GBIRA
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% |
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
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
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 |
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.
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.
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.