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Interactive Brokers
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IAUM 9%SCHG 10%BKIE 10%BKEM 10%FTEC 10%VGK 9%FLIN 5%2388.HK 5%IDX 3%XBI 3%SMH 3%KOMP 3%XAR 3%FIVG 3%NLR 2%IHAK 2%USRT 5%HAUZ 5%CommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
2388.HK
BOC Hong Kong Holdings Ltd
Financial Services

5%

BKEM
BNY Mellon Emerging Markets Equity ETF
Asia Pacific Equities

10%

BKIE
BNY Mellon International Equity ETF
Foreign Large Cap Equities

10%

FIVG
Defiance Next Gen Connectivity ETF
Technology Equities

3%

FLIN
Franklin FTSE India ETF
Asia Pacific Equities

5%

FTEC
Fidelity MSCI Information Technology Index ETF
Technology Equities

10%

HAUZ
Xtrackers International Real Estate ETF
REIT

5%

IAUM
iShares Gold Trust Micro ETF of Benef Interest
Precious Metals, Gold

9%

IDX
VanEck Vectors Indonesia Index ETF
Asia Pacific Equities

3%

IHAK
iShares Cybersecurity & Tech ETF
Technology Equities, Cybersecurity

2%

KOMP
SPDR S&P Kensho New Economies Composite ETF
All Cap Equities

3%

NLR
VanEck Vectors Uranium+Nuclear Energy ETF
Alternative Energy Equities

2%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

10%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

3%

USRT
iShares Core U.S. REIT ETF
REIT

5%

VGK
Vanguard FTSE Europe ETF
Europe Equities

9%

XAR
SPDR S&P Aerospace & Defense ETF
Industrials Equities, Aerospace & Defense

3%

XBI
SPDR S&P Biotech ETF
Health & Biotech Equities

3%

S&P 500

Performance

Performance Chart

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


5.00%10.00%15.00%20.00%25.00%30.00%FebruaryMarchAprilMayJuneJuly
16.49%
26.29%
Interactive Brokers
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of IAUM

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.78%-0.38%11.47%18.82%12.44%10.64%
Interactive Brokers10.85%0.94%11.76%16.65%N/AN/A
IAUM
iShares Gold Trust Micro ETF of Benef Interest
16.12%2.84%19.06%21.92%N/AN/A
USRT
iShares Core U.S. REIT ETF
4.60%5.36%8.78%8.58%4.66%6.16%
HAUZ
Xtrackers International Real Estate ETF
-2.74%2.31%2.70%2.92%-2.58%1.18%
SCHG
Schwab U.S. Large-Cap Growth ETF
18.78%-1.13%14.01%28.24%18.68%15.93%
BKIE
BNY Mellon International Equity ETF
6.17%0.92%7.59%9.90%N/AN/A
VGK
Vanguard FTSE Europe ETF
6.71%-0.38%9.10%10.11%7.65%4.65%
BKEM
BNY Mellon Emerging Markets Equity ETF
6.10%-0.96%9.41%5.14%N/AN/A
FTEC
Fidelity MSCI Information Technology Index ETF
16.36%-1.07%10.89%25.30%21.50%20.05%
IDX
VanEck Vectors Indonesia Index ETF
-4.82%4.68%0.48%-9.07%-4.59%-2.84%
FLIN
Franklin FTSE India ETF
15.22%0.89%14.92%28.28%13.39%N/A
2388.HK
BOC Hong Kong Holdings Ltd
15.87%2.35%29.36%8.08%-0.05%4.75%
XBI
SPDR S&P Biotech ETF
11.06%5.65%13.05%19.26%3.04%7.59%
NLR
VanEck Vectors Uranium+Nuclear Energy ETF
8.00%-4.66%3.02%32.19%12.26%7.74%
IHAK
iShares Cybersecurity & Tech ETF
0.04%2.30%-2.57%17.99%11.09%N/A
SMH
VanEck Vectors Semiconductor ETF
37.81%-5.79%25.27%55.02%35.06%29.09%
KOMP
SPDR S&P Kensho New Economies Composite ETF
3.32%4.29%9.89%4.67%8.27%N/A
XAR
SPDR S&P Aerospace & Defense ETF
7.63%2.48%11.67%19.83%7.24%12.71%
FIVG
Defiance Next Gen Connectivity ETF
17.08%1.85%11.85%24.87%12.20%N/A

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.28%4.10%2.89%-2.14%4.60%1.79%10.85%
20237.82%-3.13%3.10%0.81%0.25%4.31%3.49%-3.33%-4.10%-2.36%9.11%5.70%22.65%
2022-3.85%-2.03%1.65%-7.35%-0.76%-6.70%5.94%-3.84%-9.12%3.46%8.11%-3.23%-17.69%
20210.07%2.05%-3.84%4.60%-1.76%3.15%4.09%

Expense Ratio

Interactive Brokers has an expense ratio of 0.15%, 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 NLR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for IDX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for IHAK: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for XBI: 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%
Expense ratio chart for SMH: 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%
Expense ratio chart for XAR: 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%
Expense ratio chart for FIVG: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for KOMP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for IAUM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for BKEM: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for HAUZ: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for USRT: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VGK: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for BKIE: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Interactive Brokers is 58, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Interactive Brokers is 5858
Interactive Brokers
The Sharpe Ratio Rank of Interactive Brokers is 5757Sharpe Ratio Rank
The Sortino Ratio Rank of Interactive Brokers is 6060Sortino Ratio Rank
The Omega Ratio Rank of Interactive Brokers is 6060Omega Ratio Rank
The Calmar Ratio Rank of Interactive Brokers is 4646Calmar Ratio Rank
The Martin Ratio Rank of Interactive Brokers is 6868Martin 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.


Interactive Brokers
Sharpe ratio
The chart of Sharpe ratio for Interactive Brokers, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for Interactive Brokers, currently valued at 2.40, compared to the broader market-2.000.002.004.006.002.40
Omega ratio
The chart of Omega ratio for Interactive Brokers, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.30
Calmar ratio
The chart of Calmar ratio for Interactive Brokers, currently valued at 1.28, compared to the broader market0.002.004.006.008.001.28
Martin ratio
The chart of Martin ratio for Interactive Brokers, currently valued at 7.67, compared to the broader market0.0010.0020.0030.0040.007.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IAUM
iShares Gold Trust Micro ETF of Benef Interest
1.772.521.332.109.67
USRT
iShares Core U.S. REIT ETF
0.580.961.110.341.92
HAUZ
Xtrackers International Real Estate ETF
0.330.601.070.151.16
SCHG
Schwab U.S. Large-Cap Growth ETF
1.932.601.352.0112.26
BKIE
BNY Mellon International Equity ETF
1.071.591.190.954.59
VGK
Vanguard FTSE Europe ETF
1.011.511.180.823.63
BKEM
BNY Mellon Emerging Markets Equity ETF
0.540.851.100.241.89
FTEC
Fidelity MSCI Information Technology Index ETF
1.532.071.272.288.28
IDX
VanEck Vectors Indonesia Index ETF
-0.44-0.520.94-0.26-0.94
FLIN
Franklin FTSE India ETF
2.162.711.443.4216.20
2388.HK
BOC Hong Kong Holdings Ltd
0.380.761.090.221.09
XBI
SPDR S&P Biotech ETF
0.751.231.140.392.13
NLR
VanEck Vectors Uranium+Nuclear Energy ETF
1.482.121.252.707.25
IHAK
iShares Cybersecurity & Tech ETF
1.041.481.190.733.20
SMH
VanEck Vectors Semiconductor ETF
1.982.571.333.8011.32
KOMP
SPDR S&P Kensho New Economies Composite ETF
0.300.581.060.130.74
XAR
SPDR S&P Aerospace & Defense ETF
1.271.901.221.235.10
FIVG
Defiance Next Gen Connectivity ETF
1.572.191.270.936.44

Sharpe Ratio

The current Interactive Brokers Sharpe ratio is 1.66. 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 1.24 to 1.94, 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 Interactive Brokers 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.66
1.66
Interactive Brokers
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Interactive Brokers granted a 2.03% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Interactive Brokers2.03%2.02%1.91%1.79%1.53%1.52%1.56%1.16%1.29%1.78%1.50%1.09%
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
3.05%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%3.46%3.84%
HAUZ
Xtrackers International Real Estate ETF
3.83%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%4.98%0.06%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
BKIE
BNY Mellon International Equity ETF
2.83%2.88%2.97%2.58%1.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGK
Vanguard FTSE Europe ETF
3.15%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%
BKEM
BNY Mellon Emerging Markets Equity ETF
2.73%3.02%3.15%2.22%1.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTEC
Fidelity MSCI Information Technology Index ETF
0.67%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%
IDX
VanEck Vectors Indonesia Index ETF
3.80%3.62%3.64%1.08%1.66%2.09%2.19%1.85%1.16%2.43%2.07%3.38%
FLIN
Franklin FTSE India ETF
1.53%0.73%0.73%2.26%0.68%0.90%0.92%0.00%0.00%0.00%0.00%0.00%
2388.HK
BOC Hong Kong Holdings Ltd
7.16%6.78%4.25%4.86%6.08%5.43%4.48%2.95%4.41%4.73%3.89%4.98%
XBI
SPDR S&P Biotech ETF
0.13%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%1.07%0.17%
NLR
VanEck Vectors Uranium+Nuclear Energy ETF
4.21%4.54%2.02%1.99%2.23%2.43%3.91%4.86%3.62%3.30%2.48%0.69%
IHAK
iShares Cybersecurity & Tech ETF
0.10%0.13%0.25%0.50%0.40%0.49%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.43%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
KOMP
SPDR S&P Kensho New Economies Composite ETF
1.22%1.27%1.47%1.44%0.69%0.80%0.13%0.00%0.00%0.00%0.00%0.00%
XAR
SPDR S&P Aerospace & Defense ETF
0.55%0.54%0.50%0.83%0.63%0.74%1.19%0.76%1.09%2.31%1.07%1.96%
FIVG
Defiance Next Gen Connectivity ETF
1.05%1.40%1.63%1.17%0.99%0.75%0.00%0.00%0.00%0.00%0.00%0.00%

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
-3.89%
-4.24%
Interactive Brokers
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Interactive Brokers. 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 Interactive Brokers was 26.39%, occurring on Oct 14, 2022. Recovery took 339 trading sessions.

The current Interactive Brokers drawdown is 3.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.39%Nov 9, 2021243Oct 14, 2022339Feb 8, 2024582
-5.24%Sep 7, 202120Oct 4, 202120Nov 1, 202140
-4.61%Apr 10, 20248Apr 19, 202411May 6, 202419
-3.89%Jul 17, 20246Jul 24, 2024
-2.72%Jul 13, 20215Jul 19, 202111Aug 3, 202116

Volatility

Volatility Chart

The current Interactive Brokers volatility is 3.49%, 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
3.49%
3.80%
Interactive Brokers
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.

2388.HKIAUMIDXFLINXBINLRUSRTXARSMHIHAKHAUZBKEMSCHGFTECVGKFIVGBKIEKOMP
2388.HK1.000.050.150.02-0.020.060.040.040.05-0.000.110.20-0.000.010.080.020.100.04
IAUM0.051.000.240.160.090.290.170.150.090.130.280.290.080.080.270.130.300.15
IDX0.150.241.000.420.310.420.350.350.370.350.490.560.400.400.500.400.520.44
FLIN0.020.160.421.000.370.430.430.430.470.470.520.600.520.520.590.520.600.53
XBI-0.020.090.310.371.000.430.500.560.470.600.490.480.550.530.500.570.520.73
NLR0.060.290.420.430.431.000.520.580.440.480.560.540.520.500.630.540.670.58
USRT0.040.170.350.430.500.521.000.590.440.540.670.450.550.530.600.610.610.65
XAR0.040.150.350.430.560.580.591.000.540.610.550.500.610.600.630.660.660.78
SMH0.050.090.370.470.470.440.440.541.000.690.530.620.840.900.630.910.650.73
IHAK-0.000.130.350.470.600.480.540.610.691.000.550.540.800.800.600.780.620.81
HAUZ0.110.280.490.520.490.560.670.550.530.551.000.700.560.560.800.620.810.67
BKEM0.200.290.560.600.480.540.450.500.620.540.701.000.600.610.720.650.760.69
SCHG-0.000.080.400.520.550.520.550.610.840.800.560.601.000.970.670.860.690.80
FTEC0.010.080.400.520.530.500.530.600.900.800.560.610.971.000.660.910.680.79
VGK0.080.270.500.590.500.630.600.630.630.600.800.720.670.661.000.700.960.73
FIVG0.020.130.400.520.570.540.610.660.910.780.620.650.860.910.701.000.720.84
BKIE0.100.300.520.600.520.670.610.660.650.620.810.760.690.680.960.721.000.75
KOMP0.040.150.440.530.730.580.650.780.730.810.670.690.800.790.730.840.751.00
The correlation results are calculated based on daily price changes starting from Jul 1, 2021