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Boris IBKR

Last updated Sep 21, 2023

Asset Allocation


AMD 16.9%WITS.AS 15.6%ROAI.DE 13.3%EEMA 13.2%SMH 12.5%INTC 12.3%LCJP.L 9.7%AAPL 4.7%IBKR 1.8%EquityEquity
PositionCategory/SectorWeight
AMD
Advanced Micro Devices, Inc.
Technology16.9%
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
Technology Equities15.6%
ROAI.DE
Lyxor MSCI Robotics & AI ESG Filtered UCITS ETF Acc
Technology Equities13.3%
EEMA
iShares MSCI Emerging Markets Asia ETF
Asia Pacific Equities13.2%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities12.5%
INTC
Intel Corporation
Technology12.3%
LCJP.L
Amundi MSCI Japan UCITS ETF Acc
Japan Equities9.7%
AAPL
Apple Inc.
Technology4.7%
IBKR
Interactive Brokers Group, Inc.
Financial Services1.8%

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


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
10.28%
10.86%
Boris IBKR
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%9.95%N/A
Boris IBKR-0.20%9.29%31.82%29.30%16.18%N/A
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

IBKRLCJP.LINTCAMDAAPLWITS.ASROAI.DEEEMASMH
IBKR1.000.280.350.330.360.300.330.450.45
LCJP.L0.281.000.370.300.340.570.610.530.45
INTC0.350.371.000.570.550.400.410.530.74
AMD0.330.300.571.000.580.430.430.490.80
AAPL0.360.340.550.581.000.500.440.510.68
WITS.AS0.300.570.400.430.501.000.860.490.53
ROAI.DE0.330.610.410.430.440.861.000.560.55
EEMA0.450.530.530.490.510.490.561.000.66
SMH0.450.450.740.800.680.530.550.661.00

Sharpe Ratio

The current Boris IBKR Sharpe ratio is 1.61. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.61

The Sharpe ratio of Boris IBKR 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 Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.61
1.24
Boris IBKR
Benchmark (^GSPC)
Portfolio components

Dividend yield

Boris IBKR granted a 0.90% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Boris IBKR0.90%1.40%0.87%0.85%1.42%1.29%1.09%1.04%1.56%1.08%1.59%2.46%
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.


0.50%
0.00%2.15%
0.40%
0.00%2.15%
0.35%
0.00%2.15%
0.25%
0.00%2.15%
0.12%
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
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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-18.00%
-8.22%
Boris IBKR
Benchmark (^GSPC)
Portfolio components

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, 2021208Oct 14, 2022
-30.42%Feb 20, 202020Mar 18, 202077Jul 6, 202097
-12.23%Feb 16, 202161May 12, 202156Jul 29, 2021117
-9.94%Sep 3, 202015Sep 23, 202042Nov 20, 202057
-7.62%Sep 7, 202120Oct 4, 202113Oct 21, 202133

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.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
4.72%
3.27%
Boris IBKR
Benchmark (^GSPC)
Portfolio components