Boris IBKR
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 16.9% |
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF | Technology Equities | 15.6% |
ROAI.DE Lyxor MSCI Robotics & AI ESG Filtered UCITS ETF Acc | Technology Equities | 13.3% |
EEMA iShares MSCI Emerging Markets Asia ETF | Asia Pacific Equities | 13.2% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 12.5% |
INTC Intel Corporation | Technology | 12.3% |
LCJP.L Amundi MSCI Japan UCITS ETF Acc | Japan Equities | 9.7% |
AAPL Apple Inc. | Technology | 4.7% |
IBKR Interactive Brokers Group, Inc. | Financial Services | 1.8% |
Performance
The chart shows the growth of an initial investment of $10,000 in Boris IBKR, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 9.95% | N/A |
| Boris IBKR | -0.20% | 9.29% | 31.82% | 29.30% | 16.18% | N/A |
| Portfolio components: | ||||||
AMD Advanced Micro Devices, Inc. | -5.04% | 0.06% | 54.92% | 34.72% | 32.85% | N/A |
AAPL Apple Inc. | -0.98% | 10.72% | 35.64% | 14.84% | 31.44% | N/A |
EEMA iShares MSCI Emerging Markets Asia ETF | 0.36% | -2.35% | 1.41% | 6.12% | 0.96% | N/A |
IBKR Interactive Brokers Group, Inc. | -0.63% | 14.19% | 25.77% | 36.10% | 19.67% | N/A |
INTC Intel Corporation | 5.47% | 20.42% | 33.88% | 25.96% | -7.03% | N/A |
LCJP.L Amundi MSCI Japan UCITS ETF Acc | 5.27% | 10.92% | 15.93% | 25.47% | 4.04% | N/A |
ROAI.DE Lyxor MSCI Robotics & AI ESG Filtered UCITS ETF Acc | -0.20% | 8.55% | 22.40% | 22.89% | 11.07% | N/A |
SMH VanEck Vectors Semiconductor ETF | -3.95% | 11.04% | 41.55% | 46.41% | 26.51% | N/A |
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF | -0.08% | 19.01% | 39.28% | 37.13% | 18.21% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| IBKR | LCJP.L | INTC | AMD | AAPL | WITS.AS | ROAI.DE | EEMA | SMH | |
|---|---|---|---|---|---|---|---|---|---|
| IBKR | 1.00 | 0.28 | 0.35 | 0.33 | 0.36 | 0.30 | 0.33 | 0.45 | 0.45 |
| LCJP.L | 0.28 | 1.00 | 0.37 | 0.30 | 0.34 | 0.57 | 0.61 | 0.53 | 0.45 |
| INTC | 0.35 | 0.37 | 1.00 | 0.57 | 0.55 | 0.40 | 0.41 | 0.53 | 0.74 |
| AMD | 0.33 | 0.30 | 0.57 | 1.00 | 0.58 | 0.43 | 0.43 | 0.49 | 0.80 |
| AAPL | 0.36 | 0.34 | 0.55 | 0.58 | 1.00 | 0.50 | 0.44 | 0.51 | 0.68 |
| WITS.AS | 0.30 | 0.57 | 0.40 | 0.43 | 0.50 | 1.00 | 0.86 | 0.49 | 0.53 |
| ROAI.DE | 0.33 | 0.61 | 0.41 | 0.43 | 0.44 | 0.86 | 1.00 | 0.56 | 0.55 |
| EEMA | 0.45 | 0.53 | 0.53 | 0.49 | 0.51 | 0.49 | 0.56 | 1.00 | 0.66 |
| SMH | 0.45 | 0.45 | 0.74 | 0.80 | 0.68 | 0.53 | 0.55 | 0.66 | 1.00 |
Dividend yield
Boris IBKR granted a 0.90% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Boris IBKR | 0.90% | 1.40% | 0.87% | 0.85% | 1.42% | 1.29% | 1.09% | 1.04% | 1.56% | 1.08% | 1.59% | 2.46% |
| Portfolio components: | ||||||||||||
AMD Advanced Micro Devices, 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% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
EEMA iShares MSCI Emerging Markets Asia ETF | 1.72% | 1.79% | 2.23% | 1.20% | 1.95% | 2.32% | 1.90% | 1.94% | 2.77% | 1.55% | 2.85% | 1.87% |
IBKR Interactive Brokers Group, Inc. | 0.44% | 0.55% | 0.50% | 0.67% | 0.88% | 0.76% | 0.70% | 1.15% | 0.97% | 1.47% | 1.79% | 11.19% |
INTC Intel Corporation | 2.83% | 5.63% | 2.86% | 2.88% | 2.35% | 2.92% | 2.73% | 3.45% | 3.47% | 3.18% | 4.59% | 5.80% |
LCJP.L Amundi MSCI Japan UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ROAI.DE Lyxor MSCI Robotics & AI ESG Filtered UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 1.67% | 2.37% | 1.04% | 1.42% | 6.29% | 4.18% | 3.31% | 1.92% | 5.19% | 2.93% | 4.02% | 9.94% |
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF | 0.56% | 0.82% | 0.42% | 0.74% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Boris IBKR has a high expense ratio of 0.21%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 0.60 | ||||
AAPL Apple Inc. | 0.51 | ||||
EEMA iShares MSCI Emerging Markets Asia ETF | 0.16 | ||||
IBKR Interactive Brokers Group, Inc. | 1.12 | ||||
INTC Intel Corporation | 0.54 | ||||
LCJP.L Amundi MSCI Japan UCITS ETF Acc | 1.06 | ||||
ROAI.DE Lyxor MSCI Robotics & AI ESG Filtered UCITS ETF Acc | 0.83 | ||||
SMH VanEck Vectors Semiconductor ETF | 1.29 | ||||
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF | 1.80 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Boris IBKR. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Boris IBKR is 44.03%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.03% | Dec 28, 2021 | 208 | Oct 14, 2022 | — | — | — |
| -30.42% | Feb 20, 2020 | 20 | Mar 18, 2020 | 77 | Jul 6, 2020 | 97 |
| -12.23% | Feb 16, 2021 | 61 | May 12, 2021 | 56 | Jul 29, 2021 | 117 |
| -9.94% | Sep 3, 2020 | 15 | Sep 23, 2020 | 42 | Nov 20, 2020 | 57 |
| -7.62% | Sep 7, 2021 | 20 | Oct 4, 2021 | 13 | Oct 21, 2021 | 33 |
Volatility Chart
The current Boris IBKR volatility is 4.72%, 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.