IB CLA
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IB CLA, 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
The earliest data available for this chart is Sep 17, 2015, corresponding to the inception date of KSA
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| IB CLA | 15.07% | 2.36% | 7.86% | 26.30% | 11.22% | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 16.04% | 2.24% | 8.12% | 28.00% | 11.67% | 9.14% |
VB Vanguard Small-Cap ETF | 11.47% | 3.65% | 5.85% | 27.08% | 10.19% | 9.36% |
VHT Vanguard Health Care ETF | 14.47% | 0.53% | 7.49% | 21.45% | 12.21% | 10.70% |
VTV Vanguard Value ETF | 17.65% | 3.00% | 8.94% | 26.80% | 11.98% | 10.53% |
VEU Vanguard FTSE All-World ex-US ETF | 11.11% | 1.61% | 6.36% | 20.35% | 7.20% | 5.01% |
INDA iShares MSCI India ETF | 20.34% | 3.45% | 16.34% | 32.06% | 13.16% | 7.92% |
EWH iShares MSCI Hong Kong ETF | -1.43% | 6.96% | 7.96% | 0.38% | -3.28% | 0.71% |
KSA iShares MSCI Saudi Arabia ETF | 1.47% | -0.02% | -4.27% | 12.12% | 9.33% | N/A |
Monthly Returns
The table below presents the monthly returns of IB CLA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.24% | 4.36% | 3.07% | -3.49% | 3.97% | 1.14% | 2.50% | 2.42% | 15.07% | ||||
| 2023 | 6.69% | -3.48% | 2.28% | 1.60% | -1.89% | 5.76% | 3.57% | -2.96% | -4.13% | -3.01% | 8.26% | 5.46% | 18.44% |
| 2022 | -3.80% | -2.34% | 1.98% | -7.11% | 0.47% | -7.67% | 6.42% | -3.74% | -9.03% | 6.45% | 7.80% | -3.95% | -15.21% |
| 2021 | -0.05% | 2.92% | 3.28% | 3.89% | 1.80% | 0.92% | 0.56% | 2.27% | -3.94% | 4.87% | -3.05% | 4.16% | 18.63% |
| 2020 | -1.92% | -7.31% | -14.70% | 10.39% | 4.69% | 2.65% | 4.90% | 5.60% | -2.55% | -1.94% | 12.26% | 4.85% | 14.61% |
| 2019 | 7.90% | 2.74% | 1.10% | 3.15% | -5.89% | 6.30% | -0.22% | -2.50% | 2.17% | 2.62% | 2.65% | 3.41% | 25.21% |
| 2018 | 5.32% | -4.46% | -1.02% | 0.60% | 0.67% | -0.49% | 3.09% | 0.91% | 0.03% | -7.53% | 2.21% | -7.02% | -8.22% |
| 2017 | 2.83% | 2.76% | 1.28% | 1.47% | 1.60% | 1.18% | 2.34% | 0.37% | 2.04% | 1.82% | 2.05% | 1.62% | 23.54% |
| 2016 | -6.22% | -0.96% | 7.73% | 1.36% | 0.64% | 0.08% | 4.00% | 0.19% | 0.62% | -1.97% | 2.03% | 1.63% | 8.86% |
| 2015 | -4.58% | 6.90% | -0.13% | -1.90% | -0.07% |
Expense Ratio
IB CLA has an expense ratio of 0.10%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IB CLA is 43, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 2.09 | 2.87 | 1.37 | 1.73 | 12.99 |
VB Vanguard Small-Cap ETF | 1.34 | 1.92 | 1.23 | 1.00 | 7.26 |
VHT Vanguard Health Care ETF | 1.77 | 2.44 | 1.32 | 1.37 | 8.73 |
VTV Vanguard Value ETF | 2.34 | 3.23 | 1.41 | 2.51 | 13.43 |
VEU Vanguard FTSE All-World ex-US ETF | 1.47 | 2.08 | 1.26 | 1.05 | 8.93 |
INDA iShares MSCI India ETF | 2.23 | 2.77 | 1.44 | 2.63 | 19.78 |
EWH iShares MSCI Hong Kong ETF | 0.04 | 0.20 | 1.02 | 0.02 | 0.10 |
KSA iShares MSCI Saudi Arabia ETF | 0.76 | 1.14 | 1.14 | 0.42 | 2.30 |
Dividends
Dividend yield
IB CLA granted a 1.91% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IB CLA | 1.91% | 2.14% | 2.18% | 1.93% | 1.72% | 2.29% | 2.48% | 2.13% | 2.35% | 2.32% | 2.30% | 1.97% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.88% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
VB Vanguard Small-Cap ETF | 1.10% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
VHT Vanguard Health Care ETF | 1.25% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
VTV Vanguard Value ETF | 1.76% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VEU Vanguard FTSE All-World ex-US ETF | 2.87% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% | 0.63% | 0.40% |
EWH iShares MSCI Hong Kong ETF | 4.66% | 4.28% | 2.91% | 2.78% | 2.56% | 2.71% | 2.93% | 4.35% | 3.08% | 2.63% | 3.52% | 2.96% |
KSA iShares MSCI Saudi Arabia ETF | 2.73% | 2.44% | 1.93% | 1.58% | 1.76% | 2.15% | 2.51% | 2.30% | 3.05% | 0.04% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the IB CLA. 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 IB CLA was 34.47%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current IB CLA drawdown is 0.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.47% | Jan 21, 2020 | 44 | Mar 23, 2020 | 111 | Aug 28, 2020 | 155 |
| -23.83% | Nov 9, 2021 | 233 | Oct 12, 2022 | 324 | Jan 29, 2024 | 557 |
| -18.5% | Jan 29, 2018 | 229 | Dec 24, 2018 | 131 | Jul 3, 2019 | 360 |
| -15.04% | Nov 4, 2015 | 68 | Feb 11, 2016 | 80 | Jun 7, 2016 | 148 |
| -7.26% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current IB CLA volatility is 3.89%, 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.
Diversification
Asset Correlations Table
| KSA | EWH | INDA | VHT | VB | VTV | VEU | VT | |
|---|---|---|---|---|---|---|---|---|
| KSA | 1.00 | 0.32 | 0.34 | 0.28 | 0.36 | 0.38 | 0.43 | 0.42 |
| EWH | 0.32 | 1.00 | 0.46 | 0.41 | 0.51 | 0.52 | 0.70 | 0.63 |
| INDA | 0.34 | 0.46 | 1.00 | 0.43 | 0.51 | 0.52 | 0.67 | 0.63 |
| VHT | 0.28 | 0.41 | 0.43 | 1.00 | 0.68 | 0.72 | 0.62 | 0.72 |
| VB | 0.36 | 0.51 | 0.51 | 0.68 | 1.00 | 0.85 | 0.77 | 0.88 |
| VTV | 0.38 | 0.52 | 0.52 | 0.72 | 0.85 | 1.00 | 0.77 | 0.86 |
| VEU | 0.43 | 0.70 | 0.67 | 0.62 | 0.77 | 0.77 | 1.00 | 0.94 |
| VT | 0.42 | 0.63 | 0.63 | 0.72 | 0.88 | 0.86 | 0.94 | 1.00 |