IBKR
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMAT Applied Materials, Inc. | Technology | 30% |
IAU iShares Gold Trust | Precious Metals, Gold | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 11, 2025, the IBKR returned 2.36% Year-To-Date and 16.92% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.31% | 8.23% | -3.18% | 11.14% | 15.18% | 10.62% |
| IBKR | 2.36% | 5.64% | -3.36% | 4.49% | 20.23% | 16.86% |
| Portfolio components: | ||||||
AMAT Applied Materials, Inc. | -4.10% | 7.36% | -18.59% | -25.18% | 25.61% | 24.49% |
IAU iShares Gold Trust | 26.78% | 2.97% | 23.81% | 40.49% | 14.09% | 10.30% |
VOO Vanguard S&P 500 ETF | -3.41% | 5.73% | -5.06% | 9.79% | 16.35% | 12.31% |
Monthly Returns
The table below presents the monthly returns of IBKR, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.97% | -4.03% | -3.15% | 1.84% | 2.04% | 2.36% | |||||||
| 2024 | 0.94% | 9.59% | 3.97% | -2.48% | 5.30% | 4.64% | -1.41% | -0.23% | 2.84% | -2.63% | 1.39% | -3.37% | 19.27% |
| 2023 | 8.65% | -0.87% | 5.20% | -1.41% | 5.07% | 5.48% | 3.55% | -0.75% | -6.17% | -0.94% | 8.97% | 5.01% | 35.34% |
| 2022 | -6.60% | -0.97% | 1.63% | -9.65% | 1.21% | -10.96% | 9.04% | -6.12% | -9.15% | 6.01% | 11.76% | -5.97% | -20.72% |
| 2021 | 2.42% | 7.45% | 6.40% | 3.12% | 3.13% | 0.57% | 1.21% | 0.53% | -4.36% | 5.65% | 1.88% | 5.10% | 37.85% |
| 2020 | -0.59% | -4.06% | -12.34% | 10.32% | 6.90% | 3.77% | 7.06% | 2.16% | -3.78% | -1.50% | 16.37% | 4.68% | 29.19% |
| 2019 | 10.36% | 1.05% | 1.71% | 5.25% | -6.57% | 9.94% | 3.74% | -0.05% | 1.51% | 4.24% | 3.37% | 3.91% | 44.51% |
| 2018 | 4.92% | -0.02% | -2.20% | -3.24% | 1.74% | -2.79% | 2.91% | -2.23% | -2.64% | -7.48% | 4.91% | -6.90% | -13.11% |
| 2017 | 3.79% | 4.40% | 2.30% | 2.17% | 4.74% | -3.41% | 3.67% | 1.59% | 5.04% | 3.54% | -0.46% | 0.12% | 30.81% |
| 2016 | -3.00% | 4.54% | 6.64% | 0.18% | 5.36% | 1.20% | 5.16% | 3.80% | 0.43% | -2.55% | 3.55% | 0.80% | 28.82% |
| 2015 | -2.21% | 4.34% | -4.19% | -3.19% | 1.38% | -2.55% | -3.15% | -4.42% | -4.01% | 8.94% | 2.93% | -1.06% | -7.83% |
| 2014 | -2.56% | 7.54% | 2.13% | -1.54% | 2.43% | 5.72% | -3.53% | 5.20% | -3.84% | 1.27% | 4.13% | 1.24% | 18.87% |
Expense Ratio
IBKR has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IBKR is 15, meaning it’s performing worse than 85% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | -0.50 | -0.47 | 0.94 | -0.49 | -0.85 |
IAU iShares Gold Trust | 2.41 | 3.33 | 1.43 | 5.34 | 14.29 |
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
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Dividends
Dividend yield
IBKR provided a 0.98% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.98% | 0.90% | 0.95% | 1.16% | 0.80% | 1.07% | 1.35% | 1.67% | 1.13% | 1.38% | 1.69% | 1.41% |
| Portfolio components: | ||||||||||||
AMAT Applied Materials, Inc. | 1.03% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the IBKR. 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 IBKR was 31.59%, occurring on Oct 14, 2022. Recovery took 196 trading sessions.
The current IBKR drawdown is 5.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.59% | Dec 28, 2021 | 202 | Oct 14, 2022 | 196 | Jul 28, 2023 | 398 |
| -30.74% | Feb 20, 2020 | 22 | Mar 20, 2020 | 83 | Jul 20, 2020 | 105 |
| -25.36% | Mar 12, 2018 | 200 | Dec 24, 2018 | 137 | Jul 12, 2019 | 337 |
| -20.35% | Mar 3, 2015 | 146 | Sep 28, 2015 | 165 | May 24, 2016 | 311 |
| -19.71% | May 2, 2011 | 108 | Oct 3, 2011 | 120 | Mar 26, 2012 | 228 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.63, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | IAU | AMAT | VOO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.04 | 0.67 | 1.00 | 0.84 |
| IAU | 0.04 | 1.00 | 0.03 | 0.04 | 0.20 |
| AMAT | 0.67 | 0.03 | 1.00 | 0.66 | 0.92 |
| VOO | 1.00 | 0.04 | 0.66 | 1.00 | 0.84 |
| Portfolio | 0.84 | 0.20 | 0.92 | 0.84 | 1.00 |