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 | 7.26% | -2.63% | 22.78% | 22.71% | 11.87% | 10.55% |
Interactive broker | 13.65% | 5.16% | 24.00% | 38.85% | N/A | N/A |
Portfolio components: | ||||||
Alphabet Inc. | 19.14% | 10.27% | 33.52% | 55.15% | 23.58% | 20.41% |
Amazon.com, Inc. | 19.10% | 0.32% | 36.36% | 71.61% | 13.65% | 28.01% |
Nu Holdings Ltd. | 32.17% | -7.71% | 36.26% | 113.37% | N/A | N/A |
Vale S.A. | -17.71% | 2.46% | -0.53% | -3.74% | 9.62% | 5.34% |
Berkshire Hathaway Inc. | 12.42% | -4.65% | 18.83% | 22.04% | 13.13% | 12.12% |
Petróleo Brasileiro S.A. - Petrobras | 11.24% | 16.79% | 21.78% | 89.80% | 25.60% | 12.42% |
Alibaba Group Holding Limited | -1.42% | 5.60% | -6.86% | -8.56% | -16.41% | N/A |
Bank of America Corporation | 12.31% | -0.98% | 48.37% | 32.31% | 7.04% | 11.64% |
Centrais Elétricas Brasileiras S.A. - Eletrobrás | -13.81% | -11.02% | 9.26% | 11.29% | 0.93% | 10.22% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.91% | 2.23% | 4.76% | |||||||||
2023 | -3.06% | -3.07% | 4.75% | 4.08% |
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 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. | 1.91 | 2.49 | 1.35 | 3.82 | 11.61 |
Amazon.com, Inc. | 2.24 | 3.04 | 1.37 | 3.71 | 13.79 |
Nu Holdings Ltd. | 3.30 | 3.87 | 1.49 | 7.05 | 17.79 |
Vale S.A. | -0.11 | 0.07 | 1.01 | -0.13 | -0.28 |
Berkshire Hathaway Inc. | 1.87 | 2.75 | 1.32 | 2.19 | 6.93 |
Petróleo Brasileiro S.A. - Petrobras | 2.82 | 3.31 | 1.45 | 5.31 | 14.21 |
Alibaba Group Holding Limited | -0.24 | -0.11 | 0.99 | -0.25 | -0.41 |
Bank of America Corporation | 1.40 | 2.17 | 1.25 | 1.23 | 4.11 |
Centrais Elétricas Brasileiras S.A. - Eletrobrás | 0.29 | 0.65 | 1.08 | 0.47 | 1.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 9.00%, occurring on Oct 27, 2023. Recovery took 38 trading sessions.
The current Interactive broker drawdown is 1.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-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 |
-5.28% | Apr 17, 2023 | 14 | May 4, 2023 | 5 | May 11, 2023 | 19 |
Volatility
Volatility Chart
The current Interactive broker volatility is 7.14%, 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 | EBR | NU | AMZN | BABA | BRK-B | BAC | VALE | |
---|---|---|---|---|---|---|---|---|---|
PBR | 1.00 | 0.03 | 0.36 | 0.19 | 0.05 | 0.25 | 0.22 | 0.30 | 0.43 |
GOOG | 0.03 | 1.00 | 0.15 | 0.23 | 0.58 | 0.32 | 0.29 | 0.15 | 0.18 |
EBR | 0.36 | 0.15 | 1.00 | 0.31 | 0.17 | 0.22 | 0.17 | 0.25 | 0.35 |
NU | 0.19 | 0.23 | 0.31 | 1.00 | 0.36 | 0.14 | 0.27 | 0.29 | 0.19 |
AMZN | 0.05 | 0.58 | 0.17 | 0.36 | 1.00 | 0.30 | 0.22 | 0.16 | 0.22 |
BABA | 0.25 | 0.32 | 0.22 | 0.14 | 0.30 | 1.00 | 0.25 | 0.28 | 0.44 |
BRK-B | 0.22 | 0.29 | 0.17 | 0.27 | 0.22 | 0.25 | 1.00 | 0.54 | 0.30 |
BAC | 0.30 | 0.15 | 0.25 | 0.29 | 0.16 | 0.28 | 0.54 | 1.00 | 0.43 |
VALE | 0.43 | 0.18 | 0.35 | 0.19 | 0.22 | 0.44 | 0.30 | 0.43 | 1.00 |