.49	0.58	1.00	0.47	0.54	0.55	0.57	0.62	0.71	0.68	0.69	0.68
VWO	-0.01	0.15	0.40	0.41	0.47	0.47	1.00	0.52	0.65	0.78	0.73	0.61	0.67	0.76	0.80
IXJ	0.01	0.15	0.30	0.67	0.49	0.54	0.52	1.00	0.57	0.57	0.69	0.70	0.74	0.74	0.74
EWJ	0.03	0.17	0.33	0.41	0.55	0.55	0.65	0.57	1.00	0.68	0.72	0.67	0.69	0.77	0.77
IRBO	-0.01	0.15	0.53	0.50	0.54	0.57	0.78	0.57	0.68	1.00	0.73	0.68	0.82	0.86	0.87
IEUR	-0.02	0.19	0.39	0.47	0.60	0.62	0.73	0.69	0.72	0.73	1.00	0.77	0.78	0.88	0.88
IUSV	-0.02	0.16	0.35	0.51	0.75	0.71	0.61	0.70	0.67	0.68	0.77	1.00	0.88	0.88	0.87
IVV	-0.02	0.16	0.48	0.58	0.67	0.68	0.67	0.74	0.69	0.82	0.78	0.88	1.00	0.96	0.96
FFNOX	-0.00	0.21	0.48	0.57	0.68	0.69	0.76	0.74	0.77	0.86	0.88	0.88	0.96	1.00	0.98
ACWI	-0.02	0.18	0.48	0.57	0.67	0.68	0.80	0.74	0.77	0.87	0.88	0.87	0.96	0.98	1.00

The correlation results are calculated based on daily price changes starting from Jun 29, 2018