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Jignesh Sarda Suggested portfolio

Last updated Mar 2, 2024

Asset Allocation


STIP 19%SHV 19%IUSV 7.5%ACWI 7%VWO 6%EWJ 6%IRBO 6%ITA 6%IVV 4%IEUR 4%IXJ 3.6%DHR 3%TSLA 3%FFNOX 5.4%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
STIP
iShares 0-5 Year TIPS Bond ETF
Inflation-Protected Bonds

19%

SHV
iShares Short Treasury Bond ETF
Government Bonds

19%

IUSV
iShares Core S&P U.S. Value ETF
Large Cap Blend Equities

7.50%

ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities

7%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

6%

EWJ
iShares MSCI Japan ETF
Japan Equities

6%

IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
Robotics, Technology Equities

6%

ITA
iShares U.S. Aerospace & Defense ETF
Industrials Equities, Aerospace & Defense

6%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

4%

IEUR
iShares Core MSCI Europe ETF
Europe Equities

4%

IXJ
iShares Global Healthcare ETF
Health & Biotech Equities

3.60%

DHR
Danaher Corporation
Healthcare

3%

TSLA
Tesla, Inc.
Consumer Cyclical

3%

FTV
Fortive Corporation
Technology

0.50%

FFNOX
Fidelity Multi-Asset Index Fund
Diversified Portfolio

5.40%

S&P 500

Performance

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


40.00%50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
61.45%
89.12%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Jignesh Sarda Suggested portfolio2.33%2.65%6.76%11.91%9.47%N/A
ACWI
iShares MSCI ACWI ETF
5.81%3.80%12.33%21.70%10.73%8.61%
IVV
iShares Core S&P 500 ETF
7.91%3.76%14.59%28.95%14.90%12.67%
IEUR
iShares Core MSCI Europe ETF
2.16%3.12%9.75%11.22%7.38%N/A
VWO
Vanguard FTSE Emerging Markets ETF
1.14%4.90%4.49%5.87%2.83%3.65%
IXJ
iShares Global Healthcare ETF
6.07%3.15%8.39%14.06%10.09%8.82%
IUSV
iShares Core S&P U.S. Value ETF
3.39%2.59%11.60%18.73%12.35%10.16%
EWJ
iShares MSCI Japan ETF
9.65%5.74%14.95%25.14%7.11%5.90%
DHR
Danaher Corporation
10.60%3.87%8.94%14.58%18.74%18.13%
FTV
Fortive Corporation
16.42%3.25%8.61%26.18%4.92%N/A
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.70%28.18%
FFNOX
Fidelity Multi-Asset Index Fund
4.34%3.39%10.77%17.61%9.47%8.38%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
-0.06%4.61%6.82%13.34%8.02%N/A
STIP
iShares 0-5 Year TIPS Bond ETF
0.51%0.53%2.90%4.34%3.36%1.96%
SHV
iShares Short Treasury Bond ETF
0.82%0.38%2.65%5.18%1.88%1.26%
ITA
iShares U.S. Aerospace & Defense ETF
1.02%3.45%10.44%9.73%5.76%9.86%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.85%2.56%
2023-1.76%-2.73%-2.19%6.23%3.31%

Sharpe Ratio

The current Jignesh Sarda Suggested portfolio Sharpe ratio is 1.68. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.68

The Sharpe ratio of Jignesh Sarda Suggested portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.68
2.44
Jignesh Sarda Suggested portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Jignesh Sarda Suggested portfolio granted a 2.56% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Jignesh Sarda Suggested portfolio2.56%2.56%2.76%2.05%1.32%2.00%1.99%1.37%1.31%1.18%1.17%0.97%
ACWI
iShares MSCI ACWI ETF
1.78%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
1.34%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
3.10%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
3.48%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
1.30%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
1.70%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
1.86%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%0.26%0.32%0.44%0.62%0.60%0.63%0.58%0.47%0.13%
FTV
Fortive Corporation
0.35%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
3.05%3.18%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
0.88%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
2.82%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
4.97%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
0.92%0.93%0.95%0.82%1.07%1.53%1.13%0.91%1.07%1.03%1.20%1.13%

Expense Ratio

The Jignesh Sarda Suggested portfolio features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.42%
0.50%1.00%1.50%2.00%0.32%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.11%
0.50%1.00%1.50%2.00%0.09%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.06%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Jignesh Sarda Suggested portfolio
1.68
ACWI
iShares MSCI ACWI ETF
2.01
IVV
iShares Core S&P 500 ETF
2.60
IEUR
iShares Core MSCI Europe ETF
0.89
VWO
Vanguard FTSE Emerging Markets ETF
0.50
IXJ
iShares Global Healthcare ETF
1.48
IUSV
iShares Core S&P U.S. Value ETF
1.71
EWJ
iShares MSCI Japan ETF
1.92
DHR
Danaher Corporation
0.77
FTV
Fortive Corporation
1.29
TSLA
Tesla, Inc.
-0.00
FFNOX
Fidelity Multi-Asset Index Fund
1.88
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.81
STIP
iShares 0-5 Year TIPS Bond ETF
1.64
SHV
iShares Short Treasury Bond ETF
15.43
ITA
iShares U.S. Aerospace & Defense ETF
0.78

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SHVSTIPTSLADHRITAFTVVWOIXJEWJIRBOIEURIUSVIVVFFNOXACWI
SHV1.000.16-0.090.01-0.04-0.00-0.010.010.03-0.01-0.02-0.02-0.02-0.00-0.02
STIP0.161.000.080.110.110.110.140.140.160.140.180.150.150.200.17
TSLA-0.090.081.000.310.300.300.410.320.330.530.400.360.490.490.49
DHR0.010.110.311.000.330.490.420.680.420.510.480.510.600.580.58
ITA-0.040.110.300.331.000.580.480.500.560.550.610.760.680.690.68
FTV-0.000.110.300.490.581.000.480.550.550.570.620.710.690.690.69
VWO-0.010.140.410.420.480.481.000.530.660.780.740.620.680.760.80
IXJ0.010.140.320.680.500.550.531.000.590.580.700.700.750.750.75
EWJ0.030.160.330.420.560.550.660.591.000.680.730.680.700.770.78
IRBO-0.010.140.530.510.550.570.780.580.681.000.730.690.820.860.87
IEUR-0.020.180.400.480.610.620.740.700.730.731.000.780.790.880.88
IUSV-0.020.150.360.510.760.710.620.700.680.690.781.000.890.890.88
IVV-0.020.150.490.600.680.690.680.750.700.820.790.891.000.960.96
FFNOX-0.000.200.490.580.690.690.760.750.770.860.880.890.961.000.98
ACWI-0.020.170.490.580.680.690.800.750.780.870.880.880.960.981.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.68%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-17.55%Nov 9, 2021235Oct 14, 2022292Dec 13, 2023527
-10.49%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-4.6%Sep 3, 202015Sep 24, 202012Oct 12, 202027
-4.4%May 6, 201919May 31, 201914Jun 20, 201933

Volatility Chart

The current Jignesh Sarda Suggested portfolio volatility is 1.98%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.98%
3.47%
Jignesh Sarda Suggested portfolio
Benchmark (^GSPC)
Portfolio components
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