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GBIRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 3.7%ACLS 3.7%ACN 3.7%CMG 3.7%COP 3.7%DHI 3.7%DHR 3.7%FANG 3.7%FTNT 3.7%GOOG 3.7%ISRG 3.7%KRE 3.7%LMT 3.7%MCD 3.7%MCO 3.7%MRK 3.7%MSFT 3.7%NFLX 3.7%NVDA 3.7%PANW 3.7%QQQ 3.7%RWL 3.7%SCHD 3.7%UNH 3.7%VRTX 3.7%VTV 3.7%XOM 3.7%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

3.70%

ACLS
Axcelis Technologies, Inc.
Technology

3.70%

ACN
Accenture plc
Technology

3.70%

CMG
Chipotle Mexican Grill, Inc.
Consumer Cyclical

3.70%

COP
ConocoPhillips Company
Energy

3.70%

DHI
D.R. Horton, Inc.
Consumer Cyclical

3.70%

DHR
Danaher Corporation
Healthcare

3.70%

FANG
Diamondback Energy, Inc.
Energy

3.70%

FTNT
Fortinet, Inc.
Technology

3.70%

GOOG
Alphabet Inc.
Communication Services

3.70%

ISRG
Intuitive Surgical, Inc.
Healthcare

3.70%

KRE
SPDR S&P Regional Banking ETF
Financials Equities

3.70%

LMT
Lockheed Martin Corporation
Industrials

3.70%

MCD
McDonald's Corporation
Consumer Cyclical

3.70%

MCO
Moody's Corporation
Financial Services

3.70%

MRK
Merck & Co., Inc.
Healthcare

3.70%

MSFT
Microsoft Corporation
Technology

3.70%

NFLX
Netflix, Inc.
Communication Services

3.70%

NVDA
NVIDIA Corporation
Technology

3.70%

PANW
Palo Alto Networks, Inc.
Technology

3.70%

QQQ

3.70%

RWL

3.70%

SCHD

3.70%

UNH

3.70%

VRTX

3.70%

VTV

3.70%

XOM

3.70%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GBIRA, 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


200.00%300.00%400.00%500.00%600.00%700.00%800.00%FebruaryMarchAprilMayJuneJuly
803.13%
191.46%
GBIRA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Jul 17, 2024, the GBIRA returned 19.65% Year-To-Date and 24.03% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
GBIRA17.81%2.43%14.84%24.96%27.42%23.73%
AAPL
Apple Inc
16.81%4.68%17.40%16.76%35.69%26.82%
ACLS
Axcelis Technologies, Inc.
-1.33%-9.02%-2.80%-27.22%52.97%33.42%
ACN
Accenture plc
-5.07%15.87%-8.79%7.05%12.84%17.22%
CMG
Chipotle Mexican Grill, Inc.
17.05%-21.90%14.67%27.80%29.15%15.07%
COP
ConocoPhillips Company
-0.84%4.52%6.70%4.54%17.62%6.13%
DHI
D.R. Horton, Inc.
14.86%24.71%12.40%39.79%32.47%23.15%
DHR
Danaher Corporation
5.50%-5.32%5.63%12.93%14.66%22.92%
FANG
Diamondback Energy, Inc.
36.07%8.79%39.69%54.84%19.30%11.39%
FTNT
Fortinet, Inc.
-0.09%-1.13%-3.97%-24.74%27.38%28.30%
GOOG
Alphabet Inc.
27.44%1.67%21.37%50.25%26.07%19.78%
ISRG
Intuitive Surgical, Inc.
34.87%4.60%21.39%30.88%20.92%26.50%
KRE
SPDR S&P Regional Banking ETF
8.55%20.08%11.52%23.22%3.98%6.26%
LMT
Lockheed Martin Corporation
6.26%3.24%5.21%7.08%8.76%14.05%
MCD
McDonald's Corporation
-12.17%2.59%-13.35%-11.35%6.20%13.26%
MCO
Moody's Corporation
13.70%5.25%14.79%24.30%18.14%18.41%
MRK
Merck & Co., Inc.
16.79%-1.73%7.09%19.05%13.54%11.86%
MSFT
Microsoft Corporation
16.67%-2.07%10.04%27.00%27.44%27.68%
NFLX
Netflix, Inc.
30.08%-7.63%31.14%44.79%15.01%26.30%
NVDA
NVIDIA Corporation
138.17%-13.02%98.26%159.15%95.17%75.12%
PANW
Palo Alto Networks, Inc.
12.21%4.38%-2.03%36.70%34.96%28.42%
QQQ
16.39%-1.90%13.16%27.01%20.83%18.27%
RWL
11.66%2.37%12.06%17.38%13.84%11.28%
SCHD
8.51%5.58%7.86%12.58%12.46%11.15%
UNH
8.26%17.52%13.19%13.86%18.90%22.62%
VRTX
20.81%5.20%13.00%35.86%23.11%17.57%
VTV
11.81%2.52%12.04%16.04%11.00%10.04%
XOM
18.12%6.12%21.82%16.19%14.77%5.65%

Monthly Returns

The table below presents the monthly returns of GBIRA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.41%3.18%3.54%-3.36%4.07%4.28%17.81%
20238.32%-1.07%5.12%2.66%3.10%7.12%3.13%-1.91%-4.67%-1.62%8.17%5.11%37.77%
2022-4.69%0.87%3.62%-10.15%2.58%-7.51%10.45%-3.41%-7.27%12.26%5.62%-5.82%-6.18%
20210.87%5.09%4.76%6.17%0.76%4.85%2.21%5.04%-2.37%9.21%0.21%5.46%50.68%
20200.62%-8.20%-12.10%18.43%7.45%1.80%5.12%5.61%-4.67%-4.52%13.16%5.99%27.45%
20199.91%5.28%2.67%2.51%-8.00%6.96%1.96%-1.32%1.07%3.28%6.09%4.13%39.03%
20188.10%-1.86%-1.03%2.78%3.28%1.22%2.88%5.47%1.37%-9.01%1.34%-8.95%4.17%
20174.86%3.55%1.94%1.78%4.10%-0.32%3.33%0.90%3.56%4.78%3.03%0.39%36.77%
2016-6.29%-0.82%7.77%0.39%3.37%-1.46%6.77%1.64%2.23%-1.67%4.26%0.97%17.64%
2015-0.98%6.76%-1.17%2.70%3.11%-1.43%4.63%-3.75%-2.46%6.98%2.98%-3.21%14.22%
2014-2.88%5.27%5.01%-2.02%4.82%-0.40%2.24%2.43%0.88%16.03%

Expense Ratio

GBIRA has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for KRE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of GBIRA is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of GBIRA is 7777
GBIRA
The Sharpe Ratio Rank of GBIRA is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of GBIRA is 7979Sortino Ratio Rank
The Omega Ratio Rank of GBIRA is 8181Omega Ratio Rank
The Calmar Ratio Rank of GBIRA is 7878Calmar Ratio Rank
The Martin Ratio Rank of GBIRA is 6969Martin 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.


GBIRA
Sharpe ratio
The chart of Sharpe ratio for GBIRA, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.005.002.06
Sortino ratio
The chart of Sortino ratio for GBIRA, currently valued at 2.93, compared to the broader market-2.000.002.004.006.002.93
Omega ratio
The chart of Omega ratio for GBIRA, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for GBIRA, currently valued at 2.55, compared to the broader market0.002.004.006.008.0010.002.55
Martin ratio
The chart of Martin ratio for GBIRA, currently valued at 7.87, compared to the broader market0.0010.0020.0030.0040.007.87
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.691.141.140.941.86
ACLS
Axcelis Technologies, Inc.
-0.67-0.810.91-0.59-0.89
ACN
Accenture plc
0.220.451.060.170.41
CMG
Chipotle Mexican Grill, Inc.
0.981.391.211.143.61
COP
ConocoPhillips Company
0.310.611.070.380.75
DHI
D.R. Horton, Inc.
1.101.671.221.613.52
DHR
Danaher Corporation
0.561.001.120.362.01
FANG
Diamondback Energy, Inc.
2.453.531.434.4111.44
FTNT
Fortinet, Inc.
-0.65-0.610.89-0.67-1.13
GOOG
Alphabet Inc.
1.692.221.322.2410.27
ISRG
Intuitive Surgical, Inc.
1.061.691.221.032.98
KRE
SPDR S&P Regional Banking ETF
0.801.371.160.472.36
LMT
Lockheed Martin Corporation
0.500.901.120.411.97
MCD
McDonald's Corporation
-0.65-0.820.90-0.61-1.20
MCO
Moody's Corporation
1.221.621.230.993.99
MRK
Merck & Co., Inc.
1.211.911.241.545.30
MSFT
Microsoft Corporation
1.211.681.211.855.57
NFLX
Netflix, Inc.
0.951.601.210.654.98
NVDA
NVIDIA Corporation
3.273.721.467.6121.37
PANW
Palo Alto Networks, Inc.
0.751.141.211.132.43
QQQ
1.522.101.261.747.71
RWL
1.822.591.321.936.33
SCHD
1.171.741.200.993.63
UNH
0.641.061.140.701.87
VRTX
1.602.541.323.117.04
VTV
1.732.491.301.735.45
XOM
0.901.411.160.971.96

Sharpe Ratio

The current GBIRA Sharpe ratio is 2.41. 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 1.62 to 2.47, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of GBIRA 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.06
1.82
GBIRA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

GBIRA granted a 1.28% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
GBIRA1.28%1.36%1.44%1.18%1.52%1.21%1.36%1.16%2.62%1.54%1.39%1.37%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ACLS
Axcelis Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACN
Accenture plc
1.57%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%
CMG
Chipotle Mexican Grill, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COP
ConocoPhillips Company
2.33%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
DHI
D.R. Horton, Inc.
0.66%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.67%
DHR
Danaher Corporation
0.43%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.23%0.80%0.47%0.13%
FANG
Diamondback Energy, Inc.
4.51%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%0.00%
FTNT
Fortinet, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
Alphabet Inc.
0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISRG
Intuitive Surgical, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KRE
SPDR S&P Regional Banking ETF
2.82%2.99%2.51%1.97%2.78%2.21%2.25%1.40%1.40%1.80%1.60%1.37%
LMT
Lockheed Martin Corporation
2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
MCD
McDonald's Corporation
2.54%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
MCO
Moody's Corporation
0.73%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%1.15%
MRK
Merck & Co., Inc.
2.42%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
MSFT
Microsoft Corporation
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NFLX
Netflix, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
PANW
Palo Alto Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
RWL
1.47%1.60%1.62%1.35%1.75%1.87%1.99%1.60%1.71%1.97%1.43%1.61%
SCHD
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
UNH
1.37%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
VRTX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTV
2.39%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
XOM
3.24%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.54%
-2.86%
GBIRA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the GBIRA. 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 GBIRA was 35.80%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.8%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-22.55%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-19.15%Mar 30, 202256Jun 17, 2022152Jan 26, 2023208
-17.23%Dec 2, 201549Feb 11, 201677Jun 2, 2016126
-11.48%Aug 18, 20156Aug 25, 201549Nov 3, 201555

Volatility

Volatility Chart

The current GBIRA volatility is 2.11%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.11%
2.76%
GBIRA
Benchmark (^GSPC)
Portfolio components

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.

MRKFANGLMTCMGCOPVRTXMCDXOMNFLXUNHDHIPANWACLSKRENVDAFTNTDHRAAPLISRGGOOGMCOMSFTACNSCHDVTVQQQRWL
MRK1.000.150.310.150.230.410.340.270.170.390.190.170.140.220.140.220.390.230.310.250.340.290.330.450.470.320.42
FANG0.151.000.230.150.720.170.150.650.160.190.220.180.270.430.210.200.180.220.200.240.220.200.250.450.480.280.49
LMT0.310.231.000.130.290.220.360.330.140.330.240.170.170.310.170.210.290.250.260.240.330.270.360.510.510.300.47
CMG0.150.150.131.000.140.210.310.130.320.200.300.340.260.230.340.370.290.320.360.330.370.380.360.300.320.450.36
COP0.230.720.290.141.000.200.190.760.140.240.220.170.260.440.190.210.210.230.210.250.270.230.280.530.570.290.55
VRTX0.410.170.220.210.201.000.240.190.300.360.250.340.270.220.300.350.370.330.390.360.350.370.330.360.390.470.40
MCD0.340.150.360.310.190.241.000.250.200.320.310.190.200.290.220.250.370.320.330.330.410.380.410.510.490.410.47
XOM0.270.650.330.130.760.190.251.000.130.270.220.140.260.460.190.180.240.250.240.260.280.230.310.590.620.300.59
NFLX0.170.160.140.320.140.300.200.131.000.230.260.380.350.220.460.440.340.440.390.480.400.490.380.320.340.600.39
UNH0.390.190.330.200.240.360.320.270.231.000.250.220.210.320.230.270.390.320.360.330.390.350.390.470.530.380.53
DHI0.190.220.240.300.220.250.310.220.260.251.000.290.360.360.340.330.360.340.370.350.430.350.420.490.490.460.52
PANW0.170.180.170.340.170.340.190.140.380.220.291.000.390.260.450.620.350.420.440.420.410.440.390.330.350.560.40
ACLS0.140.270.170.260.260.270.200.260.350.210.360.391.000.410.540.440.340.440.430.440.400.440.410.460.470.580.50
KRE0.220.430.310.230.440.220.290.460.220.320.360.260.411.000.300.280.330.320.310.330.440.310.430.670.730.430.71
NVDA0.140.210.170.340.190.300.220.190.460.230.340.450.540.301.000.510.390.520.480.520.450.580.470.430.420.720.47
FTNT0.220.200.210.370.210.350.250.180.440.270.330.620.440.280.511.000.430.470.490.480.490.540.500.430.440.640.47
DHR0.390.180.290.290.210.370.370.240.340.390.360.350.340.330.390.431.000.420.520.430.530.500.540.550.560.570.56
AAPL0.230.220.250.320.230.330.320.250.440.320.340.420.440.320.520.470.421.000.500.580.490.620.490.500.500.780.55
ISRG0.310.200.260.360.210.390.330.240.390.360.370.440.430.310.480.490.520.501.000.520.530.570.550.500.520.660.54
GOOG0.250.240.240.330.250.360.330.260.480.330.350.420.440.330.520.480.430.580.521.000.520.690.540.500.510.780.57
MCO0.340.220.330.370.270.350.410.280.400.390.430.410.400.440.450.490.530.490.530.521.000.590.610.600.630.660.64
MSFT0.290.200.270.380.230.370.380.230.490.350.350.440.440.310.580.540.500.620.570.690.591.000.620.550.540.820.58
ACN0.330.250.360.360.280.330.410.310.380.390.420.390.410.430.470.500.540.490.550.540.610.621.000.650.650.670.66
SCHD0.450.450.510.300.530.360.510.590.320.470.490.330.460.670.430.430.550.500.500.500.600.550.651.000.950.660.92
VTV0.470.480.510.320.570.390.490.620.340.530.490.350.470.730.420.440.560.500.520.510.630.540.650.951.000.670.96
QQQ0.320.280.300.450.290.470.410.300.600.380.460.560.580.430.720.640.570.780.660.780.660.820.670.660.671.000.73
RWL0.420.490.470.360.550.400.470.590.390.530.520.400.500.710.470.470.560.550.540.570.640.580.660.920.960.731.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014