ib
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 70% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 30% |
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 Jun 26, 2008, corresponding to the inception date of VT
Returns By Period
As of Jul 25, 2024, the ib returned 13.35% Year-To-Date and 11.37% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| ib | 12.82% | -0.96% | 10.53% | 18.28% | 12.96% | 11.31% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 13.99% | -1.18% | 11.02% | 19.85% | 14.08% | 12.54% |
VT Vanguard Total World Stock ETF | 10.09% | -0.46% | 9.35% | 14.64% | 10.32% | 8.42% |
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 | 1.11% | 5.00% | 3.25% | -3.90% | 4.92% | 2.95% | 12.82% | ||||||
| 2023 | 6.69% | -2.72% | 3.45% | 1.55% | -0.04% | 6.28% | 3.41% | -1.99% | -4.60% | -2.40% | 9.10% | 4.74% | 24.93% |
| 2022 | -5.07% | -2.90% | 3.19% | -8.57% | 0.31% | -8.21% | 8.54% | -4.07% | -9.33% | 7.60% | 6.37% | -5.36% | -18.11% |
| 2021 | -0.78% | 2.75% | 4.03% | 4.94% | 0.93% | 1.92% | 1.90% | 2.77% | -4.49% | 6.45% | -1.34% | 4.38% | 25.53% |
| 2020 | -0.50% | -7.71% | -13.16% | 12.00% | 4.90% | 2.16% | 5.71% | 6.69% | -3.50% | -2.36% | 11.33% | 4.08% | 17.84% |
| 2019 | 8.00% | 3.11% | 1.59% | 3.90% | -6.26% | 6.78% | 1.06% | -1.80% | 2.04% | 2.39% | 3.30% | 3.07% | 29.89% |
| 2018 | 5.59% | -3.88% | -2.30% | 0.49% | 1.87% | 0.23% | 3.46% | 2.49% | 0.44% | -7.18% | 1.82% | -8.34% | -6.14% |
| 2017 | 2.15% | 3.55% | 0.53% | 1.18% | 1.57% | 0.64% | 2.23% | 0.33% | 2.04% | 2.28% | 2.71% | 1.33% | 22.54% |
| 2016 | -5.24% | -0.39% | 7.10% | 0.58% | 1.38% | 0.19% | 3.80% | 0.19% | 0.24% | -1.81% | 2.94% | 1.97% | 10.95% |
| 2015 | -2.56% | 5.72% | -1.46% | 1.45% | 1.00% | -2.09% | 1.73% | -6.25% | -2.89% | 8.14% | 0.23% | -1.86% | 0.32% |
| 2014 | -3.80% | 4.75% | 0.73% | 0.71% | 2.24% | 2.11% | -1.47% | 3.56% | -1.96% | 1.93% | 2.31% | -0.76% | 10.48% |
| 2013 | 4.79% | 0.80% | 3.37% | 2.15% | 1.48% | -1.73% | 5.17% | -2.84% | 3.89% | 4.35% | 2.54% | 2.48% | 29.49% |
Expense Ratio
ib has an expense ratio of 0.08%, 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 62, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.73 | 2.42 | 1.30 | 1.70 | 6.79 |
VT Vanguard Total World Stock ETF | 1.32 | 1.92 | 1.23 | 0.99 | 4.23 |
Dividends
Dividend yield
ib granted a 1.48% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ib | 1.48% | 1.60% | 1.82% | 1.39% | 1.56% | 1.92% | 2.19% | 1.89% | 2.14% | 2.18% | 2.04% | 1.89% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
VT Vanguard Total World Stock ETF | 1.96% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 47.78%, occurring on Mar 9, 2009. Recovery took 445 trading sessions.
The current ib drawdown is 4.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.78% | Aug 12, 2008 | 144 | Mar 9, 2009 | 445 | Dec 10, 2010 | 589 |
| -33.83% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.99% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -20.19% | May 2, 2011 | 108 | Oct 3, 2011 | 101 | Feb 28, 2012 | 209 |
| -18.89% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
Volatility
Volatility Chart
The current ib volatility is 3.61%, 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
| SPY | VT | |
|---|---|---|
| SPY | 1.00 | 0.94 |
| VT | 0.94 | 1.00 |