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Interactive broker
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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

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.


20.00%30.00%40.00%50.00%60.00%70.00%80.00%90.00%December2025FebruaryMarchAprilMay
64.88%
36.94%
Interactive broker
Benchmark (^GSPC)
Portfolio components

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Interactive broker-2.98%9.97%-4.59%4.23%N/AN/A
GOOG
Alphabet Inc
-18.12%6.26%-14.36%-8.57%17.71%19.36%
AMZN
Amazon.com, Inc.
-12.45%12.55%-8.56%2.17%10.09%24.46%
NU
Nu Holdings Ltd.
23.55%28.39%-15.90%6.67%N/AN/A
VALE
Vale S.A.
8.98%12.59%-13.00%-19.41%12.69%8.75%
BRK-B
Berkshire Hathaway Inc.
13.23%4.18%11.54%26.30%23.84%13.42%
PBR
Petróleo Brasileiro S.A. - Petrobras
-7.39%3.92%-4.85%-20.93%40.00%14.82%
BABA
Alibaba Group Holding Limited
48.35%26.59%25.61%61.69%-8.59%4.02%
BAC
Bank of America Corporation
-4.75%18.76%-5.97%13.04%14.90%12.07%
EBR
Centrais Elétricas Brasileiras S.A. - Eletrobrás
36.51%14.83%25.49%2.25%18.71%13.79%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.65%-5.67%-4.28%-0.19%-0.93%-2.98%
20240.89%2.22%4.78%3.35%4.49%2.39%-1.61%1.03%2.07%0.66%-0.91%3.40%25.03%
2023-5.69%15.95%0.76%6.79%3.48%9.33%-0.76%-3.02%-3.03%5.05%4.16%35.92%

Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Interactive broker is 12, meaning it’s performing worse than 88% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Interactive broker is 1212
Overall Rank
The Sharpe Ratio Rank of Interactive broker is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of Interactive broker is 1111
Sortino Ratio Rank
The Omega Ratio Rank of Interactive broker is 1111
Omega Ratio Rank
The Calmar Ratio Rank of Interactive broker is 1515
Calmar Ratio Rank
The Martin Ratio Rank of Interactive broker is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOG
Alphabet Inc
-0.28-0.150.98-0.27-0.59
AMZN
Amazon.com, Inc.
0.070.311.040.060.16
NU
Nu Holdings Ltd.
0.140.511.070.170.35
VALE
Vale S.A.
-0.65-0.820.90-0.47-1.03
BRK-B
Berkshire Hathaway Inc.
1.341.891.283.047.70
PBR
Petróleo Brasileiro S.A. - Petrobras
-0.68-0.680.91-0.72-1.38
BABA
Alibaba Group Holding Limited
1.351.831.231.703.40
BAC
Bank of America Corporation
0.460.801.120.481.44
EBR
Centrais Elétricas Brasileiras S.A. - Eletrobrás
0.070.371.050.090.24

The current Interactive broker Sharpe ratio is 0.19. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Interactive broker with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.19
0.48
Interactive broker
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Interactive broker provided a 1.24% dividend yield over the last twelve months.


TTM20242023
Portfolio1.24%1.41%1.56%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$16.83$13.38$0.00$30.21
2024$0.00$2.88$9.79$16.13$26.83$32.56$0.00$20.94$10.12$0.00$0.00$51.96$171.22
2023$0.00$4.25$43.22$1.06$30.87$0.00$27.62$0.00$0.00$31.60$13.00$151.60

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.60%
-7.82%
Interactive broker
Benchmark (^GSPC)
Portfolio components

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 19.62%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Interactive broker drawdown is 11.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.62%Feb 5, 202544Apr 8, 2025
-12.15%Jul 11, 202418Aug 5, 202466Nov 6, 202484
-8.9%Sep 15, 202331Oct 27, 202338Dec 21, 202369
-7.25%Feb 16, 20236Feb 24, 202314Mar 16, 202320
-6.03%Nov 8, 202411Nov 22, 202412Dec 11, 202423

Volatility

Volatility Chart

The current Interactive broker volatility is 11.22%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.22%
11.21%
Interactive broker
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 3.48, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCPBREBRBRK-BBABANUBACVALEAMZNGOOGPortfolio
^GSPC1.000.220.290.490.350.460.520.370.650.600.70
PBR0.221.000.400.180.220.230.260.450.100.090.28
EBR0.290.401.000.210.250.310.240.420.200.210.37
BRK-B0.490.180.211.000.210.250.560.260.180.220.38
BABA0.350.220.250.211.000.180.200.460.260.280.54
NU0.460.230.310.250.181.000.310.220.400.320.45
BAC0.520.260.240.560.200.311.000.310.220.200.35
VALE0.370.450.420.260.460.220.311.000.200.220.44
AMZN0.650.100.200.180.260.400.220.201.000.610.62
GOOG0.600.090.210.220.280.320.200.220.611.000.89
Portfolio0.700.280.370.380.540.450.350.440.620.891.00
The correlation results are calculated based on daily price changes starting from Feb 15, 2023