Interactive Brokers

Last updated Sep 23, 2023

Asset Allocation

Position	Category/Sector	Weight
IAUM iShares Gold Trust Micro ETF of Benef Interest	Precious Metals, Gold	9%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	10%
BKIE BNY Mellon International Equity ETF	Foreign Large Cap Equities	10%
BKEM BNY Mellon Emerging Markets Equity ETF	Asia Pacific Equities	10%
FTEC Fidelity MSCI Information Technology Index ETF	Technology Equities	10%
VGK Vanguard FTSE Europe ETF	Europe Equities	9%
FLIN Franklin FTSE India ETF	Asia Pacific Equities	5%
2388.HK BOC Hong Kong Holdings Ltd	Financial Services	5%
IDX VanEck Vectors Indonesia Index ETF	Asia Pacific Equities	3%
XBI SPDR S&P Biotech ETF	Health & Biotech Equities	3%
SMH VanEck Vectors Semiconductor ETF	Technology Equities	3%
KOMP SPDR S&P Kensho New Economies Composite ETF	All Cap Equities	3%
XAR SPDR S&P Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	3%
FIVG Defiance Next Gen Connectivity ETF	Technology Equities	3%
NLR VanEck Vectors Uranium+Nuclear Energy ETF	Alternative Energy Equities	2%
IHAK iShares Cybersecurity & Tech ETF	Technology Equities, Cybersecurity	2%
USRT iShares Core U.S. REIT ETF	REIT	5%
HAUZ Xtrackers International Real Estate ETF	REIT	5%

Benchmark

Rebalance portfolio

Performance

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

Interactive Brokers

Benchmark (^GSPC)

Portfolio components

Returns

	1 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	-2.61%	8.79%	12.52%	14.96%	0.23%	N/A
Interactive Brokers	-1.79%	5.03%	9.94%	14.17%	-2.57%	N/A
Portfolio components:
IAUM iShares Gold Trust Micro ETF of Benef Interest	0.39%	-2.61%	5.57%	15.19%	3.67%	N/A
USRT iShares Core U.S. REIT ETF	-3.98%	2.58%	-0.76%	-0.66%	-5.40%	N/A
HAUZ Xtrackers International Real Estate ETF	-1.05%	-1.41%	-5.24%	-0.75%	-12.16%	N/A
SCHG Schwab U.S. Large-Cap Growth ETF	-2.94%	15.36%	31.40%	25.41%	0.35%	N/A
BKIE BNY Mellon International Equity ETF	-0.66%	4.58%	8.28%	21.26%	-1.70%	N/A
VGK Vanguard FTSE Europe ETF	-2.47%	2.92%	8.63%	25.23%	-2.61%	N/A
BKEM BNY Mellon Emerging Markets Equity ETF	-1.31%	1.10%	2.67%	6.73%	-11.99%	N/A
FTEC Fidelity MSCI Information Technology Index ETF	-3.76%	12.23%	30.86%	29.73%	2.69%	N/A
IDX VanEck Vectors Indonesia Index ETF	0.17%	4.21%	4.21%	-8.04%	2.13%	N/A
FLIN Franklin FTSE India ETF	0.47%	16.72%	8.99%	7.52%	4.25%	N/A
2388.HK BOC Hong Kong Holdings Ltd	4.45%	-8.62%	-14.07%	-13.44%	-3.81%	N/A
XBI SPDR S&P Biotech ETF	-7.48%	-1.65%	-12.09%	-6.57%	-23.63%	N/A
NLR VanEck Vectors Uranium+Nuclear Energy ETF	11.62%	36.49%	30.02%	32.18%	16.43%	N/A
IHAK iShares Cybersecurity & Tech ETF	0.26%	10.28%	16.42%	11.70%	-4.61%	N/A
SMH VanEck Vectors Semiconductor ETF	-7.08%	11.51%	39.90%	48.83%	5.04%	N/A
KOMP SPDR S&P Kensho New Economies Composite ETF	-6.67%	-2.79%	0.85%	-1.58%	-19.51%	N/A
XAR SPDR S&P Aerospace & Defense ETF	-8.10%	-1.19%	1.52%	14.79%	-6.82%	N/A
FIVG Defiance Next Gen Connectivity ETF	-3.08%	-1.21%	5.03%	5.49%	-7.14%	N/A
Returns over 1 year are annualized

Asset Correlations Table

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

	2388.HK	IAUM	IDX	XBI	FLIN	USRT	XAR	NLR	BKEM	IHAK	HAUZ	SMH	FTEC	SCHG	VGK	BKIE	FIVG	KOMP
2388.HK	1.00	0.04	0.13	-0.01	0.02	0.04	0.05	0.08	0.18	-0.01	0.10	0.02	-0.00	-0.01	0.09	0.11	0.01	0.03
IAUM	0.04	1.00	0.24	0.05	0.12	0.15	0.12	0.30	0.27	0.11	0.26	0.10	0.08	0.08	0.25	0.29	0.13	0.12
IDX	0.13	0.24	1.00	0.31	0.47	0.36	0.38	0.48	0.57	0.39	0.50	0.43	0.46	0.45	0.52	0.53	0.45	0.46
XBI	-0.01	0.05	0.31	1.00	0.40	0.47	0.56	0.48	0.49	0.63	0.46	0.54	0.59	0.61	0.50	0.52	0.62	0.75
FLIN	0.02	0.12	0.47	0.40	1.00	0.46	0.46	0.51	0.62	0.49	0.57	0.51	0.55	0.56	0.65	0.65	0.56	0.57
USRT	0.04	0.15	0.36	0.47	0.46	1.00	0.60	0.61	0.44	0.54	0.65	0.49	0.59	0.60	0.61	0.60	0.65	0.64
XAR	0.05	0.12	0.38	0.56	0.46	0.60	1.00	0.64	0.52	0.62	0.55	0.59	0.65	0.66	0.64	0.66	0.70	0.80
NLR	0.08	0.30	0.48	0.48	0.51	0.61	0.64	1.00	0.59	0.54	0.62	0.50	0.58	0.59	0.70	0.73	0.62	0.64
BKEM	0.18	0.27	0.57	0.49	0.62	0.44	0.52	0.59	1.00	0.55	0.71	0.63	0.62	0.62	0.74	0.77	0.66	0.70
IHAK	-0.01	0.11	0.39	0.63	0.49	0.54	0.62	0.54	0.55	1.00	0.56	0.73	0.84	0.84	0.62	0.63	0.81	0.82
HAUZ	0.10	0.26	0.50	0.46	0.57	0.65	0.55	0.62	0.71	0.56	1.00	0.59	0.61	0.61	0.81	0.81	0.67	0.66
SMH	0.02	0.10	0.43	0.54	0.51	0.49	0.59	0.50	0.63	0.73	0.59	1.00	0.90	0.85	0.68	0.69	0.92	0.79
FTEC	-0.00	0.08	0.46	0.59	0.55	0.59	0.65	0.58	0.62	0.84	0.61	0.90	1.00	0.98	0.70	0.72	0.91	0.84
SCHG	-0.01	0.08	0.45	0.61	0.56	0.60	0.66	0.59	0.62	0.84	0.61	0.85	0.98	1.00	0.71	0.73	0.89	0.85
VGK	0.09	0.25	0.52	0.50	0.65	0.61	0.64	0.70	0.74	0.62	0.81	0.68	0.70	0.71	1.00	0.96	0.75	0.73
BKIE	0.11	0.29	0.53	0.52	0.65	0.60	0.66	0.73	0.77	0.63	0.81	0.69	0.72	0.73	0.96	1.00	0.76	0.75
FIVG	0.01	0.13	0.45	0.62	0.56	0.65	0.70	0.62	0.66	0.81	0.67	0.92	0.91	0.89	0.75	0.76	1.00	0.88
KOMP	0.03	0.12	0.46	0.75	0.57	0.64	0.80	0.64	0.70	0.82	0.66	0.79	0.84	0.85	0.73	0.75	0.88	1.00

Sharpe Ratio

The current Interactive Brokers Sharpe ratio is 1.24. A Sharpe ratio greater than 1.0 is considered acceptable.

The Sharpe ratio of Interactive Brokers 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.

Interactive Brokers

Benchmark (^GSPC)

Portfolio components

Dividend yield

Interactive Brokers granted a 2.00% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
Interactive Brokers	2.00%	1.95%	1.88%	1.66%	1.69%	1.78%	1.36%	1.58%	2.22%	1.95%	1.48%	1.74%
Portfolio components:
IAUM iShares Gold Trust Micro ETF of Benef Interest	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USRT iShares Core U.S. REIT ETF	3.65%	3.51%	2.38%	3.34%	3.71%	6.51%	4.17%	5.00%	4.69%	4.70%	5.40%	5.07%
HAUZ Xtrackers International Real Estate ETF	3.30%	2.03%	5.03%	3.67%	4.16%	2.26%	3.09%	2.67%	11.81%	6.81%	0.08%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.47%	0.55%	0.43%	0.53%	0.84%	1.31%	1.05%	1.34%	1.30%	1.18%	1.17%	1.52%
BKIE BNY Mellon International Equity ETF	2.82%	3.03%	2.71%	1.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGK Vanguard FTSE Europe ETF	3.36%	3.34%	3.24%	2.32%	3.68%	4.60%	3.26%	4.36%	4.18%	6.12%	3.82%	4.29%
BKEM BNY Mellon Emerging Markets Equity ETF	2.84%	3.19%	2.32%	1.90%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTEC Fidelity MSCI Information Technology Index ETF	0.74%	0.93%	0.64%	0.84%	1.07%	1.25%	1.02%	1.34%	1.37%	1.20%	0.20%	0.00%
IDX VanEck Vectors Indonesia Index ETF	3.49%	3.64%	1.12%	1.74%	2.22%	2.38%	2.06%	1.32%	2.79%	2.43%	4.05%	2.21%
FLIN Franklin FTSE India ETF	0.67%	0.73%	2.28%	0.70%	0.94%	0.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
2388.HK BOC Hong Kong Holdings Ltd	6.68%	4.52%	5.39%	7.07%	6.71%	5.81%	3.97%	6.11%	6.87%	5.89%	7.85%	7.56%
XBI SPDR S&P Biotech ETF	0.00%	0.00%	0.04%	0.20%	0.00%	0.28%	0.24%	0.26%	0.61%	1.09%	0.17%	0.23%
NLR VanEck Vectors Uranium+Nuclear Energy ETF	1.55%	2.02%	2.03%	2.32%	2.58%	4.26%	5.50%	4.30%	4.06%	3.15%	0.90%	6.03%
IHAK iShares Cybersecurity & Tech ETF	0.10%	0.25%	0.50%	0.40%	0.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SMH VanEck Vectors Semiconductor ETF	1.69%	2.37%	1.04%	1.42%	6.29%	4.18%	3.31%	1.92%	5.19%	2.93%	4.02%	9.94%
KOMP SPDR S&P Kensho New Economies Composite ETF	1.32%	1.48%	1.48%	0.71%	0.84%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XAR SPDR S&P Aerospace & Defense ETF	0.44%	0.50%	0.84%	0.64%	0.76%	1.23%	0.79%	1.15%	2.47%	1.17%	2.16%	2.59%
FIVG Defiance Next Gen Connectivity ETF	1.64%	1.65%	1.20%	1.03%	0.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Expense Ratio

The Interactive Brokers features an expense ratio of 0.15%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

NLR

VanEck Vectors Uranium+Nuclear Energy ETF

0.60%

0.00%2.15%

IDX

VanEck Vectors Indonesia Index ETF

0.57%

0.00%2.15%

IHAK

iShares Cybersecurity & Tech ETF

0.47%

0.00%2.15%

XBI

SPDR S&P Biotech ETF

0.35%

0.00%2.15%

SMH

VanEck Vectors Semiconductor ETF

0.35%

0.00%2.15%

XAR

SPDR S&P Aerospace & Defense ETF

0.35%

0.00%2.15%

FIVG

Defiance Next Gen Connectivity ETF

0.30%

0.00%2.15%

KOMP

SPDR S&P Kensho New Economies Composite ETF

0.20%

0.00%2.15%

FLIN

Franklin FTSE India ETF

0.19%

0.00%2.15%

IAUM

iShares Gold Trust Micro ETF of Benef Interest

0.15%

0.00%2.15%

BKEM

BNY Mellon Emerging Markets Equity ETF

0.11%

0.00%2.15%

HAUZ

Xtrackers International Real Estate ETF

0.10%

0.00%2.15%

USRT

iShares Core U.S. REIT ETF

0.08%

0.00%2.15%

VGK

Vanguard FTSE Europe ETF

0.08%

0.00%2.15%

FTEC

Fidelity MSCI Information Technology Index ETF

0.08%

0.00%2.15%

SCHG

Schwab U.S. Large-Cap Growth ETF

0.04%

0.00%2.15%

BKIE

BNY Mellon International Equity ETF

0.04%

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
IAUM iShares Gold Trust Micro ETF of Benef Interest	1.06
USRT iShares Core U.S. REIT ETF	-0.08
HAUZ Xtrackers International Real Estate ETF	-0.10
SCHG Schwab U.S. Large-Cap Growth ETF	1.08
BKIE BNY Mellon International Equity ETF	1.21
VGK Vanguard FTSE Europe ETF	1.27
BKEM BNY Mellon Emerging Markets Equity ETF	0.34
FTEC Fidelity MSCI Information Technology Index ETF	1.13
IDX VanEck Vectors Indonesia Index ETF	-0.47
FLIN Franklin FTSE India ETF	0.48
2388.HK BOC Hong Kong Holdings Ltd	-0.55
XBI SPDR S&P Biotech ETF	-0.26
NLR VanEck Vectors Uranium+Nuclear Energy ETF	1.56
IHAK iShares Cybersecurity & Tech ETF	0.39
SMH VanEck Vectors Semiconductor ETF	1.34
KOMP SPDR S&P Kensho New Economies Composite ETF	-0.16
XAR SPDR S&P Aerospace & Defense ETF	0.62
FIVG Defiance Next Gen Connectivity ETF	0.16

Drawdowns Chart

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

Interactive Brokers

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Interactive Brokers. 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 Interactive Brokers is 26.39%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-26.39%	Nov 9, 2021	243	Oct 14, 2022	—	—	—
-5.24%	Sep 7, 2021	20	Oct 4, 2021	20	Nov 1, 2021	40
-2.72%	Jul 13, 2021	5	Jul 19, 2021	11	Aug 3, 2021	16
-2.43%	Aug 6, 2021	10	Aug 19, 2021	6	Aug 27, 2021	16
-1.21%	Jul 5, 2021	4	Jul 8, 2021	2	Jul 12, 2021	6

Volatility Chart

The current Interactive Brokers volatility is 3.08%, 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.

Interactive Brokers

Benchmark (^GSPC)

Portfolio components