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IKBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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%
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


500.00%1,000.00%1,500.00%MayJuneJulyAugustSeptemberOctober
1,648.94%
342.93%
IKBR
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Oct 4, 2024, the IKBR returned 15.97% Year-To-Date and 19.71% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
20.57%4.18%10.51%35.06%14.29%11.53%
IKBR15.85%1.73%11.02%29.67%18.97%19.91%
AAPL
Apple Inc
18.25%2.71%34.08%28.44%33.23%26.12%
MA
Mastercard Inc
17.21%4.53%4.61%25.62%13.91%22.16%
MCD
McDonald's Corporation
4.31%4.92%15.31%25.35%10.11%15.58%
MSFT
Microsoft Corporation
11.25%3.57%-1.87%28.09%26.37%26.73%
NDAQ
Nasdaq, Inc.
25.43%0.57%17.11%47.57%19.20%19.98%
SPGI
S&P Global Inc.
16.97%0.30%19.14%41.84%17.25%21.57%
V
Visa Inc.
6.95%-0.90%0.28%18.72%10.74%19.11%
PG
The Procter & Gamble Company
17.42%-3.82%9.54%20.17%9.62%10.38%
JNJ
Johnson & Johnson
4.66%-2.49%6.84%4.90%6.91%7.55%
GWW
W.W. Grainger, Inc.
25.46%9.00%2.25%45.49%31.51%17.49%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.93%1.86%1.04%-4.55%2.05%1.81%4.52%4.70%1.89%15.85%
20233.65%-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%
20204.16%-8.88%-8.34%13.60%6.07%2.44%6.45%9.65%-4.14%-5.88%9.20%2.82%26.97%
20195.77%5.00%3.66%4.16%-4.00%6.71%3.46%1.45%0.44%2.44%3.69%4.20%43.35%
20185.02%-0.79%0.15%0.77%4.08%1.23%3.96%6.13%-0.16%-4.05%2.70%-7.99%10.64%
20174.76%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%
20134.87%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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of IKBR is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of IKBR is 8585
IKBR
The Sharpe Ratio Rank of IKBR is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of IKBR is 8686Sortino Ratio Rank
The Omega Ratio Rank of IKBR is 8787Omega Ratio Rank
The Calmar Ratio Rank of IKBR is 7878Calmar Ratio Rank
The Martin Ratio Rank of IKBR is 8484Martin 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.


IKBR
Sharpe ratio
The chart of Sharpe ratio for IKBR, currently valued at 3.07, compared to the broader market0.002.004.003.07
Sortino ratio
The chart of Sortino ratio for IKBR, currently valued at 4.16, compared to the broader market-2.000.002.004.006.004.16
Omega ratio
The chart of Omega ratio for IKBR, currently valued at 1.56, compared to the broader market0.801.001.201.401.601.802.001.56
Calmar ratio
The chart of Calmar ratio for IKBR, currently valued at 3.22, compared to the broader market0.002.004.006.008.0010.0012.003.22
Martin ratio
The chart of Martin ratio for IKBR, currently valued at 18.74, compared to the broader market0.0010.0020.0030.0040.0050.0018.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.002.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.73, compared to the broader market-2.000.002.004.006.003.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.802.001.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.002.004.006.008.0010.0012.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.01, compared to the broader market0.0010.0020.0030.0040.0050.0017.01

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.392.081.261.884.44
MA
Mastercard Inc
1.652.121.322.165.51
MCD
McDonald's Corporation
1.281.851.241.262.86
MSFT
Microsoft Corporation
1.612.151.282.035.85
NDAQ
Nasdaq, Inc.
2.523.491.461.6215.17
SPGI
S&P Global Inc.
2.513.351.471.569.22
V
Visa Inc.
1.301.701.241.664.26
PG
The Procter & Gamble Company
1.221.731.231.948.59
JNJ
Johnson & Johnson
0.410.701.090.341.20
GWW
W.W. Grainger, Inc.
2.353.111.413.338.38

Sharpe Ratio

The current IKBR Sharpe ratio is 3.22. 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 2.21 to 2.96, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of IKBR 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 Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
3.07
2.80
IKBR
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IKBR granted a 1.26% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IKBR1.26%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
0.43%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
0.40%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
2.20%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.
1.28%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.
0.71%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.
0.75%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
2.31%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
3.03%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.
0.76%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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.59%
-0.20%
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 1.50%.


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

Volatility Chart

The current IKBR volatility is 2.24%, 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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.24%
3.37%
IKBR
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.

PGJNJAAPLMCDGWWNDAQMSFTSPGIVMA
PG1.000.510.280.440.360.350.370.390.350.35
JNJ0.511.000.270.410.360.370.360.390.370.38
AAPL0.280.271.000.320.360.400.540.430.440.46
MCD0.440.410.321.000.360.380.390.430.400.42
GWW0.360.360.360.361.000.420.410.460.400.43
NDAQ0.350.370.400.380.421.000.460.530.460.48
MSFT0.370.360.540.390.410.461.000.510.500.52
SPGI0.390.390.430.430.460.530.511.000.530.53
V0.350.370.440.400.400.460.500.531.000.80
MA0.350.380.460.420.430.480.520.530.801.00
The correlation results are calculated based on daily price changes starting from Mar 20, 2008