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Interactive broker
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

Asset Allocation


GOOG 54.79%BRK-B 15.17%BABA 8.54%NU 5.88%PBR 4.82%BAC 4.49%AMZN 3.2%VALE 1.72%EBR 1.39%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical

3.20%

BABA
Alibaba Group Holding Limited
Consumer Cyclical

8.54%

BAC
Bank of America Corporation
Financial Services

4.49%

BRK-B
Berkshire Hathaway Inc.
Financial Services

15.17%

EBR
Centrais Elétricas Brasileiras S.A. - Eletrobrás
Utilities

1.39%

GOOG
Alphabet Inc.
Communication Services

54.79%

NU
Nu Holdings Ltd.
Financial Services

5.88%

PBR
Petróleo Brasileiro S.A. - Petrobras
Energy

4.82%

VALE
Vale S.A.
Basic Materials

1.72%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Mar 28, 2023BuyVale S.A.6$15.23
Mar 28, 2023BuyPetróleo Brasileiro S.A. - Petrobras18$9.00
Mar 28, 2023BuyCentrais Elétricas Brasileiras S.A. - Eletrobrás24$6.58
Mar 27, 2023BuyBank of America Corporation12$28.57
Mar 23, 2023BuyPetróleo Brasileiro S.A. - Petrobras10$8.83
Mar 23, 2023BuyAlibaba Group Holding Limited10$87.83
Mar 20, 2023BuyPetróleo Brasileiro S.A. - Petrobras9$8.84
Mar 20, 2023BuyBerkshire Hathaway Inc.3$300.89
Mar 20, 2023BuyAlibaba Group Holding Limited3$80.96
Mar 6, 2023BuyVale S.A.12$17.17

1–10 of 18

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Interactive broker, 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


20.00%30.00%40.00%50.00%60.00%70.00%FebruaryMarchAprilMayJuneJuly
60.08%
33.10%
Interactive broker
Benchmark (^GSPC)
Portfolio components

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Interactive broker19.68%3.48%17.65%31.19%N/AN/A
GOOG
Alphabet Inc.
27.44%1.67%21.37%50.25%26.07%19.78%
AMZN
Amazon.com, Inc.
20.53%0.18%17.89%40.91%13.29%26.14%
NU
Nu Holdings Ltd.
61.70%15.23%46.89%74.94%N/AN/A
BRK-B
Berkshire Hathaway Inc.
21.82%6.50%18.39%25.35%16.13%12.99%
VALE
Vale S.A.
-28.04%-2.24%-17.29%-13.66%3.98%3.26%
BABA
Alibaba Group Holding Limited
-2.06%1.09%9.35%-16.30%-14.98%N/A
PBR
Petróleo Brasileiro S.A. - Petrobras
2.88%8.10%4.38%29.59%21.85%9.47%
BAC
Bank of America Corporation
29.09%7.28%34.90%39.40%10.58%12.99%
EBR
Centrais Elétricas Brasileiras S.A. - Eletrobrás
-22.07%2.62%-20.97%-14.54%-5.89%9.78%

Monthly Returns

The table below presents the monthly returns of Interactive broker, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.91%2.23%4.76%3.25%4.31%2.14%19.68%
2023-5.69%15.84%0.21%6.81%3.13%9.41%-1.05%-3.06%-3.07%4.75%4.08%33.76%

Expense Ratio

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 rank of Interactive broker is 54, 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.


The Risk-Adjusted Performance Rank of Interactive broker is 5454
Interactive broker
The Sharpe Ratio Rank of Interactive broker is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of Interactive broker is 3232Sortino Ratio Rank
The Omega Ratio Rank of Interactive broker is 3939Omega Ratio Rank
The Calmar Ratio Rank of Interactive broker is 8484Calmar Ratio Rank
The Martin Ratio Rank of Interactive broker is 7979Martin 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.


Interactive broker
Sharpe ratio
The chart of Sharpe ratio for Interactive broker, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.005.001.65
Sortino ratio
The chart of Sortino ratio for Interactive broker, currently valued at 2.23, compared to the broader market-2.000.002.004.006.002.23
Omega ratio
The chart of Omega ratio for Interactive broker, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for Interactive broker, currently valued at 3.29, compared to the broader market0.002.004.006.008.0010.003.29
Martin ratio
The chart of Martin ratio for Interactive broker, currently valued at 10.67, compared to the broader market0.0010.0020.0030.0040.0010.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOG
Alphabet Inc.
1.692.221.323.2210.27
AMZN
Amazon.com, Inc.
1.271.961.232.027.25
NU
Nu Holdings Ltd.
2.172.871.354.5812.45
BRK-B
Berkshire Hathaway Inc.
2.143.081.372.577.69
VALE
Vale S.A.
-0.49-0.580.94-0.48-0.87
BABA
Alibaba Group Holding Limited
-0.48-0.500.94-0.49-0.73
PBR
Petróleo Brasileiro S.A. - Petrobras
0.951.411.191.573.66
BAC
Bank of America Corporation
1.732.621.311.454.92
EBR
Centrais Elétricas Brasileiras S.A. - Eletrobrás
-0.46-0.450.95-0.51-1.06

Sharpe Ratio

The current Interactive broker Sharpe ratio is 1.78. 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 1.62 to 2.48, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Interactive broker 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 Ratio1.502.002.503.00MarchAprilMayJuneJuly
1.65
1.82
Interactive broker
Benchmark (^GSPC)
Portfolio components

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.58%
-2.86%
Interactive broker
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Interactive broker. 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 broker was 9.00%, occurring on Oct 27, 2023. Recovery took 38 trading sessions.

The current Interactive broker drawdown is 0.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9%Sep 15, 202331Oct 27, 202338Dec 21, 202369
-7.25%Feb 16, 20236Feb 24, 202314Mar 16, 202320
-5.73%Jan 30, 202425Mar 5, 202411Mar 20, 202436
-5.59%Aug 1, 202314Aug 18, 202318Sep 14, 202332
-5.28%Apr 17, 202314May 4, 20235May 11, 202319

Volatility

Volatility Chart

The current Interactive broker volatility is 4.06%, 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%7.00%8.00%FebruaryMarchAprilMayJuneJuly
4.06%
2.76%
Interactive broker
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.

PBRGOOGNUEBRAMZNBRK-BBABABACVALE
PBR1.000.040.180.350.070.190.220.270.41
GOOG0.041.000.240.170.580.250.290.140.19
NU0.180.241.000.310.360.240.130.250.20
EBR0.350.170.311.000.190.160.230.220.37
AMZN0.070.580.360.191.000.180.280.130.22
BRK-B0.190.250.240.160.181.000.260.530.28
BABA0.220.290.130.230.280.261.000.280.43
BAC0.270.140.250.220.130.530.281.000.39
VALE0.410.190.200.370.220.280.430.391.00
The correlation results are calculated based on daily price changes starting from Feb 15, 2023