Interactive broker
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOG Alphabet Inc. | Communication Services | 50.89% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 15.85% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 12.04% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 6.13% |
NU Nu Holdings Ltd. | Financial Services | 3.79% |
BAC Bank of America Corporation | Financial Services | 3.7% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 2.92% |
VALE Vale S.A. | Basic Materials | 2.76% |
EBR Centrais Elétricas Brasileiras S.A. - Eletrobrás | Utilities | 1.92% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Mar 28, 2023 | Buy | Vale S.A. | 6 | $15.23 |
| Mar 28, 2023 | Buy | Petróleo Brasileiro S.A. - Petrobras | 18 | $9.00 |
| Mar 28, 2023 | Buy | Centrais Elétricas Brasileiras S.A. - Eletrobrás | 24 | $6.58 |
| Mar 27, 2023 | Buy | Bank of America Corporation | 12 | $28.57 |
| Mar 23, 2023 | Buy | Petróleo Brasileiro S.A. - Petrobras | 10 | $8.83 |
| Mar 23, 2023 | Buy | Alibaba Group Holding Limited | 10 | $87.83 |
| Mar 20, 2023 | Buy | Petróleo Brasileiro S.A. - Petrobras | 9 | $8.84 |
| Mar 20, 2023 | Buy | Berkshire Hathaway Inc. | 3 | $300.89 |
| Mar 20, 2023 | Buy | Alibaba Group Holding Limited | 3 | $80.96 |
| Mar 6, 2023 | Buy | Vale S.A. | 12 | $17.17 |
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 6.14% | 6.14% | N/A | N/A |
| Interactive broker | 3.43% | 23.53% | 28.77% | 28.77% | N/A | N/A |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | 4.39% | 29.14% | 38.61% | 38.61% | N/A | N/A |
AMZN Amazon.com, Inc. | 0.45% | 37.07% | 33.74% | 33.74% | N/A | N/A |
NU Nu Holdings Ltd. | -4.63% | 62.27% | 33.78% | 33.78% | N/A | N/A |
BRK-B Berkshire Hathaway Inc. | 4.18% | 22.38% | 18.47% | 18.47% | N/A | N/A |
VALE Vale S.A. | 15.45% | -5.75% | -12.20% | -12.20% | N/A | N/A |
BABA Alibaba Group Holding Limited | -3.20% | 2.50% | -16.82% | -16.82% | N/A | N/A |
PBR Petróleo Brasileiro S.A. - Petrobras | 16.06% | 87.60% | 59.99% | 59.99% | N/A | N/A |
BAC Bank of America Corporation | -1.24% | 4.98% | -17.87% | -17.87% | N/A | N/A |
EBR Centrais Elétricas Brasileiras S.A. - Eletrobrás | 8.81% | 27.28% | 7.63% | 7.63% | N/A | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| NU | EBR | AMZN | PBR | GOOG | BABA | BRK-B | VALE | BAC | |
|---|---|---|---|---|---|---|---|---|---|
| NU | 1.00 | 0.28 | 0.27 | 0.20 | 0.18 | 0.14 | 0.27 | 0.13 | 0.29 |
| EBR | 0.28 | 1.00 | 0.10 | 0.40 | 0.13 | 0.19 | 0.13 | 0.33 | 0.25 |
| AMZN | 0.27 | 0.10 | 1.00 | -0.03 | 0.55 | 0.36 | 0.17 | 0.13 | 0.21 |
| PBR | 0.20 | 0.40 | -0.03 | 1.00 | 0.06 | 0.21 | 0.23 | 0.43 | 0.32 |
| GOOG | 0.18 | 0.13 | 0.55 | 0.06 | 1.00 | 0.34 | 0.29 | 0.14 | 0.21 |
| BABA | 0.14 | 0.19 | 0.36 | 0.21 | 0.34 | 1.00 | 0.24 | 0.41 | 0.37 |
| BRK-B | 0.27 | 0.13 | 0.17 | 0.23 | 0.29 | 0.24 | 1.00 | 0.30 | 0.65 |
| VALE | 0.13 | 0.33 | 0.13 | 0.43 | 0.14 | 0.41 | 0.30 | 1.00 | 0.45 |
| BAC | 0.29 | 0.25 | 0.21 | 0.32 | 0.21 | 0.37 | 0.65 | 0.45 | 1.00 |
Not enough dataExpense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
GOOG Alphabet Inc. | 0.87 | ||||
AMZN Amazon.com, Inc. | 0.22 | ||||
NU Nu Holdings Ltd. | 0.60 | ||||
BRK-B Berkshire Hathaway Inc. | 1.77 | ||||
VALE Vale S.A. | 0.27 | ||||
BABA Alibaba Group Holding Limited | -0.04 | ||||
PBR Petróleo Brasileiro S.A. - Petrobras | 1.21 | ||||
BAC Bank of America Corporation | -0.55 | ||||
EBR Centrais Elétricas Brasileiras S.A. - Eletrobrás | -0.30 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Interactive broker. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Interactive broker is 7.99%, recorded on Feb 24, 2023. It took 14 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.99% | Feb 16, 2023 | 6 | Feb 24, 2023 | 14 | Mar 16, 2023 | 20 |
| -5.59% | Aug 1, 2023 | 14 | Aug 18, 2023 | 18 | Sep 14, 2023 | 32 |
| -5.28% | Apr 17, 2023 | 14 | May 4, 2023 | 5 | May 11, 2023 | 19 |
| -4% | Jun 16, 2023 | 6 | Jun 26, 2023 | 12 | Jul 13, 2023 | 18 |
| -2.91% | Jul 14, 2023 | 5 | Jul 20, 2023 | 4 | Jul 26, 2023 | 9 |
Volatility Chart
The current Interactive broker volatility is 4.80%, 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.