Depot Max IB
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ALCRB.PA Carbios SAS | Basic Materials | 0.55% |
CACI CACI International Inc | Technology | 1.62% |
CME CME Group Inc. | Financial Services | 1.03% |
DBSDY DBS Group Holdings Ltd ADR | Financial Services | 13.92% |
HABA.DE Hamborner REIT AG | Real Estate | 1.43% |
IONQ IonQ, Inc. | Technology | 7.01% |
JNJ Johnson & Johnson | Healthcare | 3.90% |
LIN Linde plc | Basic Materials | 1.93% |
MAIN Main Street Capital Corporation | Financial Services | 3.40% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 3.05% |
META Meta Platforms, Inc. | Communication Services | 14.89% |
MSFT Microsoft Corporation | Technology | 8.78% |
OKTA Okta, Inc. | Technology | 2.83% |
PG The Procter & Gamble Company | Consumer Defensive | 7.89% |
PLTR Palantir Technologies Inc. | Technology | 11.80% |
RSG Republic Services, Inc. | Industrials | 9.34% |
WM Waste Management, Inc. | Industrials | 6.63% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Depot Max IB, 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 every month.
The earliest data available for this chart is Jan 4, 2021, corresponding to the inception date of IONQ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 0.28% | -0.74% | 12.29% | 15.01% | 10.56% |
| Depot Max IB | 12.18% | 8.06% | 35.16% | 65.08% | N/A | N/A |
| Portfolio components: | ||||||
CME CME Group Inc. | 21.36% | 6.82% | 29.79% | 41.43% | 14.68% | 16.56% |
JNJ Johnson & Johnson | 8.82% | 0.49% | -0.94% | 7.48% | 3.92% | 7.56% |
DBSDY DBS Group Holdings Ltd ADR | 4.93% | -1.98% | 16.44% | 34.20% | 27.52% | 14.18% |
LIN Linde plc | 9.03% | -3.15% | 0.12% | 9.78% | 22.12% | 16.34% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -13.56% | -8.91% | -13.28% | -30.22% | 8.82% | 14.12% |
META Meta Platforms, Inc. | 2.06% | 2.24% | 5.44% | 35.66% | 24.35% | 22.76% |
MSFT Microsoft Corporation | 3.48% | 13.91% | 6.50% | 10.25% | 21.16% | 26.69% |
PG The Procter & Gamble Company | -3.05% | -4.69% | -1.55% | 0.39% | 9.25% | 10.26% |
RSG Republic Services, Inc. | 25.18% | 2.33% | 26.82% | 35.85% | 28.46% | 22.46% |
WM Waste Management, Inc. | 16.36% | -0.26% | 10.10% | 14.56% | 20.98% | 19.34% |
CACI CACI International Inc | 14.63% | 18.38% | -16.29% | 12.70% | 13.03% | 18.02% |
OKTA Okta, Inc. | 43.27% | 7.14% | 54.17% | 18.24% | -5.39% | N/A |
HABA.DE Hamborner REIT AG | 8.39% | 9.11% | 0.91% | 2.09% | 1.00% | 0.76% |
IONQ IonQ, Inc. | -25.98% | 23.43% | 108.22% | 243.56% | N/A | N/A |
PLTR Palantir Technologies Inc. | 64.33% | 42.12% | 196.47% | 451.13% | N/A | N/A |
MAIN Main Street Capital Corporation | -5.98% | -5.87% | 10.30% | 16.73% | 25.98% | 14.19% |
ALCRB.PA Carbios SAS | 27.83% | 36.57% | -20.73% | -65.50% | -6.60% | -3.60% |
Monthly Returns
The table below presents the monthly returns of Depot Max IB, 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 | 6.36% | -1.13% | -2.97% | 5.81% | 3.90% | 12.18% | |||||||
| 2024 | 0.48% | 14.29% | 0.88% | -3.77% | 2.04% | 3.43% | 0.83% | 5.01% | 5.80% | 4.84% | 19.24% | 1.11% | 66.58% |
| 2023 | 9.66% | 2.01% | 9.79% | 2.24% | 17.01% | 6.65% | 9.61% | -6.85% | -1.76% | -2.74% | 10.91% | 2.23% | 73.31% |
| 2022 | -7.41% | -6.20% | 3.82% | -9.54% | -7.25% | -5.69% | 6.95% | -2.96% | -7.94% | -0.45% | 6.21% | -5.16% | -31.64% |
| 2021 | 5.39% | -1.20% | 4.58% | 5.39% | 0.32% | 3.56% | 0.50% | 4.86% | -4.38% | 8.31% | 0.45% | 1.56% | 32.75% |
Expense Ratio
Depot Max IB has an expense ratio of 0.00%, meaning no management fees are charged. 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
With an overall rank of 97, Depot Max IB is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
CME CME Group Inc. | 2.38 | 3.10 | 1.42 | 2.77 | 10.60 |
JNJ Johnson & Johnson | 0.41 | 0.66 | 1.09 | 0.43 | 1.16 |
DBSDY DBS Group Holdings Ltd ADR | 1.40 | 1.90 | 1.32 | 1.64 | 7.43 |
LIN Linde plc | 0.33 | 0.59 | 1.08 | 0.41 | 1.01 |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.98 | -1.44 | 0.83 | -0.74 | -1.62 |
META Meta Platforms, Inc. | 0.72 | 1.23 | 1.16 | 0.76 | 2.44 |
MSFT Microsoft Corporation | 0.23 | 0.51 | 1.07 | 0.24 | 0.54 |
PG The Procter & Gamble Company | -0.08 | 0.02 | 1.00 | -0.12 | -0.29 |
RSG Republic Services, Inc. | 1.93 | 2.52 | 1.37 | 3.96 | 11.61 |
WM Waste Management, Inc. | 0.61 | 0.93 | 1.14 | 1.02 | 2.29 |
CACI CACI International Inc | 0.25 | 0.56 | 1.08 | 0.19 | 0.39 |
OKTA Okta, Inc. | 0.34 | 0.84 | 1.12 | 0.21 | 0.90 |
HABA.DE Hamborner REIT AG | 0.04 | 0.18 | 1.02 | 0.02 | 0.09 |
IONQ IonQ, Inc. | 2.11 | 2.75 | 1.36 | 3.24 | 9.17 |
PLTR Palantir Technologies Inc. | 7.19 | 5.50 | 1.75 | 10.74 | 37.41 |
MAIN Main Street Capital Corporation | 0.82 | 1.22 | 1.18 | 0.83 | 3.10 |
ALCRB.PA Carbios SAS | -0.77 | -1.07 | 0.86 | -0.70 | -1.14 |
Dividends
Dividend yield
Depot Max IB provided a 1.72% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.72% | 1.77% | 2.06% | 1.86% | 1.26% | 1.48% | 1.87% | 2.37% | 1.58% | 1.91% | 2.08% | 1.96% |
| Portfolio components: | ||||||||||||
CME CME Group Inc. | 3.74% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
JNJ Johnson & Johnson | 3.18% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
DBSDY DBS Group Holdings Ltd ADR | 5.05% | 4.91% | 6.76% | 5.25% | 3.12% | 2.63% | 5.69% | 7.56% | 2.45% | 3.70% | 3.70% | 2.98% |
LIN Linde plc | 1.25% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.62% | 2.05% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% |
META Meta Platforms, Inc. | 0.34% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.73% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
PG The Procter & Gamble Company | 2.54% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
RSG Republic Services, Inc. | 0.91% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% |
WM Waste Management, Inc. | 1.31% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% |
CACI CACI International Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OKTA Okta, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HABA.DE Hamborner REIT AG | 0.00% | 7.62% | 6.90% | 6.98% | 1.40% | 10.44% | 4.71% | 5.35% | 4.34% | 4.59% | 3.92% | 4.74% |
IONQ IonQ, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PLTR Palantir Technologies Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MAIN Main Street Capital Corporation | 7.71% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
ALCRB.PA Carbios SAS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 Depot Max IB. 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 Depot Max IB was 39.06%, occurring on Nov 3, 2022. Recovery took 169 trading sessions.
The current Depot Max IB drawdown is 1.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.06% | Nov 18, 2021 | 250 | Nov 3, 2022 | 169 | Jun 30, 2023 | 419 |
| -18.47% | Feb 14, 2025 | 38 | Apr 8, 2025 | — | — | — |
| -11.99% | Aug 2, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
| -8.76% | Jul 11, 2024 | 18 | Aug 5, 2024 | 10 | Aug 19, 2024 | 28 |
| -7.82% | Sep 17, 2021 | 12 | Oct 4, 2021 | 18 | Oct 28, 2021 | 30 |
Volatility
Volatility Chart
The current Depot Max IB volatility is 12.59%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 17 assets, with an effective number of assets of 10.77, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | DBSDY | ALCRB.PA | JNJ | HABA.DE | CME | PG | CACI | MC.PA | IONQ | WM | OKTA | RSG | PLTR | MAIN | META | LIN | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.13 | 0.26 | 0.25 | 0.27 | 0.28 | 0.30 | 0.39 | 0.41 | 0.50 | 0.40 | 0.54 | 0.43 | 0.57 | 0.56 | 0.66 | 0.61 | 0.77 | 0.80 |
| DBSDY | 0.13 | 1.00 | 0.19 | 0.01 | 0.17 | 0.06 | 0.03 | 0.06 | 0.21 | 0.04 | 0.01 | 0.09 | 0.01 | 0.10 | 0.13 | 0.10 | 0.08 | 0.08 | 0.21 |
| ALCRB.PA | 0.26 | 0.19 | 1.00 | 0.07 | 0.23 | 0.10 | 0.03 | 0.10 | 0.34 | 0.15 | 0.07 | 0.17 | 0.10 | 0.18 | 0.21 | 0.14 | 0.19 | 0.17 | 0.25 |
| JNJ | 0.25 | 0.01 | 0.07 | 1.00 | 0.17 | 0.26 | 0.50 | 0.24 | 0.13 | 0.01 | 0.37 | -0.03 | 0.36 | -0.03 | 0.18 | 0.04 | 0.34 | 0.13 | 0.15 |
| HABA.DE | 0.27 | 0.17 | 0.23 | 0.17 | 1.00 | 0.11 | 0.12 | 0.14 | 0.37 | 0.15 | 0.11 | 0.17 | 0.10 | 0.16 | 0.23 | 0.17 | 0.22 | 0.17 | 0.25 |
| CME | 0.28 | 0.06 | 0.10 | 0.26 | 0.11 | 1.00 | 0.32 | 0.20 | 0.12 | 0.09 | 0.35 | 0.09 | 0.36 | 0.10 | 0.23 | 0.11 | 0.28 | 0.17 | 0.23 |
| PG | 0.30 | 0.03 | 0.03 | 0.50 | 0.12 | 0.32 | 1.00 | 0.23 | 0.15 | 0.01 | 0.49 | 0.01 | 0.48 | -0.05 | 0.18 | 0.10 | 0.41 | 0.22 | 0.19 |
| CACI | 0.39 | 0.06 | 0.10 | 0.24 | 0.14 | 0.20 | 0.23 | 1.00 | 0.11 | 0.23 | 0.36 | 0.17 | 0.36 | 0.21 | 0.27 | 0.20 | 0.31 | 0.23 | 0.33 |
| MC.PA | 0.41 | 0.21 | 0.34 | 0.13 | 0.37 | 0.12 | 0.15 | 0.11 | 1.00 | 0.19 | 0.16 | 0.22 | 0.15 | 0.22 | 0.29 | 0.25 | 0.35 | 0.30 | 0.37 |
| IONQ | 0.50 | 0.04 | 0.15 | 0.01 | 0.15 | 0.09 | 0.01 | 0.23 | 0.19 | 1.00 | 0.08 | 0.43 | 0.08 | 0.54 | 0.36 | 0.40 | 0.24 | 0.40 | 0.73 |
| WM | 0.40 | 0.01 | 0.07 | 0.37 | 0.11 | 0.35 | 0.49 | 0.36 | 0.16 | 0.08 | 1.00 | 0.11 | 0.87 | 0.08 | 0.25 | 0.13 | 0.42 | 0.25 | 0.31 |
| OKTA | 0.54 | 0.09 | 0.17 | -0.03 | 0.17 | 0.09 | 0.01 | 0.17 | 0.22 | 0.43 | 0.11 | 1.00 | 0.13 | 0.55 | 0.28 | 0.46 | 0.28 | 0.50 | 0.60 |
| RSG | 0.43 | 0.01 | 0.10 | 0.36 | 0.10 | 0.36 | 0.48 | 0.36 | 0.15 | 0.08 | 0.87 | 0.13 | 1.00 | 0.07 | 0.25 | 0.16 | 0.44 | 0.30 | 0.32 |
| PLTR | 0.57 | 0.10 | 0.18 | -0.03 | 0.16 | 0.10 | -0.05 | 0.21 | 0.22 | 0.54 | 0.08 | 0.55 | 0.07 | 1.00 | 0.37 | 0.48 | 0.25 | 0.46 | 0.79 |
| MAIN | 0.56 | 0.13 | 0.21 | 0.18 | 0.23 | 0.23 | 0.18 | 0.27 | 0.29 | 0.36 | 0.25 | 0.28 | 0.25 | 0.37 | 1.00 | 0.33 | 0.38 | 0.36 | 0.50 |
| META | 0.66 | 0.10 | 0.14 | 0.04 | 0.17 | 0.11 | 0.10 | 0.20 | 0.25 | 0.40 | 0.13 | 0.46 | 0.16 | 0.48 | 0.33 | 1.00 | 0.34 | 0.62 | 0.70 |
| LIN | 0.61 | 0.08 | 0.19 | 0.34 | 0.22 | 0.28 | 0.41 | 0.31 | 0.35 | 0.24 | 0.42 | 0.28 | 0.44 | 0.25 | 0.38 | 0.34 | 1.00 | 0.43 | 0.45 |
| MSFT | 0.77 | 0.08 | 0.17 | 0.13 | 0.17 | 0.17 | 0.22 | 0.23 | 0.30 | 0.40 | 0.25 | 0.50 | 0.30 | 0.46 | 0.36 | 0.62 | 0.43 | 1.00 | 0.69 |
| Portfolio | 0.80 | 0.21 | 0.25 | 0.15 | 0.25 | 0.23 | 0.19 | 0.33 | 0.37 | 0.73 | 0.31 | 0.60 | 0.32 | 0.79 | 0.50 | 0.70 | 0.45 | 0.69 | 1.00 |