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GBIRA

Last updated Sep 21, 2023

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.
Technology3.7%
ACLS
Axcelis Technologies, Inc.
Technology3.7%
ACN
Accenture plc
Technology3.7%
CMG
Chipotle Mexican Grill, Inc.
Consumer Cyclical3.7%
COP
ConocoPhillips Company
Energy3.7%
DHI
D.R. Horton, Inc.
Consumer Cyclical3.7%
DHR
Danaher Corporation
Healthcare3.7%
FANG
Diamondback Energy, Inc.
Energy3.7%
FTNT
Fortinet, Inc.
Technology3.7%
GOOG
Alphabet Inc.
Communication Services3.7%
ISRG
Intuitive Surgical, Inc.
Healthcare3.7%
KRE
SPDR S&P Regional Banking ETF
Financials Equities3.7%
LMT
Lockheed Martin Corporation
Industrials3.7%
MCD
McDonald's Corporation
Consumer Cyclical3.7%
MCO
Moody's Corporation
Financial Services3.7%
MRK
Merck & Co., Inc.
Healthcare3.7%
MSFT
Microsoft Corporation
Technology3.7%
NFLX
Netflix, Inc.
Communication Services3.7%
NVDA
NVIDIA Corporation
Technology3.7%
PANW
Palo Alto Networks, Inc.
Technology3.7%
QQQ
3.7%
RWL
3.7%
SCHD
3.7%
UNH
3.7%
VRTX
3.7%
VTV
3.7%
XOM
3.7%

Performance

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


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
14.62%
10.86%
GBIRA
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the GBIRA returned 25.37% Year-To-Date and 22.77% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.59%
GBIRA0.29%15.10%25.37%33.62%21.67%22.77%
AAPL
Apple Inc.
-0.98%10.72%35.64%14.84%27.56%27.97%
ACLS
Axcelis Technologies, Inc.
-5.19%24.09%105.43%166.82%51.77%36.41%
ACN
Accenture plc
2.56%17.50%20.11%21.29%14.45%17.92%
CMG
Chipotle Mexican Grill, Inc.
2.59%17.64%38.41%15.32%32.75%13.91%
COP
ConocoPhillips Company
4.32%28.41%5.39%14.60%13.59%9.60%
DHI
D.R. Horton, Inc.
-3.36%18.09%27.87%60.23%23.16%20.65%
DHR
Danaher Corporation
1.91%3.28%-3.91%-4.83%19.23%17.98%
FANG
Diamondback Energy, Inc.
3.10%22.18%15.47%24.31%6.96%10.82%
FTNT
Fortinet, Inc.
3.14%-4.90%23.03%20.78%28.69%31.86%
GOOG
Alphabet Inc.
3.78%26.66%51.68%34.58%18.26%18.09%
ISRG
Intuitive Surgical, Inc.
1.67%19.43%10.03%49.69%9.51%21.09%
KRE
SPDR S&P Regional Banking ETF
-1.80%1.35%-26.50%-30.64%-4.96%2.71%
LMT
Lockheed Martin Corporation
-5.11%-7.52%-10.50%4.27%7.66%14.07%
MCD
McDonald's Corporation
-0.58%3.91%6.93%12.86%13.53%14.81%
MCO
Moody's Corporation
2.70%16.22%21.44%27.17%15.06%17.98%
MRK
Merck & Co., Inc.
0.76%4.35%-1.29%30.42%13.04%11.07%
MSFT
Microsoft Corporation
-0.52%16.02%34.67%35.54%24.33%26.94%
NFLX
Netflix, Inc.
-6.50%20.58%31.00%63.09%1.36%23.56%
NVDA
NVIDIA Corporation
-7.50%55.37%189.13%218.72%45.40%62.61%
PANW
Palo Alto Networks, Inc.
0.32%21.36%68.63%37.51%25.26%27.38%
QQQ
0.46%18.02%37.50%29.43%15.57%17.32%
RWL
1.42%10.79%9.73%15.47%9.88%10.64%
SCHD
0.24%5.02%-1.48%8.21%9.83%10.98%
UNH
0.35%5.56%-6.10%-2.49%14.77%22.85%
VRTX
0.55%15.61%22.00%25.65%14.40%18.46%
VTV
1.08%8.83%3.07%12.39%7.59%9.47%
XOM
7.68%14.47%8.14%32.24%12.09%6.59%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

FANGCMGMRKLMTCOPVRTXMCDNFLXXOMDHIUNHPANWACLSKRENVDAFTNTDHRISRGAAPLGOOGMCOMSFTACNSCHDVTVQQQRWL
FANG1.000.170.160.230.720.180.170.160.650.220.210.190.280.440.230.210.180.220.240.250.230.210.270.450.490.290.49
CMG0.171.000.160.140.150.230.320.320.140.310.210.350.250.250.340.380.310.360.330.340.370.380.380.310.320.450.37
MRK0.160.161.000.320.240.420.350.180.290.200.410.180.150.230.150.240.410.310.240.260.350.310.350.460.490.340.44
LMT0.230.140.321.000.290.240.360.150.330.260.340.190.190.330.210.230.300.270.270.270.340.300.380.520.520.330.49
COP0.720.150.240.291.000.200.200.140.760.220.250.180.280.460.220.220.220.220.250.260.280.250.300.540.580.310.56
VRTX0.180.230.420.240.201.000.250.310.200.250.370.350.280.220.310.360.390.390.340.370.360.390.340.370.400.490.41
MCD0.170.320.350.360.200.251.000.220.260.310.330.200.210.300.250.270.380.340.340.350.410.400.430.520.500.430.48
NFLX0.160.320.180.150.140.310.221.000.140.270.250.400.350.240.460.440.360.390.450.490.420.480.390.330.340.600.39
XOM0.650.140.290.330.760.200.260.141.000.220.290.160.280.480.220.200.240.260.280.290.300.260.340.610.640.330.61
DHI0.220.310.200.260.220.250.310.270.221.000.270.290.350.350.350.340.360.370.340.360.430.360.430.480.480.460.51
UNH0.210.210.410.340.250.370.330.250.290.271.000.230.230.340.270.290.420.390.340.360.410.380.410.500.550.420.56
PANW0.190.350.180.190.180.350.200.400.160.290.231.000.400.270.460.630.370.450.430.430.420.450.400.340.370.570.41
ACLS0.280.250.150.190.280.280.210.350.280.350.230.401.000.420.540.440.340.430.450.450.410.440.410.460.470.580.50
KRE0.440.250.230.330.460.220.300.240.480.350.340.270.421.000.330.290.330.320.330.350.440.330.450.670.740.450.71
NVDA0.230.340.150.210.220.310.250.460.220.350.270.460.540.331.000.530.420.490.540.540.470.590.490.460.450.720.50
FTNT0.210.380.240.230.220.360.270.440.200.340.290.630.440.290.531.000.450.500.480.500.510.560.510.440.440.650.48
DHR0.180.310.410.300.220.390.380.360.240.360.420.370.340.330.420.451.000.540.450.460.540.530.560.560.570.590.57
ISRG0.220.360.310.270.220.390.340.390.260.370.390.450.430.320.490.500.541.000.510.530.540.580.570.510.530.660.55
AAPL0.240.330.240.270.250.340.340.450.280.340.340.430.450.330.540.480.450.511.000.590.510.630.510.520.520.790.57
GOOG0.250.340.260.270.260.370.350.490.290.360.360.430.450.350.540.500.460.530.591.000.540.690.570.530.540.790.58
MCO0.230.370.350.340.280.360.410.420.300.430.410.420.410.440.470.510.540.540.510.541.000.600.620.610.630.670.65
MSFT0.210.380.310.300.250.390.400.480.260.360.380.450.440.330.590.560.530.580.630.690.601.000.640.580.570.820.59
ACN0.270.380.350.380.300.340.430.390.340.430.410.400.410.450.490.510.560.570.510.570.620.641.000.670.670.680.67
SCHD0.450.310.460.520.540.370.520.330.610.480.500.340.460.670.460.440.560.510.520.530.610.580.671.000.950.680.92
VTV0.490.320.490.520.580.400.500.340.640.480.550.370.470.740.450.440.570.530.520.540.630.570.670.951.000.680.96
QQQ0.290.450.340.330.310.490.430.600.330.460.420.570.580.450.720.650.590.660.790.790.670.820.680.680.681.000.74
RWL0.490.370.440.490.560.410.480.390.610.510.560.410.500.710.500.480.570.550.570.580.650.590.670.920.960.741.00

Sharpe Ratio

The current GBIRA Sharpe ratio is 1.69. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.69

The Sharpe ratio of GBIRA is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.69
0.82
GBIRA
Benchmark (^GSPC)
Portfolio components

Dividend yield

GBIRA granted a 1.44% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
GBIRA1.44%1.47%1.24%1.66%1.34%1.54%1.34%1.53%1.85%1.72%1.70%1.98%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
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
1.41%1.53%0.89%1.30%1.13%2.11%1.80%2.19%2.30%2.52%2.51%2.71%
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
4.36%4.30%2.90%4.70%2.38%2.20%2.33%2.46%7.96%5.46%5.27%6.16%
DHI
D.R. Horton, Inc.
0.88%1.04%0.78%1.08%1.23%1.60%0.89%1.34%0.91%0.87%0.00%1.69%
DHR
Danaher Corporation
0.41%0.38%0.26%0.33%0.45%0.63%0.62%0.65%0.60%0.49%0.14%0.19%
FANG
Diamondback Energy, Inc.
4.50%6.77%1.80%3.49%0.86%0.45%0.00%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.
0.00%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
3.67%2.58%2.08%2.98%2.46%2.56%1.63%1.65%2.16%1.96%1.70%2.55%
LMT
Lockheed Martin Corporation
2.81%2.39%3.14%2.98%2.56%3.55%2.70%3.23%3.48%3.61%4.20%6.13%
MCD
McDonald's Corporation
2.19%2.18%2.04%2.50%2.61%2.63%2.55%3.48%3.52%4.38%4.16%4.35%
MCO
Moody's Corporation
0.90%1.01%0.65%0.79%0.87%1.31%1.09%1.68%1.47%1.28%1.28%1.44%
MRK
Merck & Co., Inc.
2.72%2.58%3.59%3.31%2.80%3.01%4.00%3.86%4.34%4.08%4.67%5.78%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
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
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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
0.59%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%
RWL
1.61%1.64%1.39%1.83%2.00%2.17%1.78%1.93%2.27%1.67%1.91%2.28%
SCHD
3.61%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
UNH
1.43%1.22%1.14%1.43%1.49%1.49%1.42%1.64%1.79%1.59%1.62%1.74%
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
3.18%2.55%2.23%2.72%2.74%3.07%2.65%2.89%3.16%2.76%2.82%3.57%
XOM
3.13%3.30%6.08%9.55%6.00%6.06%4.88%4.57%5.29%4.33%3.70%3.94%

Expense Ratio

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


0.35%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AAPL
Apple Inc.
0.51
ACLS
Axcelis Technologies, Inc.
3.50
ACN
Accenture plc
0.62
CMG
Chipotle Mexican Grill, Inc.
0.42
COP
ConocoPhillips Company
0.38
DHI
D.R. Horton, Inc.
1.75
DHR
Danaher Corporation
-0.30
FANG
Diamondback Energy, Inc.
0.61
FTNT
Fortinet, Inc.
0.43
GOOG
Alphabet Inc.
0.87
ISRG
Intuitive Surgical, Inc.
1.26
KRE
SPDR S&P Regional Banking ETF
-0.88
LMT
Lockheed Martin Corporation
0.25
MCD
McDonald's Corporation
0.67
MCO
Moody's Corporation
0.76
MRK
Merck & Co., Inc.
1.35
MSFT
Microsoft Corporation
1.05
NFLX
Netflix, Inc.
1.36
NVDA
NVIDIA Corporation
3.98
PANW
Palo Alto Networks, Inc.
0.86
QQQ
N/A
RWL
N/A
SCHD
N/A
UNH
N/A
VRTX
N/A
VTV
N/A
XOM
N/A

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.81%
-8.22%
GBIRA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the GBIRA. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the GBIRA is 35.80%, recorded on Mar 23, 2020. It took 52 trading sessions for the portfolio to recover.


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 Chart

The current GBIRA volatility is 3.40%, 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%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.40%
3.27%
GBIRA
Benchmark (^GSPC)
Portfolio components