Interactive broker
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOG Alphabet Inc. | Communication Services | 51.67% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 15.09% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 12.39% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 5.21% |
NU Nu Holdings Ltd. | Financial Services | 4% |
BAC Bank of America Corporation | Financial Services | 4% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 2.83% |
VALE Vale S.A. | Basic Materials | 2.81% |
EBR Centrais Elétricas Brasileiras S.A. - Eletrobrás | Utilities | 2% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Mar 28, 2023 | Buy | Vale S.A. | 6 | $15.23 |
| Mar 28, 2023 | Buy | Petróleo Brasileiro S.A. - Petrobras | 18 | $9.00 |
| Mar 28, 2023 | Buy | Centrais Elétricas Brasileiras S.A. - Eletrobrás | 24 | $6.58 |
| Mar 27, 2023 | Buy | Bank of America Corporation | 12 | $28.57 |
| Mar 23, 2023 | Buy | Petróleo Brasileiro S.A. - Petrobras | 10 | $8.83 |
| Mar 23, 2023 | Buy | Alibaba Group Holding Limited | 10 | $87.83 |
| Mar 20, 2023 | Buy | Petróleo Brasileiro S.A. - Petrobras | 9 | $8.84 |
| Mar 20, 2023 | Buy | Berkshire Hathaway Inc. | 3 | $300.89 |
| Mar 20, 2023 | Buy | Alibaba Group Holding Limited | 3 | $80.96 |
| Mar 6, 2023 | Buy | Vale S.A. | 12 | $17.17 |
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
Returns
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 1.68% | 1.68% | 1.68% | N/A | N/A |
| Interactive broker | 8.42% | 18.03% | 18.03% | 18.03% | N/A | N/A |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | 15.90% | 32.10% | 32.10% | 32.10% | N/A | N/A |
AMZN Amazon.com, Inc. | 13.90% | 20.47% | 20.47% | 20.47% | N/A | N/A |
NU Nu Holdings Ltd. | 31.59% | 35.80% | 35.80% | 35.80% | N/A | N/A |
VALE Vale S.A. | -7.98% | -19.15% | -19.15% | -19.15% | N/A | N/A |
BRK-B Berkshire Hathaway Inc. | -2.42% | 3.16% | 3.16% | 3.16% | N/A | N/A |
PBR Petróleo Brasileiro S.A. - Petrobras | 12.71% | 13.94% | 13.94% | 13.94% | N/A | N/A |
BABA Alibaba Group Holding Limited | -4.39% | -22.31% | -22.31% | -22.31% | N/A | N/A |
BAC Bank of America Corporation | -3.31% | -20.01% | -20.01% | -20.01% | N/A | N/A |
EBR Centrais Elétricas Brasileiras S.A. - Eletrobrás | 6.20% | 4.19% | 4.19% | 4.19% | N/A | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| EBR | PBR | AMZN | GOOG | VALE | NU | BABA | BRK-B | BAC | |
|---|---|---|---|---|---|---|---|---|---|
| EBR | 1.00 | 0.34 | 0.06 | 0.06 | 0.25 | 0.29 | 0.11 | 0.08 | 0.21 |
| PBR | 0.34 | 1.00 | 0.00 | 0.01 | 0.36 | 0.23 | 0.09 | 0.30 | 0.37 |
| AMZN | 0.06 | 0.00 | 1.00 | 0.51 | 0.10 | 0.28 | 0.41 | 0.21 | 0.24 |
| GOOG | 0.06 | 0.01 | 0.51 | 1.00 | 0.07 | 0.21 | 0.37 | 0.35 | 0.27 |
| VALE | 0.25 | 0.36 | 0.10 | 0.07 | 1.00 | 0.20 | 0.27 | 0.31 | 0.38 |
| NU | 0.29 | 0.23 | 0.28 | 0.21 | 0.20 | 1.00 | 0.22 | 0.24 | 0.31 |
| BABA | 0.11 | 0.09 | 0.41 | 0.37 | 0.27 | 0.22 | 1.00 | 0.24 | 0.26 |
| BRK-B | 0.08 | 0.30 | 0.21 | 0.35 | 0.31 | 0.24 | 0.24 | 1.00 | 0.70 |
| BAC | 0.21 | 0.37 | 0.24 | 0.27 | 0.38 | 0.31 | 0.26 | 0.70 | 1.00 |
Not enough dataExpense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
GOOG Alphabet Inc. | 0.48 | ||||
AMZN Amazon.com, Inc. | 0.28 | ||||
NU Nu Holdings Ltd. | 1.27 | ||||
VALE Vale S.A. | -0.42 | ||||
BRK-B Berkshire Hathaway Inc. | 0.18 | ||||
PBR Petróleo Brasileiro S.A. - Petrobras | 0.50 | ||||
BABA Alibaba Group Holding Limited | -0.03 | ||||
BAC Bank of America Corporation | -0.63 | ||||
EBR Centrais Elétricas Brasileiras S.A. - Eletrobrás | -0.54 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2023 | 6 | Feb 24, 2023 | 14 | Mar 16, 2023 | 20 |
| -5.28% | Apr 17, 2023 | 14 | May 4, 2023 | 5 | May 11, 2023 | 19 |
| -2.76% | May 23, 2023 | 2 | May 24, 2023 | — | — | — |
| -2.08% | Apr 10, 2023 | 3 | Apr 12, 2023 | 1 | Apr 13, 2023 | 4 |
| -1.81% | Mar 22, 2023 | 4 | Mar 27, 2023 | 2 | Mar 29, 2023 | 6 |
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.