IB
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 Quarterly
The earliest data available for this chart is Oct 31, 2019, corresponding to the inception date of HERO
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
IB | 21.73% | 1.90% | 10.48% | 39.40% | 24.79% | N/A |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 23.64% | 1.79% | 16.67% | 42.02% | 15.76% | 13.26% |
Vanguard Real Estate ETF | 11.11% | -1.36% | 22.28% | 38.62% | 4.09% | 6.10% |
Vanguard FTSE Developed Markets ETF | 7.77% | -4.28% | 5.91% | 24.08% | 6.71% | 5.55% |
Invesco WilderHill Clean Energy ETF | -28.92% | 3.23% | 2.94% | -13.47% | -4.39% | -1.62% |
iShares MSCI China ETF | 23.44% | -1.80% | 20.11% | 21.35% | -1.33% | 1.95% |
Litecoin | 1.62% | 6.73% | -6.94% | 6.83% | 4.68% | 35.41% |
Global X Lithium & Battery Tech ETF | -13.60% | 2.89% | 0.44% | -7.75% | 12.95% | 7.71% |
Global X Video Games & Esports ETF | 16.24% | -3.19% | 20.48% | 31.62% | 9.88% | N/A |
Defiance Next Gen Connectivity ETF | 25.93% | 3.53% | 22.47% | 56.08% | 13.92% | N/A |
Ethereum | 15.63% | -0.80% | -12.43% | 45.74% | 70.34% | N/A |
Invesco DB Commodity Index Tracking Fund | 0.54% | -0.72% | -5.06% | -5.49% | 9.16% | 0.76% |
Invesco DB Base Metals Fund | 13.44% | -0.81% | 2.22% | 20.96% | 8.47% | 3.07% |
Bitcoin | 72.06% | 10.79% | 19.93% | 110.77% | 51.21% | 71.74% |
Vanguard Total Bond Market ETF | 2.14% | -2.57% | 5.38% | 10.54% | -0.26% | 1.47% |
Monthly Returns
The table below presents the monthly returns of 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.56% | 12.23% | 7.09% | -6.88% | 6.35% | -1.11% | 0.43% | -1.81% | 3.92% | 21.73% | |||
2023 | 15.14% | -2.81% | 5.70% | 0.17% | -1.52% | 6.86% | 0.53% | -6.64% | -2.43% | 1.57% | 7.40% | 6.27% | 32.35% |
2022 | -8.84% | 0.85% | 3.74% | -10.33% | -4.35% | -12.40% | 11.61% | -5.66% | -8.62% | 5.04% | 4.76% | -5.68% | -28.44% |
2021 | 7.78% | 8.44% | 11.14% | 8.98% | -5.77% | -2.12% | 4.15% | 6.92% | -5.70% | 14.03% | -0.44% | -5.45% | 47.15% |
2020 | 10.11% | -3.85% | -18.51% | 16.31% | 5.61% | 1.28% | 13.53% | 7.25% | -6.45% | 4.30% | 22.57% | 17.25% | 83.27% |
2019 | -3.01% | 0.34% | -2.68% |
Expense Ratio
IB has an expense ratio of 0.16%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IB is 6, indicating that it is in the bottom 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 2.19 | 2.95 | 1.41 | 1.01 | 13.00 |
Vanguard Real Estate ETF | 1.64 | 2.24 | 1.29 | 0.28 | 7.08 |
Vanguard FTSE Developed Markets ETF | 0.79 | 1.16 | 1.14 | 0.28 | 4.26 |
Invesco WilderHill Clean Energy ETF | -0.49 | -0.51 | 0.95 | -0.17 | -1.35 |
iShares MSCI China ETF | 1.49 | 2.19 | 1.30 | 0.31 | 5.45 |
Litecoin | 0.13 | 0.69 | 1.07 | 0.02 | 0.29 |
Global X Lithium & Battery Tech ETF | 0.20 | 0.55 | 1.06 | 0.02 | 0.50 |
Global X Video Games & Esports ETF | 1.00 | 1.49 | 1.17 | 0.13 | 6.29 |
Defiance Next Gen Connectivity ETF | 1.60 | 2.17 | 1.28 | 0.75 | 6.48 |
Ethereum | -0.27 | 0.03 | 1.00 | 0.00 | -0.67 |
Invesco DB Commodity Index Tracking Fund | 0.11 | 0.26 | 1.03 | 0.01 | 0.34 |
Invesco DB Base Metals Fund | 1.69 | 2.40 | 1.28 | 0.33 | 4.48 |
Bitcoin | 1.12 | 1.81 | 1.18 | 0.98 | 4.65 |
Vanguard Total Bond Market ETF | 1.10 | 1.57 | 1.19 | 0.07 | 4.68 |
Dividends
Dividend yield
IB provided a 1.71% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
IB | 1.71% | 1.84% | 1.37% | 0.99% | 1.11% | 1.48% | 1.62% | 1.34% | 1.45% | 1.39% | 1.37% | 1.33% |
Portfolio components: | ||||||||||||
Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Vanguard Real Estate ETF | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Vanguard FTSE Developed Markets ETF | 2.96% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Invesco WilderHill Clean Energy ETF | 2.66% | 3.68% | 4.21% | 1.71% | 0.44% | 1.45% | 2.89% | 1.28% | 2.68% | 1.53% | 2.96% | 2.18% |
iShares MSCI China ETF | 2.37% | 3.49% | 2.14% | 1.03% | 1.03% | 1.44% | 1.58% | 1.54% | 1.64% | 2.76% | 2.35% | 2.37% |
Litecoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Global X Lithium & Battery Tech ETF | 1.39% | 1.11% | 0.99% | 0.22% | 0.40% | 1.85% | 2.52% | 3.26% | 2.15% | 0.24% | 1.07% | 0.32% |
Global X Video Games & Esports ETF | 0.69% | 0.73% | 0.28% | 0.79% | 0.71% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Defiance Next Gen Connectivity ETF | 0.91% | 1.40% | 0.00% | 1.17% | 0.99% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Invesco DB Commodity Index Tracking Fund | 4.92% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Invesco DB Base Metals Fund | 6.36% | 7.21% | 0.94% | 0.00% | 0.00% | 1.82% | 1.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard Total Bond Market ETF | 3.51% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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 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 IB was 40.22%, occurring on Nov 9, 2022. Recovery took 688 trading sessions.
The current IB drawdown is 0.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-40.22% | Nov 15, 2021 | 360 | Nov 9, 2022 | 688 | Sep 27, 2024 | 1048 |
-36.84% | Feb 15, 2020 | 33 | Mar 18, 2020 | 136 | Aug 1, 2020 | 169 |
-19.61% | May 10, 2021 | 71 | Jul 19, 2021 | 92 | Oct 19, 2021 | 163 |
-12.45% | Sep 2, 2020 | 22 | Sep 23, 2020 | 43 | Nov 5, 2020 | 65 |
-11.88% | Feb 20, 2021 | 9 | Feb 28, 2021 | 13 | Mar 13, 2021 | 22 |
Volatility
Volatility Chart
The current IB volatility is 3.74%, 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
Asset Correlations Table
BND | DBC | DBB | LTC-USD | ETH-USD | BTC-USD | VNQ | MCHI | LIT | PBW | HERO | FIVG | VOO | VEA | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND | 1.00 | -0.05 | 0.00 | 0.05 | 0.04 | 0.04 | 0.22 | 0.02 | 0.05 | 0.10 | 0.15 | 0.09 | 0.10 | 0.10 |
DBC | -0.05 | 1.00 | 0.45 | 0.10 | 0.11 | 0.12 | 0.14 | 0.26 | 0.29 | 0.25 | 0.22 | 0.25 | 0.27 | 0.35 |
DBB | 0.00 | 0.45 | 1.00 | 0.15 | 0.18 | 0.18 | 0.21 | 0.37 | 0.39 | 0.26 | 0.27 | 0.31 | 0.29 | 0.40 |
LTC-USD | 0.05 | 0.10 | 0.15 | 1.00 | 0.77 | 0.74 | 0.17 | 0.19 | 0.23 | 0.23 | 0.23 | 0.25 | 0.24 | 0.25 |
ETH-USD | 0.04 | 0.11 | 0.18 | 0.77 | 1.00 | 0.82 | 0.19 | 0.19 | 0.24 | 0.25 | 0.25 | 0.26 | 0.25 | 0.27 |
BTC-USD | 0.04 | 0.12 | 0.18 | 0.74 | 0.82 | 1.00 | 0.20 | 0.19 | 0.24 | 0.27 | 0.26 | 0.27 | 0.27 | 0.27 |
VNQ | 0.22 | 0.14 | 0.21 | 0.17 | 0.19 | 0.20 | 1.00 | 0.26 | 0.38 | 0.46 | 0.38 | 0.56 | 0.64 | 0.57 |
MCHI | 0.02 | 0.26 | 0.37 | 0.19 | 0.19 | 0.19 | 0.26 | 1.00 | 0.59 | 0.48 | 0.61 | 0.46 | 0.43 | 0.53 |
LIT | 0.05 | 0.29 | 0.39 | 0.23 | 0.24 | 0.24 | 0.38 | 0.59 | 1.00 | 0.65 | 0.55 | 0.55 | 0.55 | 0.59 |
PBW | 0.10 | 0.25 | 0.26 | 0.23 | 0.25 | 0.27 | 0.46 | 0.48 | 0.65 | 1.00 | 0.56 | 0.63 | 0.59 | 0.57 |
HERO | 0.15 | 0.22 | 0.27 | 0.23 | 0.25 | 0.26 | 0.38 | 0.61 | 0.55 | 0.56 | 1.00 | 0.63 | 0.59 | 0.61 |
FIVG | 0.09 | 0.25 | 0.31 | 0.25 | 0.26 | 0.27 | 0.56 | 0.46 | 0.55 | 0.63 | 0.63 | 1.00 | 0.84 | 0.71 |
VOO | 0.10 | 0.27 | 0.29 | 0.24 | 0.25 | 0.27 | 0.64 | 0.43 | 0.55 | 0.59 | 0.59 | 0.84 | 1.00 | 0.77 |
VEA | 0.10 | 0.35 | 0.40 | 0.25 | 0.27 | 0.27 | 0.57 | 0.53 | 0.59 | 0.57 | 0.61 | 0.71 | 0.77 | 1.00 |