Interactive broker
Asset Allocation
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
Performance Chart
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 By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
Interactive broker | 19.61% | 2.03% | 9.66% | 25.45% | N/A | N/A |
Portfolio components: | ||||||
Alphabet Inc. | 17.40% | 0.25% | 4.75% | 21.00% | 21.62% | 20.26% |
Amazon.com, Inc. | 24.38% | -1.36% | 6.64% | 50.99% | 16.58% | 28.26% |
Nu Holdings Ltd. | 73.47% | -1.23% | 36.19% | 76.87% | N/A | N/A |
Vale S.A. | -27.37% | 2.21% | -9.65% | -4.36% | 9.17% | 6.35% |
Berkshire Hathaway Inc. | 30.32% | 2.08% | 13.70% | 38.39% | 17.39% | 12.86% |
Petróleo Brasileiro S.A. - Petrobras | 0.15% | -1.67% | -5.59% | 2.20% | 23.37% | 12.38% |
Alibaba Group Holding Limited | 33.28% | 16.02% | 46.16% | 30.95% | -9.16% | 1.42% |
Bank of America Corporation | 28.18% | 5.09% | 13.58% | 65.34% | 9.58% | 12.12% |
Centrais Elétricas Brasileiras S.A. - Eletrobrás | -21.60% | -7.85% | -7.93% | -0.03% | -3.11% | 12.08% |
Monthly Returns
The table below presents the monthly returns of Interactive broker, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.91% | 2.23% | 4.76% | 3.25% | 4.31% | 2.14% | -1.65% | 0.86% | 2.03% | 19.61% | |||
2023 | -5.69% | 15.84% | 0.21% | 6.81% | 3.13% | 9.41% | -1.05% | -3.06% | -3.07% | 4.75% | 4.08% | 33.76% |
Expense Ratio
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 Interactive broker is 11, indicating that it is in the bottom 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
---|---|---|---|---|---|
Alphabet Inc. | 0.68 | 1.03 | 1.15 | 0.84 | 2.21 |
Amazon.com, Inc. | 1.72 | 2.36 | 1.31 | 2.44 | 8.19 |
Nu Holdings Ltd. | 2.37 | 3.01 | 1.37 | 4.14 | 14.26 |
Vale S.A. | -0.29 | -0.25 | 0.97 | -0.24 | -0.39 |
Berkshire Hathaway Inc. | 2.73 | 3.60 | 1.47 | 3.47 | 13.74 |
Petróleo Brasileiro S.A. - Petrobras | 0.01 | 0.22 | 1.03 | 0.01 | 0.03 |
Alibaba Group Holding Limited | 0.70 | 1.24 | 1.15 | 0.77 | 2.17 |
Bank of America Corporation | 2.49 | 3.52 | 1.43 | 2.14 | 10.83 |
Centrais Elétricas Brasileiras S.A. - Eletrobrás | 0.04 | 0.27 | 1.03 | 0.04 | 0.08 |
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 Interactive broker. 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 Interactive broker was 12.45%, occurring on Aug 5, 2024. The portfolio has not yet recovered.
The current Interactive broker drawdown is 4.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-12.45% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-9% | Sep 15, 2023 | 31 | Oct 27, 2023 | 38 | Dec 21, 2023 | 69 |
-7.25% | Feb 16, 2023 | 6 | Feb 24, 2023 | 14 | Mar 16, 2023 | 20 |
-5.73% | Jan 30, 2024 | 25 | Mar 5, 2024 | 11 | Mar 20, 2024 | 36 |
-5.59% | Aug 1, 2023 | 14 | Aug 18, 2023 | 18 | Sep 14, 2023 | 32 |
Volatility
Volatility Chart
The current Interactive broker volatility is 3.66%, 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
PBR | GOOG | AMZN | BRK-B | NU | BABA | EBR | BAC | VALE | |
---|---|---|---|---|---|---|---|---|---|
PBR | 1.00 | 0.05 | 0.08 | 0.18 | 0.23 | 0.22 | 0.36 | 0.26 | 0.42 |
GOOG | 0.05 | 1.00 | 0.56 | 0.25 | 0.27 | 0.29 | 0.20 | 0.15 | 0.21 |
AMZN | 0.08 | 0.56 | 1.00 | 0.18 | 0.39 | 0.29 | 0.19 | 0.15 | 0.22 |
BRK-B | 0.18 | 0.25 | 0.18 | 1.00 | 0.25 | 0.24 | 0.19 | 0.55 | 0.25 |
NU | 0.23 | 0.27 | 0.39 | 0.25 | 1.00 | 0.13 | 0.33 | 0.27 | 0.22 |
BABA | 0.22 | 0.29 | 0.29 | 0.24 | 0.13 | 1.00 | 0.24 | 0.25 | 0.44 |
EBR | 0.36 | 0.20 | 0.19 | 0.19 | 0.33 | 0.24 | 1.00 | 0.22 | 0.39 |
BAC | 0.26 | 0.15 | 0.15 | 0.55 | 0.27 | 0.25 | 0.22 | 1.00 | 0.35 |
VALE | 0.42 | 0.21 | 0.22 | 0.25 | 0.22 | 0.44 | 0.39 | 0.35 | 1.00 |