Interactive broker
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOG Alphabet Inc. | Communication Services | 53.31% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 15.50% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 8.84% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 5.65% |
NU Nu Holdings Ltd. | Financial Services | 5.29% |
BAC Bank of America Corporation | Financial Services | 4.06% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 3.58% |
VALE Vale S.A. | Basic Materials | 2.05% |
EBR Centrais Elétricas Brasileiras S.A. - Eletrobrás | Utilities | 1.72% |
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) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 5.90% | -1.28% | 15.51% | 21.68% | 11.74% | 10.50% |
| Interactive broker | 6.97% | 3.70% | 8.93% | 28.59% | N/A | N/A |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | 10.69% | 9.73% | 10.65% | 46.59% | 20.41% | 19.33% |
AMZN Amazon.com, Inc. | 20.65% | 5.10% | 39.44% | 78.43% | 14.57% | 27.48% |
NU Nu Holdings Ltd. | 30.13% | -6.63% | 37.56% | 138.24% | N/A | N/A |
VALE Vale S.A. | -23.11% | -2.42% | -6.64% | -17.34% | 6.57% | 4.22% |
BRK-B Berkshire Hathaway Inc. | 11.29% | -2.75% | 14.92% | 22.59% | 13.63% | 12.08% |
PBR Petróleo Brasileiro S.A. - Petrobras | -2.00% | 7.63% | 0.31% | 63.21% | 21.37% | 11.47% |
BABA Alibaba Group Holding Limited | -10.19% | -5.19% | -15.93% | -26.83% | -17.76% | N/A |
BAC Bank of America Corporation | 3.73% | -2.06% | 27.46% | 17.81% | 5.52% | 10.11% |
EBR Centrais Elétricas Brasileiras S.A. - Eletrobrás | -15.08% | -14.78% | 5.17% | 7.72% | 0.94% | 10.31% |
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 | |
|---|---|---|---|---|---|
GOOG Alphabet Inc. | 1.57 | 2.04 | 1.29 | 2.95 | 9.00 |
AMZN Amazon.com, Inc. | 2.69 | 3.52 | 1.44 | 4.52 | 16.97 |
NU Nu Holdings Ltd. | 3.65 | 4.17 | 1.53 | 7.92 | 21.26 |
VALE Vale S.A. | -0.61 | -0.76 | 0.92 | -0.74 | -1.42 |
BRK-B Berkshire Hathaway Inc. | 1.96 | 2.86 | 1.33 | 2.31 | 7.51 |
PBR Petróleo Brasileiro S.A. - Petrobras | 1.90 | 2.44 | 1.32 | 3.57 | 9.58 |
BABA Alibaba Group Holding Limited | -0.72 | -0.91 | 0.90 | -0.75 | -1.27 |
BAC Bank of America Corporation | 0.87 | 1.45 | 1.17 | 0.77 | 2.43 |
EBR Centrais Elétricas Brasileiras S.A. - Eletrobrás | 0.10 | 0.39 | 1.04 | 0.18 | 0.40 |
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 3.54%.
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 4.77%, 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 | 0.04 | 0.25 | 0.21 | 0.31 | 0.43 |
| GOOG | 0.03 | 1.00 | 0.15 | 0.23 | 0.59 | 0.33 | 0.30 | 0.15 | 0.18 |
| EBR | 0.36 | 0.15 | 1.00 | 0.31 | 0.17 | 0.22 | 0.17 | 0.26 | 0.35 |
| NU | 0.19 | 0.23 | 0.31 | 1.00 | 0.35 | 0.14 | 0.28 | 0.30 | 0.20 |
| AMZN | 0.04 | 0.59 | 0.17 | 0.35 | 1.00 | 0.31 | 0.24 | 0.17 | 0.22 |
| BABA | 0.25 | 0.33 | 0.22 | 0.14 | 0.31 | 1.00 | 0.26 | 0.29 | 0.44 |
| BRK-B | 0.21 | 0.30 | 0.17 | 0.28 | 0.24 | 0.26 | 1.00 | 0.53 | 0.31 |
| BAC | 0.31 | 0.15 | 0.26 | 0.30 | 0.17 | 0.29 | 0.53 | 1.00 | 0.43 |
| VALE | 0.43 | 0.18 | 0.35 | 0.20 | 0.22 | 0.44 | 0.31 | 0.43 | 1.00 |