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IBKR

Last updated Apr 1, 2023

Expense Ratio

0.07%

Dividend Yield

1.30%

Asset Allocation


IAU 20%VOO 50%AMAT 30%CommodityCommodityEquityEquity

Performance

The chart shows the growth of $10,000 invested in IBKR in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $60,564 for a total return of roughly 505.64%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2023FebruaryMarch
505.64%
272.16%
IBKR
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the IBKR returned 13.19% Year-To-Date and 15.60% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%9.25%10.16%
IBKR5.18%13.19%24.02%-6.07%14.38%15.60%
AMAT
Applied Materials, Inc.
5.75%26.43%46.19%-8.66%18.69%26.75%
IAU
iShares Gold Trust
7.94%8.04%18.56%1.66%8.07%1.90%
VOO
Vanguard S&P 500 ETF
3.71%7.48%13.81%-9.25%11.14%12.26%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current IBKR Sharpe ratio is -0.23. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.23
-0.46
IBKR
Benchmark (^GSPC)
Portfolio components

Dividends

IBKR granted a 1.30% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.30%1.16%0.82%1.11%1.41%1.78%1.23%1.53%1.90%1.62%1.85%2.39%

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-11.30%
-14.33%
IBKR
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the IBKR. 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 IBKR is 31.59%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.59%Dec 28, 2021202Oct 14, 2022
-30.74%Feb 20, 202022Mar 20, 202083Jul 20, 2020105
-25.36%Mar 12, 2018200Dec 24, 2018137Jul 12, 2019337
-20.35%Mar 3, 2015146Sep 28, 2015165May 24, 2016311
-19.71%May 2, 2011108Oct 3, 2011120Mar 26, 2012228
-12.28%Mar 27, 201247Jun 1, 201272Sep 13, 2012119
-11.64%Jan 29, 20189Feb 8, 201820Mar 9, 201829
-9.39%Sep 2, 201430Oct 13, 201429Nov 21, 201459
-9.23%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-8.91%Sep 17, 201243Nov 16, 201241Jan 17, 201384

Volatility Chart

Current IBKR volatility is 37.75%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
15.57%
15.42%
IBKR
Benchmark (^GSPC)
Portfolio components