GBIRA

Last updated Sep 21, 2023

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc.	Technology	3.7%
ACLS Axcelis Technologies, Inc.	Technology	3.7%
ACN Accenture plc	Technology	3.7%
CMG Chipotle Mexican Grill, Inc.	Consumer Cyclical	3.7%
COP ConocoPhillips Company	Energy	3.7%
DHI D.R. Horton, Inc.	Consumer Cyclical	3.7%
DHR Danaher Corporation	Healthcare	3.7%
FANG Diamondback Energy, Inc.	Energy	3.7%
FTNT Fortinet, Inc.	Technology	3.7%
GOOG Alphabet Inc.	Communication Services	3.7%
ISRG Intuitive Surgical, Inc.	Healthcare	3.7%
KRE SPDR S&P Regional Banking ETF	Financials Equities	3.7%
LMT Lockheed Martin Corporation	Industrials	3.7%
MCD McDonald's Corporation	Consumer Cyclical	3.7%
MCO Moody's Corporation	Financial Services	3.7%
MRK Merck & Co., Inc.	Healthcare	3.7%
MSFT Microsoft Corporation	Technology	3.7%
NFLX Netflix, Inc.	Communication Services	3.7%
NVDA NVIDIA Corporation	Technology	3.7%
PANW Palo Alto Networks, Inc.	Technology	3.7%
QQQ		3.7%
RWL		3.7%
SCHD		3.7%
UNH		3.7%
VRTX		3.7%
VTV		3.7%
XOM		3.7%

Benchmark

Rebalance portfolio

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

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 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	0.33%	11.48%	14.66%	16.16%	8.51%	9.59%
GBIRA	0.29%	15.10%	25.37%	33.62%	21.67%	22.77%
Portfolio components:
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%
Returns over 1 year are annualized

Asset Correlations Table

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

	FANG	CMG	MRK	LMT	COP	VRTX	MCD	NFLX	XOM	DHI	UNH	PANW	ACLS	KRE	NVDA	FTNT	DHR	ISRG	AAPL	GOOG	MCO	MSFT	ACN	SCHD	VTV	QQQ	RWL
FANG	1.00	0.17	0.16	0.23	0.72	0.18	0.17	0.16	0.65	0.22	0.21	0.19	0.28	0.44	0.23	0.21	0.18	0.22	0.24	0.25	0.23	0.21	0.27	0.45	0.49	0.29	0.49
CMG	0.17	1.00	0.16	0.14	0.15	0.23	0.32	0.32	0.14	0.31	0.21	0.35	0.25	0.25	0.34	0.38	0.31	0.36	0.33	0.34	0.37	0.38	0.38	0.31	0.32	0.45	0.37
MRK	0.16	0.16	1.00	0.32	0.24	0.42	0.35	0.18	0.29	0.20	0.41	0.18	0.15	0.23	0.15	0.24	0.41	0.31	0.24	0.26	0.35	0.31	0.35	0.46	0.49	0.34	0.44
LMT	0.23	0.14	0.32	1.00	0.29	0.24	0.36	0.15	0.33	0.26	0.34	0.19	0.19	0.33	0.21	0.23	0.30	0.27	0.27	0.27	0.34	0.30	0.38	0.52	0.52	0.33	0.49
COP	0.72	0.15	0.24	0.29	1.00	0.20	0.20	0.14	0.76	0.22	0.25	0.18	0.28	0.46	0.22	0.22	0.22	0.22	0.25	0.26	0.28	0.25	0.30	0.54	0.58	0.31	0.56
VRTX	0.18	0.23	0.42	0.24	0.20	1.00	0.25	0.31	0.20	0.25	0.37	0.35	0.28	0.22	0.31	0.36	0.39	0.39	0.34	0.37	0.36	0.39	0.34	0.37	0.40	0.49	0.41
MCD	0.17	0.32	0.35	0.36	0.20	0.25	1.00	0.22	0.26	0.31	0.33	0.20	0.21	0.30	0.25	0.27	0.38	0.34	0.34	0.35	0.41	0.40	0.43	0.52	0.50	0.43	0.48
NFLX	0.16	0.32	0.18	0.15	0.14	0.31	0.22	1.00	0.14	0.27	0.25	0.40	0.35	0.24	0.46	0.44	0.36	0.39	0.45	0.49	0.42	0.48	0.39	0.33	0.34	0.60	0.39
XOM	0.65	0.14	0.29	0.33	0.76	0.20	0.26	0.14	1.00	0.22	0.29	0.16	0.28	0.48	0.22	0.20	0.24	0.26	0.28	0.29	0.30	0.26	0.34	0.61	0.64	0.33	0.61
DHI	0.22	0.31	0.20	0.26	0.22	0.25	0.31	0.27	0.22	1.00	0.27	0.29	0.35	0.35	0.35	0.34	0.36	0.37	0.34	0.36	0.43	0.36	0.43	0.48	0.48	0.46	0.51
UNH	0.21	0.21	0.41	0.34	0.25	0.37	0.33	0.25	0.29	0.27	1.00	0.23	0.23	0.34	0.27	0.29	0.42	0.39	0.34	0.36	0.41	0.38	0.41	0.50	0.55	0.42	0.56
PANW	0.19	0.35	0.18	0.19	0.18	0.35	0.20	0.40	0.16	0.29	0.23	1.00	0.40	0.27	0.46	0.63	0.37	0.45	0.43	0.43	0.42	0.45	0.40	0.34	0.37	0.57	0.41
ACLS	0.28	0.25	0.15	0.19	0.28	0.28	0.21	0.35	0.28	0.35	0.23	0.40	1.00	0.42	0.54	0.44	0.34	0.43	0.45	0.45	0.41	0.44	0.41	0.46	0.47	0.58	0.50
KRE	0.44	0.25	0.23	0.33	0.46	0.22	0.30	0.24	0.48	0.35	0.34	0.27	0.42	1.00	0.33	0.29	0.33	0.32	0.33	0.35	0.44	0.33	0.45	0.67	0.74	0.45	0.71
NVDA	0.23	0.34	0.15	0.21	0.22	0.31	0.25	0.46	0.22	0.35	0.27	0.46	0.54	0.33	1.00	0.53	0.42	0.49	0.54	0.54	0.47	0.59	0.49	0.46	0.45	0.72	0.50
FTNT	0.21	0.38	0.24	0.23	0.22	0.36	0.27	0.44	0.20	0.34	0.29	0.63	0.44	0.29	0.53	1.00	0.45	0.50	0.48	0.50	0.51	0.56	0.51	0.44	0.44	0.65	0.48
DHR	0.18	0.31	0.41	0.30	0.22	0.39	0.38	0.36	0.24	0.36	0.42	0.37	0.34	0.33	0.42	0.45	1.00	0.54	0.45	0.46	0.54	0.53	0.56	0.56	0.57	0.59	0.57
ISRG	0.22	0.36	0.31	0.27	0.22	0.39	0.34	0.39	0.26	0.37	0.39	0.45	0.43	0.32	0.49	0.50	0.54	1.00	0.51	0.53	0.54	0.58	0.57	0.51	0.53	0.66	0.55
AAPL	0.24	0.33	0.24	0.27	0.25	0.34	0.34	0.45	0.28	0.34	0.34	0.43	0.45	0.33	0.54	0.48	0.45	0.51	1.00	0.59	0.51	0.63	0.51	0.52	0.52	0.79	0.57
GOOG	0.25	0.34	0.26	0.27	0.26	0.37	0.35	0.49	0.29	0.36	0.36	0.43	0.45	0.35	0.54	0.50	0.46	0.53	0.59	1.00	0.54	0.69	0.57	0.53	0.54	0.79	0.58
MCO	0.23	0.37	0.35	0.34	0.28	0.36	0.41	0.42	0.30	0.43	0.41	0.42	0.41	0.44	0.47	0.51	0.54	0.54	0.51	0.54	1.00	0.60	0.62	0.61	0.63	0.67	0.65
MSFT	0.21	0.38	0.31	0.30	0.25	0.39	0.40	0.48	0.26	0.36	0.38	0.45	0.44	0.33	0.59	0.56	0.53	0.58	0.63	0.69	0.60	1.00	0.64	0.58	0.57	0.82	0.59
ACN	0.27	0.38	0.35	0.38	0.30	0.34	0.43	0.39	0.34	0.43	0.41	0.40	0.41	0.45	0.49	0.51	0.56	0.57	0.51	0.57	0.62	0.64	1.00	0.67	0.67	0.68	0.67
SCHD	0.45	0.31	0.46	0.52	0.54	0.37	0.52	0.33	0.61	0.48	0.50	0.34	0.46	0.67	0.46	0.44	0.56	0.51	0.52	0.53	0.61	0.58	0.67	1.00	0.95	0.68	0.92
VTV	0.49	0.32	0.49	0.52	0.58	0.40	0.50	0.34	0.64	0.48	0.55	0.37	0.47	0.74	0.45	0.44	0.57	0.53	0.52	0.54	0.63	0.57	0.67	0.95	1.00	0.68	0.96
QQQ	0.29	0.45	0.34	0.33	0.31	0.49	0.43	0.60	0.33	0.46	0.42	0.57	0.58	0.45	0.72	0.65	0.59	0.66	0.79	0.79	0.67	0.82	0.68	0.68	0.68	1.00	0.74
RWL	0.49	0.37	0.44	0.49	0.56	0.41	0.48	0.39	0.61	0.51	0.56	0.41	0.50	0.71	0.50	0.48	0.57	0.55	0.57	0.58	0.65	0.59	0.67	0.92	0.96	0.74	1.00

Sharpe Ratio

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

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.

GBIRA

Benchmark (^GSPC)

Portfolio components

Dividend yield

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

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
GBIRA	1.44%	1.47%	1.24%	1.66%	1.34%	1.54%	1.34%	1.53%	1.85%	1.72%	1.70%	1.98%
Portfolio components:
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.

KRE

SPDR S&P Regional Banking ETF

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Ulcer 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.

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, 2020	23	Mar 23, 2020	52	Jun 5, 2020	75
-22.55%	Oct 2, 2018	58	Dec 24, 2018	59	Mar 21, 2019	117
-19.15%	Mar 30, 2022	56	Jun 17, 2022	152	Jan 26, 2023	208
-17.23%	Dec 2, 2015	49	Feb 11, 2016	77	Jun 2, 2016	126
-11.48%	Aug 18, 2015	6	Aug 25, 2015	49	Nov 3, 2015	55

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.

GBIRA

Benchmark (^GSPC)

Portfolio components