Irr Trust
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
VTEB Vanguard Tax-Exempt Bond ETF | Municipal Bonds | 30% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Irr Trust, 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 Aug 25, 2015, corresponding to the inception date of VTEB
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Irr Trust | 15.02% | 2.92% | 8.59% | 26.04% | 13.73% | N/A |
Portfolio components: | ||||||
VUG Vanguard Growth ETF | 21.13% | 3.84% | 11.44% | 35.14% | 18.88% | 15.11% |
VTEB Vanguard Tax-Exempt Bond ETF | 1.25% | 0.89% | 1.82% | 6.24% | 1.00% | N/A |
Monthly Returns
The table below presents the monthly returns of Irr Trust, 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 | 1.44% | 4.92% | 1.00% | -3.30% | 4.39% | 5.11% | -0.88% | 15.02% | |||||
2023 | 8.07% | -1.67% | 6.23% | 0.64% | 3.48% | 5.11% | 2.38% | -1.09% | -4.81% | -1.58% | 9.84% | 3.83% | 33.70% |
2022 | -7.35% | -3.25% | 1.56% | -9.79% | -1.27% | -6.23% | 9.85% | -4.30% | -8.30% | 2.54% | 4.75% | -5.99% | -25.99% |
2021 | -0.61% | 0.12% | 1.41% | 5.11% | -0.91% | 4.40% | 2.38% | 2.47% | -3.99% | 5.77% | 0.72% | 1.15% | 19.11% |
2020 | 2.72% | -4.26% | -8.40% | 10.19% | 6.05% | 3.72% | 5.79% | 7.04% | -3.45% | -2.24% | 7.72% | 3.20% | 29.72% |
2019 | 6.60% | 2.82% | 2.65% | 3.44% | -4.06% | 4.82% | 1.86% | 0.05% | -0.02% | 1.86% | 2.86% | 2.21% | 27.70% |
2018 | 4.44% | -2.27% | -1.65% | 0.08% | 3.44% | 0.84% | 1.84% | 3.33% | 0.12% | -6.50% | 0.70% | -5.23% | -1.48% |
2017 | 2.54% | 3.27% | 1.00% | 1.75% | 2.43% | -0.37% | 2.02% | 1.07% | 0.59% | 2.07% | 1.62% | 0.88% | 20.53% |
2016 | -4.04% | -0.18% | 5.02% | -0.29% | 1.80% | 0.05% | 3.37% | -0.21% | 0.25% | -2.05% | -0.30% | 1.26% | 4.47% |
2015 | 3.74% | -1.87% | 6.47% | 0.20% | -1.40% | 7.09% |
Expense Ratio
Irr Trust has an expense ratio of 0.04%, 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 Irr Trust is 57, 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 | |
---|---|---|---|---|---|
VUG Vanguard Growth ETF | 2.14 | 2.81 | 1.38 | 1.94 | 10.28 |
VTEB Vanguard Tax-Exempt Bond ETF | 1.46 | 2.22 | 1.27 | 0.59 | 4.64 |
Dividends
Dividend yield
Irr Trust granted a 1.25% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Irr Trust | 1.25% | 1.24% | 1.12% | 0.83% | 1.06% | 1.36% | 1.60% | 1.39% | 1.47% | 1.09% | 0.84% | 0.84% |
Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.50% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.01% | 2.79% | 2.09% | 1.64% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Irr Trust. 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 Irr Trust was 28.82%, occurring on Nov 3, 2022. Recovery took 305 trading sessions.
The current Irr Trust drawdown is 2.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-28.82% | Dec 28, 2021 | 216 | Nov 3, 2022 | 305 | Jan 24, 2024 | 521 |
-25.95% | Feb 20, 2020 | 22 | Mar 20, 2020 | 54 | Jun 8, 2020 | 76 |
-15.13% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
-9.96% | Nov 4, 2015 | 68 | Feb 11, 2016 | 77 | Jun 2, 2016 | 145 |
-8.72% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current Irr Trust volatility is 5.09%, 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
VTEB | VUG | |
---|---|---|
VTEB | 1.00 | 0.03 |
VUG | 0.03 | 1.00 |