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Irr Trust

Last updated Mar 2, 2024

Asset Allocation


VTEB 30%VUG 70%BondBondEquityEquity
PositionCategory/SectorWeight
VTEB
Vanguard Tax-Exempt Bond ETF
Municipal Bonds

30%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

70%

S&P 500

Performance

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


120.00%130.00%140.00%150.00%160.00%170.00%180.00%OctoberNovemberDecember2024FebruaryMarch
178.22%
175.06%
Irr Trust
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Irr Trust7.26%5.74%14.53%34.86%13.70%N/A
VUG
Vanguard Growth ETF
10.52%8.18%19.03%48.86%18.39%14.78%
VTEB
Vanguard Tax-Exempt Bond ETF
-0.20%0.04%4.33%5.82%1.98%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.44%4.99%
2023-1.09%-4.81%-1.58%9.84%3.83%

Sharpe Ratio

The current Irr Trust Sharpe ratio is 3.11. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.11

The Sharpe ratio of Irr Trust is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.11
2.44
Irr Trust
Benchmark (^GSPC)
Portfolio components

Dividend yield

Irr Trust granted a 1.23% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Irr Trust1.23%1.24%1.12%0.83%1.06%1.36%1.60%1.39%1.47%1.09%0.84%0.84%
VUG
Vanguard Growth ETF
0.52%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
2.87%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%0.00%0.00%

Expense Ratio

The Irr Trust has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.05%
0.00%2.15%
0.04%
0.00%2.15%

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
^GSPC
S&P 500
2.44
Irr Trust
3.11
VUG
Vanguard Growth ETF
3.17
VTEB
Vanguard Tax-Exempt Bond ETF
1.31

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VTEBVUG
VTEB1.000.02
VUG0.021.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Irr Trust
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.82%Dec 28, 2021216Nov 3, 2022305Jan 24, 2024521
-25.95%Feb 20, 202022Mar 20, 202054Jun 8, 202076
-15.13%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-9.96%Nov 4, 201568Feb 11, 201677Jun 2, 2016145
-8.35%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility Chart

The current Irr Trust volatility is 3.64%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.64%
3.47%
Irr Trust
Benchmark (^GSPC)
Portfolio components
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