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IKBR

Last updated Feb 21, 2024

Asset Allocation


AAPL 10%MA 10%MCD 10%MSFT 10%NDAQ 10%SPGI 10%V 10%PG 10%JNJ 10%GWW 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

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%

SPGI
S&P Global Inc.
Financial Services

10%

V
Visa Inc.
Financial Services

10%

PG
The Procter & Gamble Company
Consumer Defensive

10%

JNJ
Johnson & Johnson
Healthcare

10%

GWW
W.W. Grainger, Inc.
Industrials

10%

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
11.73%
13.40%
IKBR
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V

Returns

As of Feb 21, 2024, the IKBR returned 2.67% Year-To-Date and 19.30% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
IKBR2.67%0.45%11.73%21.00%19.74%19.30%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
MA
Mastercard Inc
6.08%3.43%13.89%25.85%16.23%20.34%
MCD
McDonald's Corporation
-1.30%-2.62%5.59%10.85%12.47%14.76%
MSFT
Microsoft Corporation
7.31%1.22%25.40%57.36%31.15%28.82%
NDAQ
Nasdaq, Inc.
-4.47%-3.99%7.78%-3.59%15.42%17.62%
SPGI
S&P Global Inc.
-3.29%-3.61%11.57%19.21%17.63%19.49%
V
Visa Inc.
5.88%1.76%14.83%24.04%14.64%18.15%
PG
The Procter & Gamble Company
8.85%7.41%5.72%16.09%12.51%10.49%
JNJ
Johnson & Johnson
0.71%-2.36%-3.46%0.69%5.96%8.46%
GWW
W.W. Grainger, Inc.
13.07%8.45%34.39%39.41%26.66%16.21%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.94%
2023-0.31%-0.56%-5.52%0.58%9.82%2.32%

Sharpe Ratio

The current IKBR Sharpe ratio is 1.87. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.87

The Sharpe ratio of IKBR lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.87
1.75
IKBR
Benchmark (^GSPC)
Portfolio components

Dividend yield

IKBR granted a 1.32% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IKBR1.32%1.33%1.36%1.17%1.34%1.48%1.80%1.71%1.99%1.98%1.84%1.87%
AAPL
Apple Inc.
0.53%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
2.13%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
0.71%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.
1.55%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.
0.85%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.
0.71%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
2.37%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
3.02%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.
0.80%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AAPL
Apple Inc.
0.97
MA
Mastercard Inc
1.43
MCD
McDonald's Corporation
0.91
MSFT
Microsoft Corporation
2.40
NDAQ
Nasdaq, Inc.
-0.15
SPGI
S&P Global Inc.
0.95
V
Visa Inc.
1.52
PG
The Procter & Gamble Company
1.25
JNJ
Johnson & Johnson
0.17
GWW
W.W. Grainger, Inc.
1.83

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

PGJNJAAPLMCDGWWNDAQMSFTSPGIVMA
PG1.000.520.290.440.370.360.380.400.350.35
JNJ0.521.000.280.410.370.370.380.400.380.39
AAPL0.290.281.000.330.370.400.550.440.450.47
MCD0.440.410.331.000.370.380.400.430.400.42
GWW0.370.370.370.371.000.430.410.460.410.43
NDAQ0.360.370.400.380.431.000.470.530.470.49
MSFT0.380.380.550.400.410.471.000.520.500.52
SPGI0.400.400.440.430.460.530.521.000.530.54
V0.350.380.450.400.410.470.500.531.000.80
MA0.350.390.470.420.430.490.520.540.801.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.94%
-1.08%
IKBR
Benchmark (^GSPC)
Portfolio components

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.

The current IKBR drawdown is 1.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.77%May 16, 2008204Mar 9, 2009203Dec 24, 2009407
-32.66%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-19.06%Dec 30, 2021198Oct 12, 2022135Apr 27, 2023333
-15.89%Sep 24, 201864Dec 24, 201853Mar 13, 2019117
-15.36%Apr 27, 201049Jul 6, 201079Oct 26, 2010128

Volatility Chart

The current IKBR volatility is 3.02%, 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%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.02%
3.37%
IKBR
Benchmark (^GSPC)
Portfolio components
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