Investment Banks/Capital Markets
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Investment Banks/Capital Markets, 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 Jul 29, 2021, corresponding to the inception date of HOOD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Investment Banks/Capital Markets | 77.83% | 12.92% | 42.79% | 106.53% | N/A | N/A |
| Portfolio components: | ||||||
MS Morgan Stanley | 47.06% | 18.77% | 33.86% | 75.11% | 26.28% | 17.18% |
GS The Goldman Sachs Group, Inc. | 56.56% | 13.36% | 28.67% | 79.77% | 25.11% | 14.30% |
TW Tradeweb Markets Inc. | 42.29% | -4.52% | 14.67% | 39.76% | 25.38% | N/A |
IBKR Interactive Brokers Group, Inc. | 117.64% | 18.67% | 47.74% | 126.87% | 31.90% | 21.81% |
JEF Jefferies Financial Group Inc. | 87.61% | 14.51% | 59.20% | 117.79% | 39.12% | 15.88% |
PIPR Piper Sandler Companies | 95.64% | 14.54% | 59.26% | 128.17% | 39.59% | 22.48% |
JPM JPMorgan Chase & Co. | 44.20% | 8.16% | 19.92% | 65.24% | 16.63% | 18.06% |
EVR Evercore Inc. | 81.58% | 13.29% | 54.42% | 112.80% | 35.64% | 22.56% |
HLI Houlihan Lokey, Inc. | 57.48% | 10.12% | 38.12% | 82.22% | 34.59% | N/A |
HOOD Robinhood Markets, Inc. | 159.03% | 22.22% | 78.19% | 288.24% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Investment Banks/Capital Markets, 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 | -0.57% | 11.61% | 6.40% | -3.17% | 9.71% | 1.97% | 8.77% | 2.37% | 2.83% | 5.29% | 77.83% | ||
| 2023 | 15.41% | -0.24% | -6.55% | -0.82% | -4.10% | 7.31% | 11.64% | -1.88% | -2.88% | -5.15% | 8.27% | 13.32% | 35.95% |
| 2022 | -8.18% | -4.48% | -4.31% | -11.06% | 6.37% | -12.13% | 9.09% | -1.26% | -6.80% | 16.84% | 7.28% | -7.70% | -18.96% |
| 2021 | -0.49% | 9.28% | -3.35% | 9.75% | -5.07% | 0.29% | 9.82% |
Expense Ratio
Investment Banks/Capital Markets has an expense ratio of 0.00%, indicating no management fees are charged. 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 risk-adjusted rank of Investment Banks/Capital Markets is 98, placing it in the top 2% 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 | |
|---|---|---|---|---|---|
MS Morgan Stanley | 3.07 | 4.02 | 1.57 | 3.12 | 17.52 |
GS The Goldman Sachs Group, Inc. | 3.33 | 4.54 | 1.61 | 4.69 | 34.25 |
TW Tradeweb Markets Inc. | 1.83 | 2.62 | 1.33 | 2.99 | 9.93 |
IBKR Interactive Brokers Group, Inc. | 4.47 | 5.16 | 1.70 | 6.24 | 33.52 |
JEF Jefferies Financial Group Inc. | 4.80 | 5.85 | 1.77 | 10.41 | 37.70 |
PIPR Piper Sandler Companies | 4.14 | 5.34 | 1.70 | 7.77 | 39.70 |
JPM JPMorgan Chase & Co. | 2.93 | 3.74 | 1.59 | 6.66 | 20.31 |
EVR Evercore Inc. | 3.95 | 4.91 | 1.64 | 11.09 | 36.43 |
HLI Houlihan Lokey, Inc. | 3.55 | 4.96 | 1.57 | 8.04 | 29.88 |
HOOD Robinhood Markets, Inc. | 5.03 | 4.39 | 1.59 | 3.39 | 27.01 |
Dividends
Dividend yield
Investment Banks/Capital Markets provided a 1.17% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.17% | 2.25% | 2.40% | 1.68% | 1.59% | 1.67% | 1.81% | 1.02% | 0.99% | 0.93% | 0.79% | 0.73% |
| Portfolio components: | ||||||||||||
MS Morgan Stanley | 2.68% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
GS The Goldman Sachs Group, Inc. | 1.90% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
TW Tradeweb Markets Inc. | 0.30% | 0.40% | 0.49% | 0.32% | 0.51% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBKR Interactive Brokers Group, Inc. | 0.39% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% |
JEF Jefferies Financial Group Inc. | 1.28% | 7.42% | 3.67% | 2.43% | 1.97% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PIPR Piper Sandler Companies | 1.02% | 2.09% | 5.30% | 3.81% | 1.98% | 3.14% | 4.74% | 1.45% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
EVR Evercore Inc. | 1.02% | 1.75% | 2.60% | 1.95% | 2.14% | 3.00% | 2.66% | 1.58% | 1.85% | 2.13% | 1.97% | 1.52% |
HLI Houlihan Lokey, Inc. | 1.20% | 1.82% | 2.32% | 1.56% | 1.90% | 2.46% | 2.74% | 1.76% | 2.12% | 0.57% | 0.00% | 0.00% |
HOOD Robinhood Markets, 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% |
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 Investment Banks/Capital Markets. 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 Investment Banks/Capital Markets was 38.26%, occurring on Jul 14, 2022. Recovery took 361 trading sessions.
The current Investment Banks/Capital Markets drawdown is 0.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.26% | Nov 4, 2021 | 173 | Jul 14, 2022 | 361 | Dec 19, 2023 | 534 |
| -10.24% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.92% | Aug 30, 2021 | 15 | Sep 20, 2021 | 13 | Oct 7, 2021 | 28 |
| -6.23% | Mar 28, 2024 | 13 | Apr 16, 2024 | 13 | May 3, 2024 | 26 |
| -5.49% | Sep 3, 2024 | 4 | Sep 6, 2024 | 7 | Sep 17, 2024 | 11 |
Volatility
Volatility Chart
The current Investment Banks/Capital Markets volatility is 13.03%, 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
| TW | HOOD | IBKR | JPM | HLI | PIPR | MS | GS | JEF | EVR | |
|---|---|---|---|---|---|---|---|---|---|---|
| TW | 1.00 | 0.32 | 0.34 | 0.30 | 0.33 | 0.33 | 0.31 | 0.31 | 0.32 | 0.35 |
| HOOD | 0.32 | 1.00 | 0.38 | 0.33 | 0.39 | 0.43 | 0.41 | 0.41 | 0.45 | 0.49 |
| IBKR | 0.34 | 0.38 | 1.00 | 0.48 | 0.44 | 0.45 | 0.46 | 0.47 | 0.49 | 0.47 |
| JPM | 0.30 | 0.33 | 0.48 | 1.00 | 0.55 | 0.59 | 0.71 | 0.73 | 0.66 | 0.63 |
| HLI | 0.33 | 0.39 | 0.44 | 0.55 | 1.00 | 0.74 | 0.61 | 0.61 | 0.66 | 0.73 |
| PIPR | 0.33 | 0.43 | 0.45 | 0.59 | 0.74 | 1.00 | 0.66 | 0.68 | 0.72 | 0.77 |
| MS | 0.31 | 0.41 | 0.46 | 0.71 | 0.61 | 0.66 | 1.00 | 0.83 | 0.76 | 0.70 |
| GS | 0.31 | 0.41 | 0.47 | 0.73 | 0.61 | 0.68 | 0.83 | 1.00 | 0.75 | 0.72 |
| JEF | 0.32 | 0.45 | 0.49 | 0.66 | 0.66 | 0.72 | 0.76 | 0.75 | 1.00 | 0.77 |
| EVR | 0.35 | 0.49 | 0.47 | 0.63 | 0.73 | 0.77 | 0.70 | 0.72 | 0.77 | 1.00 |