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Interactive broker

Last updated Sep 21, 2023

Asset Allocation


GOOG 50.89%BRK-B 15.85%BABA 12.04%PBR 6.13%NU 3.79%BAC 3.7%AMZN 2.92%VALE 2.76%EBR 1.92%EquityEquity
PositionCategory/SectorWeight
GOOG
Alphabet Inc.
Communication Services50.89%
BRK-B
Berkshire Hathaway Inc.
Financial Services15.85%
BABA
Alibaba Group Holding Limited
Consumer Cyclical12.04%
PBR
Petróleo Brasileiro S.A. - Petrobras
Energy6.13%
NU
Nu Holdings Ltd.
Financial Services3.79%
BAC
Bank of America Corporation
Financial Services3.7%
AMZN
Amazon.com, Inc.
Consumer Cyclical2.92%
VALE
Vale S.A.
Basic Materials2.76%
EBR
Centrais Elétricas Brasileiras S.A. - Eletrobrás
Utilities1.92%

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

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


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
22.38%
10.86%
Interactive broker
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%6.14%6.14%N/AN/A
Interactive broker3.43%23.53%28.77%28.77%N/AN/A
GOOG
Alphabet Inc.
4.39%29.14%38.61%38.61%N/AN/A
AMZN
Amazon.com, Inc.
0.45%37.07%33.74%33.74%N/AN/A
NU
Nu Holdings Ltd.
-4.63%62.27%33.78%33.78%N/AN/A
BRK-B
Berkshire Hathaway Inc.
4.18%22.38%18.47%18.47%N/AN/A
VALE
Vale S.A.
15.45%-5.75%-12.20%-12.20%N/AN/A
BABA
Alibaba Group Holding Limited
-3.20%2.50%-16.82%-16.82%N/AN/A
PBR
Petróleo Brasileiro S.A. - Petrobras
16.06%87.60%59.99%59.99%N/AN/A
BAC
Bank of America Corporation
-1.24%4.98%-17.87%-17.87%N/AN/A
EBR
Centrais Elétricas Brasileiras S.A. - Eletrobrás
8.81%27.28%7.63%7.63%N/AN/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

NUEBRAMZNPBRGOOGBABABRK-BVALEBAC
NU1.000.280.270.200.180.140.270.130.29
EBR0.281.000.100.400.130.190.130.330.25
AMZN0.270.101.00-0.030.550.360.170.130.21
PBR0.200.40-0.031.000.060.210.230.430.32
GOOG0.180.130.550.061.000.340.290.140.21
BABA0.140.190.360.210.341.000.240.410.37
BRK-B0.270.130.170.230.290.241.000.300.65
VALE0.130.330.130.430.140.410.301.000.45
BAC0.290.250.210.320.210.370.650.451.00

Sharpe Ratio


Chart placeholderNot enough data

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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-2.67%
-4.07%
Interactive broker
Benchmark (^GSPC)
Portfolio components

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, 20236Feb 24, 202314Mar 16, 202320
-5.59%Aug 1, 202314Aug 18, 202318Sep 14, 202332
-5.28%Apr 17, 202314May 4, 20235May 11, 202319
-4%Jun 16, 20236Jun 26, 202312Jul 13, 202318
-2.91%Jul 14, 20235Jul 20, 20234Jul 26, 20239

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
4.80%
3.47%
Interactive broker
Benchmark (^GSPC)
Portfolio components