IKBR
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
GWW W.W. Grainger, Inc. | Industrials | 10% |
JNJ Johnson & Johnson | Healthcare | 10% |
MA Mastercard Inc | Financial Services | 10% |
MCD McDonald's Corporation | Consumer Cyclical | 10% |
MSFT Microsoft Corporation | Technology | 10% |
NDAQ Nasdaq, Inc. | Financial Services | 10% |
PG The Procter & Gamble Company | Consumer Defensive | 10% |
SPGI S&P Global Inc. | Financial Services | 10% |
V Visa Inc. | Financial Services | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IKBR, 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 Mar 19, 2008, corresponding to the inception date of V
Returns By Period
As of Oct 15, 2024, the IKBR returned 18.28% Year-To-Date and 20.47% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.85% | 4.16% | 15.77% | 35.40% | 14.46% | 12.04% |
| IKBR | 18.28% | 1.42% | 16.69% | 30.84% | 18.81% | 20.47% |
| Portfolio components: | ||||||
AAPL Apple Inc | 20.59% | 3.96% | 36.90% | 30.08% | 32.52% | 26.79% |
MA Mastercard Inc | 19.48% | 2.83% | 10.50% | 27.03% | 13.57% | 22.44% |
MCD McDonald's Corporation | 6.39% | 4.49% | 18.18% | 26.98% | 11.01% | 16.02% |
MSFT Microsoft Corporation | 12.07% | -2.66% | 1.46% | 26.95% | 25.84% | 27.45% |
NDAQ Nasdaq, Inc. | 26.21% | -0.59% | 21.78% | 46.46% | 19.05% | 20.46% |
SPGI S&P Global Inc. | 20.47% | 1.55% | 29.63% | 44.71% | 16.90% | 22.13% |
V Visa Inc. | 8.43% | -2.32% | 3.84% | 17.84% | 10.36% | 19.37% |
PG The Procter & Gamble Company | 19.95% | -0.90% | 12.00% | 21.09% | 10.76% | 10.67% |
JNJ Johnson & Johnson | 5.52% | -2.37% | 13.63% | 5.83% | 6.40% | 8.00% |
GWW W.W. Grainger, Inc. | 33.37% | 10.52% | 15.30% | 51.39% | 30.61% | 18.92% |
Monthly Returns
The table below presents the monthly returns of IKBR, 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 | 2.93% | 1.86% | 1.04% | -4.55% | 2.05% | 1.81% | 4.52% | 4.70% | 1.89% | 18.28% | |||
| 2023 | 3.65% | -1.61% | 5.06% | 4.20% | -1.89% | 6.67% | -0.31% | -0.56% | -5.52% | 0.58% | 9.82% | 2.32% | 23.68% |
| 2022 | -3.23% | -4.88% | 3.76% | -3.63% | -2.60% | -4.99% | 10.01% | -3.99% | -9.28% | 10.96% | 5.73% | -4.98% | -9.02% |
| 2021 | -3.83% | 1.54% | 4.62% | 6.42% | -0.11% | 2.70% | 5.08% | -0.04% | -3.82% | 5.91% | -0.73% | 7.94% | 27.86% |
| 2020 | 4.16% | -8.88% | -8.34% | 13.60% | 6.07% | 2.44% | 6.45% | 9.65% | -4.14% | -5.88% | 9.20% | 2.82% | 26.97% |
| 2019 | 5.77% | 5.00% | 3.66% | 4.16% | -4.00% | 6.71% | 3.46% | 1.45% | 0.44% | 2.44% | 3.69% | 4.20% | 43.35% |
| 2018 | 5.02% | -0.79% | 0.15% | 0.77% | 4.08% | 1.23% | 3.96% | 6.13% | -0.16% | -4.05% | 2.70% | -7.99% | 10.64% |
| 2017 | 4.76% | 4.82% | 0.60% | 0.00% | 3.08% | 0.65% | 2.85% | 2.91% | 0.96% | 4.46% | 4.28% | 1.20% | 35.01% |
| 2016 | -2.03% | 0.12% | 7.01% | -1.62% | 2.29% | -1.66% | 5.56% | 1.46% | 1.14% | -1.37% | -0.45% | 1.40% | 12.01% |
| 2015 | -3.86% | 7.53% | -2.27% | 2.29% | 1.08% | -2.46% | 2.83% | -4.63% | -1.01% | 9.13% | 0.84% | 0.27% | 9.15% |
| 2014 | -4.88% | 3.96% | 0.45% | 0.80% | 3.51% | 0.12% | -0.52% | 3.86% | 0.62% | 4.74% | 4.17% | -1.02% | 16.49% |
| 2013 | 4.87% | 0.54% | 3.93% | 2.96% | 2.52% | -0.48% | 4.18% | -1.92% | 4.29% | 5.98% | 4.95% | 1.69% | 38.74% |
Expense Ratio
IKBR has an expense ratio of 0.00%, indicating no management fees are charged. 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 risk-adjusted rank of IKBR is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.26 | 1.91 | 1.24 | 1.73 | 4.07 |
MA Mastercard Inc | 1.67 | 2.14 | 1.32 | 2.18 | 5.57 |
MCD McDonald's Corporation | 1.73 | 2.43 | 1.32 | 1.68 | 3.82 |
MSFT Microsoft Corporation | 1.41 | 1.91 | 1.24 | 1.78 | 4.89 |
NDAQ Nasdaq, Inc. | 2.47 | 3.42 | 1.45 | 1.59 | 14.79 |
SPGI S&P Global Inc. | 2.65 | 3.54 | 1.49 | 1.66 | 9.95 |
V Visa Inc. | 1.22 | 1.60 | 1.23 | 1.56 | 3.96 |
PG The Procter & Gamble Company | 1.54 | 2.14 | 1.29 | 2.74 | 10.24 |
JNJ Johnson & Johnson | 0.44 | 0.74 | 1.09 | 0.36 | 1.27 |
GWW W.W. Grainger, Inc. | 2.38 | 3.21 | 1.43 | 3.43 | 8.64 |
Dividends
Dividend yield
IKBR granted a 1.25% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IKBR | 1.25% | 1.33% | 1.36% | 1.17% | 1.34% | 1.48% | 1.80% | 1.71% | 1.99% | 1.98% | 1.84% | 1.87% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MA Mastercard Inc | 0.52% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
MCD McDonald's Corporation | 2.16% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NDAQ Nasdaq, Inc. | 1.27% | 1.48% | 1.27% | 1.00% | 1.46% | 1.73% | 2.08% | 1.90% | 1.80% | 1.55% | 1.21% | 1.31% |
SPGI S&P Global Inc. | 0.69% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
V Visa Inc. | 0.74% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
PG The Procter & Gamble Company | 2.26% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
JNJ Johnson & Johnson | 3.01% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
GWW W.W. Grainger, Inc. | 0.71% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% | 1.41% |
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 IKBR. 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 IKBR was 39.77%, occurring on Mar 9, 2009. Recovery took 203 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.77% | May 16, 2008 | 204 | Mar 9, 2009 | 203 | Dec 24, 2009 | 407 |
| -32.66% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -19.06% | Dec 30, 2021 | 198 | Oct 12, 2022 | 135 | Apr 27, 2023 | 333 |
| -15.89% | Sep 24, 2018 | 64 | Dec 24, 2018 | 53 | Mar 13, 2019 | 117 |
| -15.36% | Apr 27, 2010 | 49 | Jul 6, 2010 | 79 | Oct 26, 2010 | 128 |
Volatility
Volatility Chart
The current IKBR volatility is 2.91%, 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
| PG | JNJ | AAPL | MCD | GWW | NDAQ | MSFT | SPGI | V | MA | |
|---|---|---|---|---|---|---|---|---|---|---|
| PG | 1.00 | 0.51 | 0.28 | 0.44 | 0.36 | 0.35 | 0.37 | 0.39 | 0.35 | 0.35 |
| JNJ | 0.51 | 1.00 | 0.27 | 0.41 | 0.36 | 0.37 | 0.36 | 0.39 | 0.37 | 0.38 |
| AAPL | 0.28 | 0.27 | 1.00 | 0.32 | 0.36 | 0.40 | 0.54 | 0.43 | 0.44 | 0.46 |
| MCD | 0.44 | 0.41 | 0.32 | 1.00 | 0.36 | 0.38 | 0.39 | 0.43 | 0.40 | 0.42 |
| GWW | 0.36 | 0.36 | 0.36 | 0.36 | 1.00 | 0.42 | 0.41 | 0.46 | 0.41 | 0.43 |
| NDAQ | 0.35 | 0.37 | 0.40 | 0.38 | 0.42 | 1.00 | 0.46 | 0.53 | 0.46 | 0.48 |
| MSFT | 0.37 | 0.36 | 0.54 | 0.39 | 0.41 | 0.46 | 1.00 | 0.51 | 0.50 | 0.52 |
| SPGI | 0.39 | 0.39 | 0.43 | 0.43 | 0.46 | 0.53 | 0.51 | 1.00 | 0.53 | 0.53 |
| V | 0.35 | 0.37 | 0.44 | 0.40 | 0.41 | 0.46 | 0.50 | 0.53 | 1.00 | 0.80 |
| MA | 0.35 | 0.38 | 0.46 | 0.42 | 0.43 | 0.48 | 0.52 | 0.53 | 0.80 | 1.00 |