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
The chart shows the growth of an initial investment of $10,000 in IBKR, 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 every 3 months.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Feb 4, 2025, the IBKR returned 5.47% Year-To-Date and 16.75% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| IBKR | 6.87% | 3.64% | 4.03% | 11.97% | 19.65% | 18.02% |
| Portfolio components: | ||||||
AMAT Applied Materials, Inc. | 9.80% | 5.00% | -2.18% | 5.18% | 24.35% | 23.74% |
IAU iShares Gold Trust | 7.39% | 6.79% | 17.89% | 38.83% | 12.22% | 8.34% |
VOO Vanguard S&P 500 ETF | 2.02% | 0.97% | 15.26% | 23.05% | 14.18% | 13.34% |
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 | 7.75% | 6.87% | |||||||||||
| 2024 | 1.35% | 16.47% | 2.77% | -3.55% | 7.24% | 7.66% | -6.55% | -3.83% | 2.45% | -6.72% | -0.40% | -5.08% | 9.66% |
| 2023 | 10.98% | 1.47% | 5.14% | -4.31% | 10.87% | 7.36% | 4.26% | 0.06% | -7.73% | -3.22% | 11.55% | 6.76% | 49.60% |
| 2022 | -9.59% | -2.47% | 0.22% | -13.09% | 3.80% | -16.54% | 12.70% | -8.07% | -10.99% | 7.42% | 16.08% | -8.56% | -30.04% |
| 2021 | 6.04% | 13.77% | 9.64% | 1.38% | 3.21% | 2.42% | -0.24% | -1.10% | -4.65% | 6.28% | 4.60% | 6.02% | 57.16% |
| 2020 | -2.27% | -3.39% | -16.09% | 10.24% | 8.73% | 4.75% | 6.51% | 0.92% | -3.66% | -1.36% | 23.78% | 4.41% | 31.32% |
| 2019 | 12.23% | 0.96% | 2.33% | 6.77% | -8.27% | 10.97% | 5.19% | -1.35% | 2.52% | 5.31% | 4.87% | 4.24% | 54.33% |
| 2018 | 5.10% | 2.09% | -2.81% | -5.56% | 2.29% | -4.43% | 4.02% | -4.03% | -4.30% | -9.68% | 6.58% | -9.34% | -19.72% |
| 2017 | 3.95% | 4.79% | 3.38% | 2.66% | 6.92% | -4.90% | 4.56% | 1.42% | 8.27% | 5.28% | -2.18% | -0.95% | 37.70% |
| 2016 | -4.13% | 3.47% | 7.82% | -0.47% | 7.07% | 0.30% | 5.75% | 5.12% | 0.52% | -2.64% | 5.70% | 0.95% | 32.73% |
| 2015 | -3.91% | 6.05% | -4.86% | -3.96% | 1.51% | -2.76% | -2.65% | -5.36% | -4.27% | 9.41% | 3.33% | -1.23% | -9.49% |
| 2014 | -3.16% | 7.64% | 2.69% | -1.94% | 3.08% | 5.93% | -3.73% | 5.98% | -3.79% | 1.77% | 4.84% | 1.35% | 21.66% |
Expense Ratio
IBKR has an expense ratio of 0.06%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IBKR is 29, indicating average performance compared to other portfolios on our website. Here’s 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. | 0.18 | 0.54 | 1.07 | 0.21 | 0.38 |
IAU iShares Gold Trust | 2.43 | 3.14 | 1.42 | 4.52 | 12.34 |
VOO Vanguard S&P 500 ETF | 1.87 | 2.52 | 1.34 | 2.82 | 11.81 |
Dividends
Dividend yield
IBKR provided a 0.87% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.87% | 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. | 0.85% | 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 | 1.22% | 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.
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 43.41%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.
The current IBKR drawdown is 3.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.41% | Jan 18, 2022 | 188 | Oct 14, 2022 | 293 | Dec 14, 2023 | 481 |
| -36.58% | Feb 20, 2020 | 22 | Mar 20, 2020 | 98 | Aug 10, 2020 | 120 |
| -34.42% | Mar 12, 2018 | 200 | Dec 24, 2018 | 210 | Oct 24, 2019 | 410 |
| -24.23% | Jul 11, 2024 | 114 | Dec 19, 2024 | — | — | — |
| -22.67% | Mar 3, 2015 | 146 | Sep 28, 2015 | 168 | May 27, 2016 | 314 |
Volatility
Volatility Chart
The current IBKR volatility is 8.68%, 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.
Diversification
Asset Correlations Table
| IAU | AMAT | VOO | |
|---|---|---|---|
| IAU | 1.00 | 0.02 | 0.04 |
| AMAT | 0.02 | 1.00 | 0.66 |
| VOO | 0.04 | 0.66 | 1.00 |