Irr Trust
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VTEB Vanguard Tax-Exempt Bond ETF | Municipal Bonds | 30% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 70% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| Irr Trust | -0.02% | 10.40% | 0.41% | 14.31% | 13.41% | N/A |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | 0.15% | 13.96% | 0.68% | 19.99% | 18.52% | 15.20% |
VTEB Vanguard Tax-Exempt Bond ETF | -1.17% | 2.11% | -1.06% | 0.73% | 0.85% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.35% | -1.72% | -6.43% | 1.24% | 5.97% | -0.02% | |||||||
| 2024 | 1.44% | 4.92% | 1.00% | -3.30% | 4.39% | 5.11% | -0.88% | 1.67% | 1.99% | -0.56% | 5.30% | -0.03% | 22.72% |
| 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% | 1.42% | 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% | 29.73% |
| 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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Irr Trust is 52, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.80 | 1.24 | 1.18 | 0.87 | 2.95 |
VTEB Vanguard Tax-Exempt Bond ETF | 0.15 | 0.21 | 1.03 | 0.14 | 0.43 |
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Dividends
Dividend yield
Irr Trust provided a 1.31% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.31% | 1.27% | 1.24% | 1.12% | 0.83% | 1.06% | 1.36% | 1.60% | 1.39% | 1.47% | 1.09% | 0.84% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.47% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.26% | 3.14% | 2.79% | 2.09% | 1.65% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% | 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.
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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 3.06%.
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 |
| -17.38% | Dec 17, 2024 | 76 | Apr 8, 2025 | — | — | — |
| -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 |
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 2 assets, with an effective number of assets of 1.72, 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
| ^GSPC | VTEB | VUG | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.94 | 0.93 |
| VTEB | 0.00 | 1.00 | 0.04 | 0.10 |
| VUG | 0.94 | 0.04 | 1.00 | 0.99 |
| Portfolio | 0.93 | 0.10 | 0.99 | 1.00 |