IB CN
IBCN
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 33.33% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33.33% |
VOOV Vanguard S&P 500 Value ETF | Large Cap Value Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IB CN, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Jul 25, 2024, the IB CN returned 14.02% Year-To-Date and 12.99% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| IB CN | 13.54% | -0.81% | 10.88% | 21.60% | 15.05% | 12.98% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 17.61% | -3.87% | 12.95% | 28.29% | 18.43% | 15.86% |
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.67% |
VOOV Vanguard S&P 500 Value ETF | 8.64% | 2.71% | 8.12% | 15.53% | 11.82% | 10.01% |
Monthly Returns
The table below presents the monthly returns of IB CN, 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 | 1.49% | 5.03% | 3.26% | -4.06% | 4.76% | 3.23% | 13.54% | ||||||
| 2023 | 7.74% | -2.24% | 4.46% | 1.58% | 1.67% | 6.66% | 3.44% | -1.81% | -4.87% | -1.83% | 9.96% | 4.84% | 32.54% |
| 2022 | -5.31% | -2.75% | 3.83% | -9.02% | -0.25% | -8.14% | 9.32% | -4.08% | -9.25% | 8.06% | 5.16% | -5.88% | -18.88% |
| 2021 | -1.11% | 3.03% | 4.26% | 5.52% | 0.46% | 2.48% | 2.19% | 2.86% | -4.46% | 6.83% | -1.20% | 4.27% | 27.52% |
| 2020 | 0.03% | -7.98% | -12.70% | 12.68% | 5.02% | 1.65% | 5.79% | 6.81% | -3.39% | -2.41% | 11.27% | 3.82% | 18.96% |
| 2019 | 8.46% | 2.93% | 1.84% | 4.28% | -6.72% | 7.36% | 1.69% | -1.73% | 2.02% | 2.68% | 4.02% | 2.91% | 33.05% |
| 2018 | 5.61% | -3.96% | -2.32% | 0.51% | 2.18% | 0.87% | 3.41% | 3.10% | 0.61% | -6.89% | 1.81% | -8.93% | -4.98% |
| 2017 | 1.99% | 3.98% | -0.16% | 1.06% | 1.17% | 0.87% | 2.04% | 0.05% | 2.11% | 2.18% | 3.19% | 1.33% | 21.61% |
| 2016 | -5.70% | 0.23% | 7.02% | 0.62% | 1.56% | -0.01% | 3.80% | 0.32% | 0.09% | -1.96% | 4.29% | 1.80% | 12.14% |
| 2015 | -2.84% | 5.85% | -1.26% | 0.72% | 1.28% | -1.83% | 1.85% | -6.04% | -2.96% | 8.05% | 0.42% | -1.97% | 0.46% |
| 2014 | -3.35% | 4.54% | 0.92% | 0.70% | 2.24% | 2.19% | -1.26% | 3.94% | -1.58% | 2.31% | 2.86% | -0.18% | 13.81% |
| 2013 | 5.55% | 0.99% | 3.72% | 1.83% | 2.64% | -1.30% | 5.27% | -2.96% | 3.37% | 4.54% | 2.91% | 2.49% | 32.79% |
Expense Ratio
IB CN has an expense ratio of 0.06%, which is considered low compared to other funds. 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 rank of IB CN is 72, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 1.68 | 2.29 | 1.30 | 1.79 | 9.29 |
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
VOOV Vanguard S&P 500 Value ETF | 1.38 | 2.01 | 1.24 | 1.35 | 4.19 |
Dividends
Dividend yield
IB CN granted a 1.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IB CN | 1.21% | 1.20% | 1.48% | 1.18% | 1.50% | 1.60% | 1.99% | 1.64% | 1.84% | 1.89% | 1.64% | 1.63% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VOOV Vanguard S&P 500 Value ETF | 1.86% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the IB CN. 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 IB CN was 34.42%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current IB CN drawdown is 3.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.42% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.86% | Jan 4, 2022 | 195 | Oct 12, 2022 | 190 | Jul 18, 2023 | 385 |
| -20.07% | May 2, 2011 | 108 | Oct 3, 2011 | 88 | Feb 8, 2012 | 196 |
| -19.67% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -14.59% | Jul 21, 2015 | 143 | Feb 11, 2016 | 80 | Jun 7, 2016 | 223 |
Volatility
Volatility Chart
The current IB CN volatility is 3.45%, 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
| VOOV | SCHG | VOO | |
|---|---|---|---|
| VOOV | 1.00 | 0.77 | 0.89 |
| SCHG | 0.77 | 1.00 | 0.95 |
| VOO | 0.89 | 0.95 | 1.00 |