IBKR Model Portfolio 2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IBKR Model Portfolio 2024, 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 Jul 16, 2021, corresponding to the inception date of PPFB.DE
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
IBKR Model Portfolio 2024 | 25.40% | 0.45% | 7.43% | 27.41% | N/A | N/A |
Portfolio components: | ||||||
Direxion Daily China 3x Bull Shares | 36.27% | 7.89% | 15.98% | 52.83% | -41.15% | -26.26% |
iShares S&P 500 Information Technology Sector UCITS ETF | 38.34% | 3.44% | 8.22% | 39.39% | 24.61% | N/A |
iShares S&P 500 Communication Sector UCITS ETF USD Acc | 39.54% | 3.85% | 14.36% | 39.92% | 13.99% | N/A |
Xtrackers MSCI World Financials UCITS ETF 1C | 26.84% | -3.24% | 13.91% | 27.88% | 11.81% | N/A |
HSBC EURO STOXX 50 UCITS ETF | 4.01% | 1.62% | -4.09% | 4.93% | 7.68% | 8.19% |
Vanguard FTSE Emerging Markets UCITS ETF Distributing | 13.40% | 0.76% | 3.60% | 15.29% | 3.94% | N/A |
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 31.38% | -0.59% | 4.60% | 32.24% | 13.31% | 16.24% |
VanEck Semiconductor UCITS ETF | 23.41% | 1.56% | -9.05% | 25.08% | N/A | N/A |
SPDR S&P 400 US Mid Cap UCITS ETF | 13.50% | -5.37% | 6.77% | 14.19% | 11.16% | 11.18% |
SPDR S&P 500 UCITS ETF | 26.31% | 0.08% | 9.37% | 26.85% | 15.75% | 14.59% |
Vanguard Germany All Cap UCITS ETF Dist | 9.75% | 2.12% | 4.62% | 10.22% | 5.88% | N/A |
Amundi DJ Switzerland Titans 30 UCITS ETF Dist | -0.04% | -3.68% | -5.38% | 1.47% | 7.10% | 8.18% |
iShares Physical Silver ETC | 23.51% | -5.79% | -0.71% | 20.06% | 11.42% | 8.45% |
iShares Physical Gold ETC | 27.31% | -3.03% | 12.64% | 27.53% | N/A | N/A |
Amundi Prime Japan UCITS ETF DR (D) | 6.63% | -0.05% | 2.07% | 8.19% | 5.65% | N/A |
Monthly Returns
The table below presents the monthly returns of IBKR Model Portfolio 2024, 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 | -2.26% | 5.71% | 4.86% | -0.10% | 5.56% | 0.95% | -0.35% | 2.24% | 10.58% | -1.84% | -0.58% | 25.40% | |
2023 | 11.50% | -7.11% | 5.32% | -0.42% | -2.46% | 5.51% | 7.80% | -6.84% | -5.61% | -3.71% | 7.72% | 3.83% | 14.11% |
2022 | -4.11% | -5.16% | -2.97% | -8.66% | -0.20% | -5.89% | 0.98% | -4.34% | -10.53% | -2.32% | 16.06% | -0.80% | -26.41% |
2021 | -2.16% | 1.99% | -4.85% | 4.94% | -3.29% | 2.75% | -0.99% |
Expense Ratio
IBKR Model Portfolio 2024 features an expense ratio of 0.35%, falling within the medium range. 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 IBKR Model Portfolio 2024 is 25, meaning it’s performing worse than 75% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
Direxion Daily China 3x Bull Shares | 0.51 | 1.43 | 1.18 | 0.53 | 1.71 |
iShares S&P 500 Information Technology Sector UCITS ETF | 2.05 | 2.72 | 1.36 | 2.89 | 9.63 |
iShares S&P 500 Communication Sector UCITS ETF USD Acc | 2.75 | 3.78 | 1.51 | 2.87 | 15.86 |
Xtrackers MSCI World Financials UCITS ETF 1C | 2.19 | 2.95 | 1.39 | 3.49 | 14.15 |
HSBC EURO STOXX 50 UCITS ETF | 0.36 | 0.60 | 1.07 | 0.48 | 1.22 |
Vanguard FTSE Emerging Markets UCITS ETF Distributing | 0.94 | 1.45 | 1.17 | 0.67 | 4.15 |
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 2.03 | 2.73 | 1.38 | 2.48 | 10.63 |
VanEck Semiconductor UCITS ETF | 0.90 | 1.36 | 1.17 | 1.17 | 2.57 |
SPDR S&P 400 US Mid Cap UCITS ETF | 0.82 | 1.30 | 1.17 | 1.24 | 4.33 |
SPDR S&P 500 UCITS ETF | 2.40 | 3.33 | 1.46 | 3.50 | 15.11 |
Vanguard Germany All Cap UCITS ETF Dist | 0.76 | 1.12 | 1.13 | 0.76 | 3.28 |
Amundi DJ Switzerland Titans 30 UCITS ETF Dist | 0.03 | 0.16 | 1.02 | 0.04 | 0.13 |
iShares Physical Silver ETC | 0.79 | 1.24 | 1.15 | 1.30 | 3.23 |
iShares Physical Gold ETC | 1.86 | 2.46 | 1.32 | 3.40 | 9.86 |
Amundi Prime Japan UCITS ETF DR (D) | 0.43 | 0.69 | 1.09 | 0.62 | 1.77 |
Dividends
Dividend yield
IBKR Model Portfolio 2024 provided a 0.84% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.84% | 1.34% | 1.18% | 0.77% | 0.88% | 1.11% | 1.06% | 0.69% | 0.44% | 0.43% | 0.49% | 0.42% |
Portfolio components: | ||||||||||||
Direxion Daily China 3x Bull Shares | 0.70% | 4.17% | 1.16% | 0.73% | 0.76% | 1.38% | 1.02% | 1.11% | 0.00% | 0.00% | 0.19% | 0.00% |
iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares S&P 500 Communication Sector UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Xtrackers MSCI World Financials UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSBC EURO STOXX 50 UCITS ETF | 3.01% | 2.92% | 2.77% | 2.01% | 2.05% | 3.04% | 3.50% | 2.76% | 2.79% | 2.63% | 2.76% | 2.68% |
Vanguard FTSE Emerging Markets UCITS ETF Distributing | 2.28% | 2.66% | 3.38% | 2.26% | 1.93% | 2.32% | 2.79% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% |
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 0.00% |
VanEck Semiconductor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPDR S&P 400 US Mid Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPDR S&P 500 UCITS ETF | 1.02% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% | 1.39% | 1.53% |
Vanguard Germany All Cap UCITS ETF Dist | 2.40% | 2.96% | 4.07% | 1.86% | 2.93% | 2.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Amundi DJ Switzerland Titans 30 UCITS ETF Dist | 0.00% | 0.00% | 2.21% | 1.70% | 2.04% | 2.37% | 2.78% | 2.76% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Physical Silver ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Amundi Prime Japan UCITS ETF DR (D) | 1.92% | 1.90% | 2.21% | 1.79% | 1.73% | 1.88% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the IBKR Model Portfolio 2024. 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 IBKR Model Portfolio 2024 was 39.56%, occurring on Oct 14, 2022. Recovery took 502 trading sessions.
The current IBKR Model Portfolio 2024 drawdown is 9.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-39.56% | Nov 17, 2021 | 237 | Oct 14, 2022 | 502 | Sep 24, 2024 | 739 |
-10.73% | Oct 8, 2024 | 53 | Dec 19, 2024 | — | — | — |
-8.63% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
-4.46% | Jul 19, 2021 | 24 | Aug 19, 2021 | 9 | Sep 1, 2021 | 33 |
-1.98% | Oct 26, 2021 | 4 | Oct 29, 2021 | 6 | Nov 8, 2021 | 10 |
Volatility
Volatility Chart
The current IBKR Model Portfolio 2024 volatility is 4.06%, 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
PPFB.DE | SSLN.L | YINN | IUCM.L | PR1J.DE | IUIT.L | VVSM.DE | C030.DE | VFEM.DE | XDWF.DE | SPY4.DE | XDEM.DE | H50E.L | VGER.DE | SPY5.DE | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPFB.DE | 1.00 | 0.72 | 0.19 | 0.11 | 0.30 | 0.04 | 0.13 | 0.26 | 0.30 | 0.17 | 0.17 | 0.17 | 0.20 | 0.23 | 0.15 |
SSLN.L | 0.72 | 1.00 | 0.24 | 0.21 | 0.26 | 0.18 | 0.23 | 0.28 | 0.36 | 0.22 | 0.26 | 0.26 | 0.33 | 0.31 | 0.23 |
YINN | 0.19 | 0.24 | 1.00 | 0.31 | 0.36 | 0.25 | 0.30 | 0.35 | 0.79 | 0.37 | 0.33 | 0.33 | 0.41 | 0.41 | 0.32 |
IUCM.L | 0.11 | 0.21 | 0.31 | 1.00 | 0.46 | 0.73 | 0.61 | 0.50 | 0.48 | 0.54 | 0.58 | 0.61 | 0.56 | 0.56 | 0.75 |
PR1J.DE | 0.30 | 0.26 | 0.36 | 0.46 | 1.00 | 0.50 | 0.55 | 0.57 | 0.58 | 0.63 | 0.60 | 0.66 | 0.63 | 0.64 | 0.63 |
IUIT.L | 0.04 | 0.18 | 0.25 | 0.73 | 0.50 | 1.00 | 0.85 | 0.52 | 0.50 | 0.53 | 0.61 | 0.73 | 0.61 | 0.59 | 0.83 |
VVSM.DE | 0.13 | 0.23 | 0.30 | 0.61 | 0.55 | 0.85 | 1.00 | 0.54 | 0.57 | 0.56 | 0.66 | 0.74 | 0.63 | 0.63 | 0.78 |
C030.DE | 0.26 | 0.28 | 0.35 | 0.50 | 0.57 | 0.52 | 0.54 | 1.00 | 0.57 | 0.72 | 0.66 | 0.65 | 0.78 | 0.80 | 0.69 |
VFEM.DE | 0.30 | 0.36 | 0.79 | 0.48 | 0.58 | 0.50 | 0.57 | 0.57 | 1.00 | 0.62 | 0.59 | 0.61 | 0.66 | 0.67 | 0.59 |
XDWF.DE | 0.17 | 0.22 | 0.37 | 0.54 | 0.63 | 0.53 | 0.56 | 0.72 | 0.62 | 1.00 | 0.86 | 0.75 | 0.76 | 0.78 | 0.80 |
SPY4.DE | 0.17 | 0.26 | 0.33 | 0.58 | 0.60 | 0.61 | 0.66 | 0.66 | 0.59 | 0.86 | 1.00 | 0.75 | 0.71 | 0.73 | 0.84 |
XDEM.DE | 0.17 | 0.26 | 0.33 | 0.61 | 0.66 | 0.73 | 0.74 | 0.65 | 0.61 | 0.75 | 0.75 | 1.00 | 0.72 | 0.72 | 0.87 |
H50E.L | 0.20 | 0.33 | 0.41 | 0.56 | 0.63 | 0.61 | 0.63 | 0.78 | 0.66 | 0.76 | 0.71 | 0.72 | 1.00 | 0.93 | 0.72 |
VGER.DE | 0.23 | 0.31 | 0.41 | 0.56 | 0.64 | 0.59 | 0.63 | 0.80 | 0.67 | 0.78 | 0.73 | 0.72 | 0.93 | 1.00 | 0.74 |
SPY5.DE | 0.15 | 0.23 | 0.32 | 0.75 | 0.63 | 0.83 | 0.78 | 0.69 | 0.59 | 0.80 | 0.84 | 0.87 | 0.72 | 0.74 | 1.00 |