Interactive Brokers Long Term
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BOUYY Bouygues SA ADR | Industrials | 36.70% |
SLHN.SW Swiss Life Holding AG | Financial Services | 63.30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Interactive Brokers Long Term, 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 Dec 29, 2008, corresponding to the inception date of BOUYY
Returns By Period
As of Sep 21, 2024, the Interactive Brokers Long Term returned 16.41% Year-To-Date and 14.70% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Interactive Brokers Long Term | 16.41% | 3.92% | 11.02% | 25.35% | 14.66% | 14.70% |
| Portfolio components: | ||||||
BOUYY Bouygues SA ADR | -0.80% | 1.26% | -8.45% | 4.02% | 6.86% | 6.07% |
SLHN.SW Swiss Life Holding AG | 25.60% | 5.51% | 22.09% | 37.32% | 16.54% | 17.59% |
Monthly Returns
The table below presents the monthly returns of Interactive Brokers Long Term, 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 | 1.80% | 2.86% | -0.94% | -4.19% | 7.31% | -2.61% | 5.80% | 4.36% | 16.41% | ||||
| 2023 | 12.62% | 2.50% | 1.34% | 7.30% | -7.41% | 2.59% | 8.00% | -1.91% | 0.13% | 1.48% | 3.21% | 4.77% | 38.78% |
| 2022 | 1.86% | -1.75% | 2.56% | -1.39% | -2.62% | -12.66% | 4.72% | -1.22% | -13.72% | 8.82% | 8.44% | -2.36% | -11.47% |
| 2021 | -0.61% | 3.11% | -0.83% | 6.51% | 1.91% | -7.23% | 5.53% | 3.75% | -1.74% | 4.08% | -2.21% | 6.25% | 19.06% |
| 2020 | -1.45% | -5.04% | -24.06% | 5.55% | 3.66% | 7.80% | 2.78% | 9.51% | -4.39% | -7.24% | 16.69% | 12.30% | 9.65% |
| 2019 | 4.47% | 6.21% | -0.24% | 6.06% | -1.63% | 4.06% | -0.65% | -1.34% | 1.33% | 2.90% | 3.87% | 1.71% | 29.73% |
| 2018 | 3.78% | -2.09% | -2.70% | 1.75% | -1.99% | -1.94% | 1.46% | 0.76% | 2.16% | -6.58% | 5.91% | -4.10% | -4.19% |
| 2017 | 4.33% | 2.54% | 1.70% | 2.79% | 1.68% | 21.32% | 5.13% | -1.26% | -1.04% | -0.85% | -2.16% | 11.58% | 53.40% |
| 2016 | -4.77% | -2.26% | 5.33% | -1.14% | 1.76% | -7.33% | -5.11% | 6.26% | 2.44% | 1.47% | 2.38% | 1.93% | -0.04% |
| 2015 | -4.17% | 3.90% | 2.63% | -0.40% | 0.26% | -2.89% | 2.03% | -0.57% | -2.88% | 4.45% | 3.63% | 5.85% | 11.85% |
| 2014 | 2.20% | 9.80% | -0.98% | 1.68% | -1.29% | -0.91% | -1.34% | 5.37% | -3.35% | -6.68% | 4.34% | 2.65% | 10.98% |
| 2013 | 7.41% | 6.16% | -6.70% | 6.46% | 4.00% | -2.08% | 6.54% | 2.92% | 11.43% | 6.07% | 2.56% | 0.48% | 54.05% |
Expense Ratio
Interactive Brokers Long Term 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 rank of Interactive Brokers Long Term is 34, 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 | |
|---|---|---|---|---|---|
BOUYY Bouygues SA ADR | 0.30 | 0.59 | 1.07 | 0.34 | 0.85 |
SLHN.SW Swiss Life Holding AG | 2.30 | 2.74 | 1.43 | 3.29 | 9.84 |
Dividends
Dividend yield
Interactive Brokers Long Term granted a 5.09% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Interactive Brokers Long Term | 5.09% | 5.18% | 5.65% | 4.47% | 7.34% | 1.96% | 4.36% | 3.25% | 4.21% | 1.52% | 3.62% | 3.46% |
| Portfolio components: | ||||||||||||
BOUYY Bouygues SA ADR | 5.77% | 5.25% | 6.35% | 5.71% | 11.65% | 4.46% | 5.72% | 3.34% | 6.39% | 0.00% | 5.85% | 5.24% |
SLHN.SW Swiss Life Holding AG | 4.69% | 5.14% | 5.24% | 3.76% | 4.85% | 0.51% | 3.57% | 3.19% | 2.95% | 2.40% | 2.33% | 2.43% |
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 Interactive Brokers Long Term. 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 Interactive Brokers Long Term was 43.84%, occurring on Jun 1, 2012. Recovery took 295 trading sessions.
The current Interactive Brokers Long Term drawdown is 1.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.84% | May 5, 2011 | 272 | Jun 1, 2012 | 295 | Aug 7, 2013 | 567 |
| -36.97% | Jan 8, 2009 | 43 | Mar 9, 2009 | 18 | Apr 2, 2009 | 61 |
| -35.38% | Feb 20, 2020 | 32 | Apr 3, 2020 | 187 | Dec 30, 2020 | 219 |
| -30.46% | Jan 12, 2010 | 124 | Jul 6, 2010 | 142 | Jan 24, 2011 | 266 |
| -30.36% | Jan 18, 2022 | 191 | Oct 12, 2022 | 101 | Mar 6, 2023 | 292 |
Volatility
Volatility Chart
The current Interactive Brokers Long Term volatility is 3.77%, 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
| BOUYY | SLHN.SW | |
|---|---|---|
| BOUYY | 1.00 | 0.20 |
| SLHN.SW | 0.20 | 1.00 |