PortfoliosLab logo

Interactive broker

Last updated May 27, 2023

Asset Allocation


Transactions


DateTypeSymbolQuantityPrice
Mar 28, 2023BuyVale S.A.6$15.23
Mar 28, 2023BuyPetróleo Brasileiro S.A. - Petrobras18$9.00
Mar 28, 2023BuyCentrais Elétricas Brasileiras S.A. - Eletrobrás24$6.58
Mar 27, 2023BuyBank of America Corporation12$28.57
Mar 23, 2023BuyPetróleo Brasileiro S.A. - Petrobras10$8.83
Mar 23, 2023BuyAlibaba Group Holding Limited10$87.83
Mar 20, 2023BuyPetróleo Brasileiro S.A. - Petrobras9$8.84
Mar 20, 2023BuyBerkshire Hathaway Inc.3$300.89
Mar 20, 2023BuyAlibaba Group Holding Limited3$80.96
Mar 6, 2023BuyVale S.A.12$17.17

1–10 of 18

Performance

The chart shows the growth of an initial investment of $10,000 in Interactive broker, 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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%Feb 19Feb 26Mar 05Mar 12Mar 19Mar 26Apr 02Apr 09Apr 16Apr 23Apr 30May 07May 14May 21
18.03%
1.68%
Interactive broker
Benchmark (^GSPC)
Portfolio components

Returns


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%1.68%1.68%1.68%N/AN/A
Interactive broker8.42%18.03%18.03%18.03%N/AN/A
GOOG
Alphabet Inc.
15.90%32.10%32.10%32.10%N/AN/A
AMZN
Amazon.com, Inc.
13.90%20.47%20.47%20.47%N/AN/A
NU
Nu Holdings Ltd.
31.59%35.80%35.80%35.80%N/AN/A
VALE
Vale S.A.
-7.98%-19.15%-19.15%-19.15%N/AN/A
BRK-B
Berkshire Hathaway Inc.
-2.42%3.16%3.16%3.16%N/AN/A
PBR
Petróleo Brasileiro S.A. - Petrobras
12.71%13.94%13.94%13.94%N/AN/A
BABA
Alibaba Group Holding Limited
-4.39%-22.31%-22.31%-22.31%N/AN/A
BAC
Bank of America Corporation
-3.31%-20.01%-20.01%-20.01%N/AN/A
EBR
Centrais Elétricas Brasileiras S.A. - Eletrobrás
6.20%4.19%4.19%4.19%N/AN/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

EBRPBRAMZNGOOGVALENUBABABRK-BBAC
EBR1.000.340.060.060.250.290.110.080.21
PBR0.341.000.000.010.360.230.090.300.37
AMZN0.060.001.000.510.100.280.410.210.24
GOOG0.060.010.511.000.070.210.370.350.27
VALE0.250.360.100.071.000.200.270.310.38
NU0.290.230.280.210.201.000.220.240.31
BABA0.110.090.410.370.270.221.000.240.26
BRK-B0.080.300.210.350.310.240.241.000.70
BAC0.210.370.240.270.380.310.260.701.00

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 chart below displays rolling 12-month Sharpe Ratio.


Chart placeholderNot enough data

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

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.


Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%Feb 19Feb 26Mar 05Mar 12Mar 19Mar 26Apr 02Apr 09Apr 16Apr 23Apr 30May 07May 14May 21
-1.09%
0
Interactive broker
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Interactive broker. 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 Interactive broker is 8.98%, recorded on Feb 24, 2023. It took 14 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.98%Feb 16, 20236Feb 24, 202314Mar 16, 202320
-5.28%Apr 17, 202314May 4, 20235May 11, 202319
-2.76%May 23, 20232May 24, 2023
-2.08%Apr 10, 20233Apr 12, 20231Apr 13, 20234
-1.81%Mar 22, 20234Mar 27, 20232Mar 29, 20236

Volatility Chart

The current Interactive broker volatility is 5.70%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%Mar 19Mar 26Apr 02Apr 09Apr 16Apr 23Apr 30May 07May 14May 21
5.70%
3.82%
Interactive broker
Benchmark (^GSPC)
Portfolio components