IBI Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IBI Portfolio, 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 Feb 2, 2021, corresponding to the inception date of C50U.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
IBI Portfolio | 6.03% | 2.09% | 2.98% | 10.98% | N/A | N/A |
Portfolio components: | ||||||
VYM Vanguard High Dividend Yield ETF | 13.43% | 5.15% | 7.65% | 20.97% | 10.77% | 9.77% |
CNDX.L iShares NASDAQ 100 UCITS ETF | 11.78% | 3.89% | 3.47% | 23.12% | 19.58% | 17.17% |
SPXS Direxion Daily S&P 500 Bear 3X Shares | -31.52% | -13.80% | -14.86% | -42.53% | -45.52% | -39.11% |
SXLK.AS SPDR S&P U.S. Technology Select Sector UCITS ETF | 9.85% | 3.95% | -0.07% | 20.02% | 28.78% | N/A |
STYC.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc | 5.89% | 1.93% | 4.75% | 11.74% | 4.39% | N/A |
ICBU.L iShares USD Intermediate Credit Bond UCITS ETF | 4.86% | 1.65% | 4.94% | 10.16% | 1.52% | N/A |
MXUS.L Invesco MSCI USA UCITS ETF | 15.11% | 4.88% | 6.82% | 24.45% | 14.66% | 12.19% |
EMVL.L iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 12.20% | 5.38% | 7.29% | 21.13% | 7.18% | N/A |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 10.66% | 6.73% | 6.98% | 19.22% | 15.07% | 12.97% |
IEF iShares 7-10 Year Treasury Bond ETF | 4.27% | 1.65% | 5.08% | 9.07% | -0.95% | 1.41% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 1.60% | -0.97% | -4.50% | -8.24% | 6.51% | -3.95% |
VNRT.AS Vanguard FTSE North America UCITS ETF | 16.16% | 5.35% | 7.28% | 24.56% | 13.85% | N/A |
C50U.L Amundi EURO STOXX 50 UCITS ETF DR USD (C) | 9.25% | 6.94% | 0.44% | 21.18% | N/A | N/A |
UC81.L UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 4.99% | 1.43% | 4.37% | 9.11% | 0.43% | N/A |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.60% | 0.42% | 2.60% | 5.36% | 2.14% | 1.46% |
Monthly Returns
The table below presents the monthly returns of IBI Portfolio, 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 | 0.58% | 1.19% | 1.86% | -0.95% | 0.91% | 1.85% | 0.43% | 0.81% | 6.03% | ||||
2023 | 3.81% | -1.19% | 2.19% | 0.59% | -0.16% | 2.63% | 2.32% | -1.02% | -1.26% | -1.79% | 4.24% | 3.15% | 14.09% |
2022 | -1.42% | -0.77% | 0.31% | -2.64% | -0.22% | -3.62% | 3.00% | -2.18% | -4.31% | 1.78% | 3.39% | -1.18% | -7.90% |
2021 | 0.67% | 0.86% | 2.21% | 0.68% | 1.04% | 0.37% | 0.65% | -1.16% | 1.34% | -1.23% | 3.26% | 8.95% |
Expense Ratio
IBI Portfolio features an expense ratio of 0.31%, 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 risk-adjusted rank of IBI Portfolio is 81, placing it in the top 19% 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.
Dividends
Dividend yield
IBI Portfolio granted a 1.91% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
IBI Portfolio | 1.91% | 1.66% | 0.83% | 0.61% | 0.90% | 1.17% | 1.09% | 0.73% | 0.64% | 0.66% | 0.42% | 0.37% |
Portfolio components: | ||||||||||||
VYM Vanguard High Dividend Yield ETF | 2.85% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
CNDX.L iShares NASDAQ 100 UCITS ETF | 0.03% | 0.05% | 0.06% | 0.03% | 0.04% | 0.07% | 0.06% | 0.30% | 0.16% | 0.16% | 0.19% | 0.16% |
SPXS Direxion Daily S&P 500 Bear 3X Shares | 6.73% | 5.66% | 0.00% | 0.00% | 0.51% | 1.74% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SXLK.AS SPDR S&P U.S. Technology Select 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% |
STYC.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF 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% |
ICBU.L iShares USD Intermediate Credit Bond UCITS ETF | 3.75% | 2.77% | 1.93% | 1.93% | 2.78% | 2.93% | 2.65% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% |
MXUS.L Invesco MSCI USA 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% |
EMVL.L iShares Edge MSCI EM Value Factor 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% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.78% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.25% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNRT.AS Vanguard FTSE North America UCITS ETF | 1.08% | 1.25% | 1.45% | 1.00% | 1.42% | 1.44% | 1.77% | 1.64% | 1.58% | 1.70% | 0.00% | 0.00% |
C50U.L Amundi EURO STOXX 50 UCITS ETF DR USD (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UC81.L UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis | 5.00% | 3.28% | 1.36% | 1.58% | 2.75% | 2.90% | 2.20% | 2.16% | 1.86% | 0.84% | 0.00% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.24% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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 IBI Portfolio. 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 IBI Portfolio was 12.24%, occurring on Sep 27, 2022. Recovery took 205 trading sessions.
The current IBI Portfolio drawdown is 1.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-12.24% | Jan 14, 2022 | 182 | Sep 27, 2022 | 205 | Jul 13, 2023 | 387 |
-4.08% | Aug 1, 2023 | 65 | Oct 30, 2023 | 21 | Nov 28, 2023 | 86 |
-2.93% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
-2.44% | Nov 9, 2021 | 16 | Nov 30, 2021 | 17 | Dec 23, 2021 | 33 |
-2.43% | Feb 16, 2021 | 14 | Mar 5, 2021 | 21 | Apr 6, 2021 | 35 |
Volatility
Volatility Chart
The current IBI Portfolio volatility is 1.44%, 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
BIL | UC81.L | IEF | GSG | ICBU.L | VYM | EMVL.L | STYC.L | MOAT | C50U.L | SPXS | SXLK.AS | CNDX.L | VNRT.AS | MXUS.L | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIL | 1.00 | 0.04 | 0.06 | -0.04 | 0.08 | -0.02 | 0.08 | 0.02 | 0.00 | 0.02 | 0.00 | 0.00 | -0.01 | -0.02 | -0.02 |
UC81.L | 0.04 | 1.00 | 0.42 | 0.06 | 0.37 | 0.20 | -0.05 | 0.13 | 0.25 | -0.08 | -0.25 | 0.05 | -0.02 | 0.08 | -0.06 |
IEF | 0.06 | 0.42 | 1.00 | -0.08 | 0.60 | 0.02 | 0.04 | 0.30 | 0.13 | 0.05 | -0.09 | 0.09 | 0.08 | 0.12 | 0.06 |
GSG | -0.04 | 0.06 | -0.08 | 1.00 | 0.00 | 0.32 | 0.25 | 0.19 | 0.21 | 0.20 | -0.22 | 0.12 | 0.11 | 0.20 | 0.19 |
ICBU.L | 0.08 | 0.37 | 0.60 | 0.00 | 1.00 | 0.13 | 0.19 | 0.47 | 0.21 | 0.22 | -0.18 | 0.17 | 0.22 | 0.20 | 0.22 |
VYM | -0.02 | 0.20 | 0.02 | 0.32 | 0.13 | 1.00 | 0.36 | 0.39 | 0.81 | 0.46 | -0.80 | 0.37 | 0.33 | 0.49 | 0.45 |
EMVL.L | 0.08 | -0.05 | 0.04 | 0.25 | 0.19 | 0.36 | 1.00 | 0.51 | 0.41 | 0.67 | -0.40 | 0.52 | 0.59 | 0.56 | 0.60 |
STYC.L | 0.02 | 0.13 | 0.30 | 0.19 | 0.47 | 0.39 | 0.51 | 1.00 | 0.44 | 0.60 | -0.43 | 0.52 | 0.61 | 0.60 | 0.66 |
MOAT | 0.00 | 0.25 | 0.13 | 0.21 | 0.21 | 0.81 | 0.41 | 0.44 | 1.00 | 0.49 | -0.90 | 0.50 | 0.48 | 0.54 | 0.52 |
C50U.L | 0.02 | -0.08 | 0.05 | 0.20 | 0.22 | 0.46 | 0.67 | 0.60 | 0.49 | 1.00 | -0.48 | 0.60 | 0.68 | 0.70 | 0.77 |
SPXS | 0.00 | -0.25 | -0.09 | -0.22 | -0.18 | -0.80 | -0.40 | -0.43 | -0.90 | -0.48 | 1.00 | -0.59 | -0.56 | -0.59 | -0.56 |
SXLK.AS | 0.00 | 0.05 | 0.09 | 0.12 | 0.17 | 0.37 | 0.52 | 0.52 | 0.50 | 0.60 | -0.59 | 1.00 | 0.87 | 0.83 | 0.80 |
CNDX.L | -0.01 | -0.02 | 0.08 | 0.11 | 0.22 | 0.33 | 0.59 | 0.61 | 0.48 | 0.68 | -0.56 | 0.87 | 1.00 | 0.83 | 0.92 |
VNRT.AS | -0.02 | 0.08 | 0.12 | 0.20 | 0.20 | 0.49 | 0.56 | 0.60 | 0.54 | 0.70 | -0.59 | 0.83 | 0.83 | 1.00 | 0.88 |
MXUS.L | -0.02 | -0.06 | 0.06 | 0.19 | 0.22 | 0.45 | 0.60 | 0.66 | 0.52 | 0.77 | -0.56 | 0.80 | 0.92 | 0.88 | 1.00 |