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Interactive broker
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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


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Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
Interactive broker-3.30%4.55%-3.69%3.96%N/AN/A
GOOG
Alphabet Inc
-18.84%-0.64%-13.97%-8.91%17.25%19.39%
AMZN
Amazon.com, Inc.
-12.00%6.53%-7.26%2.98%9.93%24.71%
NU
Nu Holdings Ltd.
23.84%25.17%-15.76%9.10%N/AN/A
BRK-B
Berkshire Hathaway Inc.
13.34%-0.40%10.86%24.68%24.17%13.58%
VALE
Vale S.A.
9.69%5.17%-7.31%-18.17%13.62%9.63%
BABA
Alibaba Group Holding Limited
47.81%20.30%33.06%57.92%-9.04%3.89%
PBR
Petróleo Brasileiro S.A. - Petrobras
-6.20%6.75%-5.04%-19.72%41.62%14.71%
BAC
Bank of America Corporation
-4.31%16.57%-6.30%11.37%16.00%12.14%
EBR
Centrais Elétricas Brasileiras S.A. - Eletrobrás
37.05%11.51%29.22%10.10%19.54%14.89%
*Annualized

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
20258.65%-5.67%-4.28%-0.19%-1.26%-3.30%
20240.89%2.22%4.78%3.35%4.49%2.39%-1.61%1.03%2.07%0.66%-0.91%3.40%25.03%
2023-5.69%15.94%0.76%6.79%3.48%9.33%-0.76%-3.02%-3.03%5.05%4.16%35.92%

Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Interactive broker is 10, meaning it’s performing worse than 90% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Interactive broker is 1010
Overall Rank
The Sharpe Ratio Rank of Interactive broker is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of Interactive broker is 99
Sortino Ratio Rank
The Omega Ratio Rank of Interactive broker is 99
Omega Ratio Rank
The Calmar Ratio Rank of Interactive broker is 1111
Calmar Ratio Rank
The Martin Ratio Rank of Interactive broker is 1111
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOG
Alphabet Inc
-0.32-0.280.97-0.35-0.77
AMZN
Amazon.com, Inc.
0.060.331.040.070.20
NU
Nu Holdings Ltd.
0.180.521.070.180.37
BRK-B
Berkshire Hathaway Inc.
1.311.871.273.017.59
VALE
Vale S.A.
-0.64-0.830.90-0.47-1.04
BABA
Alibaba Group Holding Limited
1.291.921.241.813.62
PBR
Petróleo Brasileiro S.A. - Petrobras
-0.66-0.720.91-0.75-1.43
BAC
Bank of America Corporation
0.420.801.120.481.44
EBR
Centrais Elétricas Brasileiras S.A. - Eletrobrás
0.300.351.040.080.19

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Interactive broker Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.16
  • All Time: 1.21

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Interactive broker compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

Interactive broker provided a 1.24% dividend yield over the last twelve months.


TTM20242023
Portfolio1.24%1.41%1.56%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$16.83$13.38$0.00$30.20
2024$0.00$2.88$9.79$16.13$26.83$32.56$0.00$20.97$10.12$0.00$0.00$52.03$171.30
2023$0.00$4.16$43.22$1.06$30.87$0.00$27.62$0.00$0.00$31.68$13.00$151.61

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.


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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 19.62%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Interactive broker drawdown is 11.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.62%Feb 5, 202544Apr 8, 2025
-12.15%Jul 11, 202418Aug 5, 202466Nov 6, 202484
-8.9%Sep 15, 202331Oct 27, 202338Dec 21, 202369
-7.25%Feb 16, 20236Feb 24, 202314Mar 16, 202320
-6.03%Nov 8, 202411Nov 22, 202412Dec 11, 202423

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 3.50, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCPBREBRBRK-BBABANUBACVALEAMZNGOOGPortfolio
^GSPC1.000.220.280.490.350.460.520.370.650.600.70
PBR0.221.000.400.180.220.230.260.450.100.090.28
EBR0.280.401.000.210.250.310.240.420.200.210.37
BRK-B0.490.180.211.000.210.250.560.260.180.220.38
BABA0.350.220.250.211.000.180.200.460.260.280.54
NU0.460.230.310.250.181.000.310.220.400.320.45
BAC0.520.260.240.560.200.311.000.310.220.200.35
VALE0.370.450.420.260.460.220.311.000.200.210.43
AMZN0.650.100.200.180.260.400.220.201.000.610.62
GOOG0.600.090.210.220.280.320.200.210.611.000.89
Portfolio0.700.280.370.380.540.450.350.430.620.891.00
The correlation results are calculated based on daily price changes starting from Feb 15, 2023