IB2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IB2, 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 3 months.
The earliest data available for this chart is Mar 4, 2019, corresponding to the inception date of FIVG
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 0.00% | -2.50% | 6.76% | 23.31% | 12.57% | 11.09% |
IB2 | 0.00% | -5.76% | 18.02% | 54.15% | 36.31% | N/A |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 0.00% | -1.94% | 7.90% | 25.48% | 14.40% | 13.16% |
Vanguard Total Bond Market ETF | 0.00% | -1.68% | 2.22% | 1.38% | -0.41% | 1.27% |
Bitcoin | 0.00% | -3.96% | 50.62% | 111.53% | 67.98% | 78.72% |
Ethereum | 0.00% | -10.20% | -2.45% | 41.67% | 92.09% | N/A |
Vanguard Real Estate ETF | 0.00% | -9.16% | 7.86% | 3.91% | 3.06% | 4.82% |
Litecoin | 0.00% | -14.01% | 35.86% | 37.92% | 21.09% | 47.37% |
Defiance Next Gen Connectivity ETF | 0.00% | 3.77% | 14.33% | 35.23% | 13.70% | N/A |
Invesco DB Commodity Index Tracking Fund | 0.00% | 1.72% | -4.41% | 2.18% | 8.28% | 2.99% |
Vanguard FTSE Developed Markets ETF | 0.00% | -3.53% | -1.84% | 3.13% | 4.59% | 5.55% |
Invesco DB Base Metals Fund | 0.00% | -1.95% | -2.05% | 7.90% | 7.25% | 3.37% |
iShares MSCI China ETF | 0.00% | 0.92% | 11.97% | 17.73% | -4.83% | 1.17% |
Global X Lithium & Battery Tech ETF | 0.00% | -8.49% | 4.89% | -19.19% | 8.87% | 7.62% |
Invesco WilderHill Clean Energy ETF | 0.00% | -4.27% | 5.22% | -29.08% | -7.96% | -0.37% |
Monthly Returns
The table below presents the monthly returns of IB2, 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 | -0.21% | 30.21% | 10.29% | -13.10% | 13.90% | -5.40% | -0.97% | -10.34% | 4.65% | 2.50% | 30.10% | 57.88% | |
2023 | 21.84% | -1.33% | 10.09% | 1.54% | -1.99% | 6.73% | -1.63% | -8.62% | -0.34% | 8.38% | 9.41% | 8.93% | 62.67% |
2022 | -18.00% | 5.92% | 7.42% | -14.46% | -15.81% | -27.96% | 22.12% | -7.27% | -9.56% | 8.99% | -5.31% | -6.06% | -51.93% |
2021 | 17.76% | 14.65% | 20.72% | 14.30% | -14.34% | -8.13% | 9.30% | 17.37% | -8.55% | 30.24% | 1.42% | -14.93% | 93.26% |
2020 | 8.98% | -4.39% | -17.96% | 17.03% | 5.50% | 0.77% | 14.65% | 7.56% | -6.54% | 6.11% | 26.40% | 19.76% | 96.92% |
2019 | 4.35% | 7.34% | 12.19% | 9.33% | -5.51% | -6.71% | -2.15% | 3.60% | -4.22% | -0.11% | 17.45% |
Expense Ratio
IB2 has an expense ratio of 0.15%, 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 IB2 is 11, meaning it’s performing worse than 89% of other 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 | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 2.02 | 2.64 | 1.39 | 0.95 | 13.71 |
Vanguard Total Bond Market ETF | 1.18 | 1.75 | 1.20 | 0.08 | 3.44 |
Bitcoin | 1.27 | 2.02 | 1.19 | 1.04 | 5.91 |
Ethereum | 0.08 | 0.63 | 1.06 | 0.01 | 0.21 |
Vanguard Real Estate ETF | 1.31 | 1.81 | 1.24 | 0.21 | 6.56 |
Litecoin | 0.45 | 1.09 | 1.12 | 0.12 | 1.61 |
Defiance Next Gen Connectivity ETF | 2.36 | 2.94 | 1.40 | 1.27 | 11.54 |
Invesco DB Commodity Index Tracking Fund | -0.41 | -0.49 | 0.95 | 0.04 | -1.03 |
Vanguard FTSE Developed Markets ETF | 0.05 | 0.17 | 1.02 | 0.00 | 0.18 |
Invesco DB Base Metals Fund | -0.06 | 0.05 | 1.01 | 0.24 | -0.14 |
iShares MSCI China ETF | 0.77 | 1.35 | 1.18 | 0.15 | 2.07 |
Global X Lithium & Battery Tech ETF | -0.12 | 0.07 | 1.01 | -0.31 | -0.30 |
Invesco WilderHill Clean Energy ETF | 0.23 | 0.61 | 1.06 | 0.02 | 0.62 |
Dividends
Dividend yield
IB2 provided a 1.79% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.79% | 1.97% | 1.52% | 1.09% | 1.25% | 1.63% | 1.80% | 1.49% | 1.62% | 1.57% | 1.54% |
Portfolio components: | |||||||||||
Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Vanguard Total Bond Market ETF | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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% |
Vanguard Real Estate ETF | 3.89% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
Litecoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Defiance Next Gen Connectivity ETF | 0.79% | 1.40% | 0.00% | 1.17% | 0.99% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Invesco DB Commodity Index Tracking Fund | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard FTSE Developed Markets ETF | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
Invesco DB Base Metals Fund | 4.75% | 7.21% | 0.95% | 0.00% | 0.00% | 1.83% | 1.59% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares MSCI China ETF | 2.31% | 3.49% | 2.16% | 1.04% | 1.04% | 1.45% | 1.60% | 1.56% | 1.66% | 2.76% | 2.35% |
Global X Lithium & Battery Tech ETF | 0.93% | 1.11% | 0.99% | 0.22% | 0.40% | 1.85% | 2.52% | 3.26% | 2.15% | 0.24% | 1.07% |
Invesco WilderHill Clean Energy ETF | 2.77% | 3.68% | 4.21% | 1.71% | 0.44% | 1.45% | 2.89% | 1.27% | 2.69% | 1.54% | 2.96% |
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 IB2. 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 IB2 was 63.98%, occurring on Nov 9, 2022. Recovery took 749 trading sessions.
The current IB2 drawdown is 11.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-63.98% | Nov 9, 2021 | 366 | Nov 9, 2022 | 749 | Nov 27, 2024 | 1115 |
-41.83% | May 12, 2021 | 70 | Jul 20, 2021 | 92 | Oct 20, 2021 | 162 |
-37.83% | Jun 27, 2019 | 266 | Mar 18, 2020 | 136 | Aug 1, 2020 | 402 |
-17.88% | Feb 22, 2021 | 7 | Feb 28, 2021 | 13 | Mar 13, 2021 | 20 |
-13.09% | Sep 2, 2020 | 22 | Sep 23, 2020 | 42 | Nov 4, 2020 | 64 |
Volatility
Volatility Chart
The current IB2 volatility is 11.77%, 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 | BTC-USD | ETH-USD | VNQ | MCHI | LIT | PBW | FIVG | VOO | VEA | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND | 1.00 | -0.06 | -0.00 | 0.05 | 0.05 | 0.04 | 0.23 | 0.00 | 0.03 | 0.08 | 0.05 | 0.07 | 0.07 |
DBC | -0.06 | 1.00 | 0.44 | 0.08 | 0.10 | 0.10 | 0.14 | 0.26 | 0.29 | 0.26 | 0.25 | 0.27 | 0.35 |
DBB | -0.00 | 0.44 | 1.00 | 0.14 | 0.15 | 0.17 | 0.20 | 0.36 | 0.38 | 0.27 | 0.30 | 0.29 | 0.41 |
LTC-USD | 0.05 | 0.08 | 0.14 | 1.00 | 0.72 | 0.76 | 0.15 | 0.17 | 0.19 | 0.20 | 0.23 | 0.22 | 0.22 |
BTC-USD | 0.05 | 0.10 | 0.15 | 0.72 | 1.00 | 0.81 | 0.19 | 0.16 | 0.21 | 0.24 | 0.24 | 0.24 | 0.24 |
ETH-USD | 0.04 | 0.10 | 0.17 | 0.76 | 0.81 | 1.00 | 0.17 | 0.17 | 0.21 | 0.23 | 0.23 | 0.23 | 0.24 |
VNQ | 0.23 | 0.14 | 0.20 | 0.15 | 0.19 | 0.17 | 1.00 | 0.26 | 0.36 | 0.45 | 0.53 | 0.61 | 0.54 |
MCHI | 0.00 | 0.26 | 0.36 | 0.17 | 0.16 | 0.17 | 0.26 | 1.00 | 0.60 | 0.49 | 0.47 | 0.45 | 0.55 |
LIT | 0.03 | 0.29 | 0.38 | 0.19 | 0.21 | 0.21 | 0.36 | 0.60 | 1.00 | 0.65 | 0.56 | 0.56 | 0.60 |
PBW | 0.08 | 0.26 | 0.27 | 0.20 | 0.24 | 0.23 | 0.45 | 0.49 | 0.65 | 1.00 | 0.63 | 0.59 | 0.57 |
FIVG | 0.05 | 0.25 | 0.30 | 0.23 | 0.24 | 0.23 | 0.53 | 0.47 | 0.56 | 0.63 | 1.00 | 0.83 | 0.71 |
VOO | 0.07 | 0.27 | 0.29 | 0.22 | 0.24 | 0.23 | 0.61 | 0.45 | 0.56 | 0.59 | 0.83 | 1.00 | 0.77 |
VEA | 0.07 | 0.35 | 0.41 | 0.22 | 0.24 | 0.24 | 0.54 | 0.55 | 0.60 | 0.57 | 0.71 | 0.77 | 1.00 |