IBKR
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
O Realty Income Corporation | Real Estate | 14.29% |
PB Prosperity Bancshares, Inc. | Financial Services | 14.29% |
SWK Stanley Black & Decker, Inc. | Industrials | 14.29% |
UNM Unum Group | Financial Services | 14.29% |
VICI VICI Properties Inc. | Real Estate | 14.29% |
VZ Verizon Communications Inc. | Communication Services | 14.29% |
WTRG Essential Utilities, Inc. | Utilities | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 every 3 months.
The earliest data available for this chart is Oct 18, 2017, corresponding to the inception date of VICI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| IBKR | 5.11% | -2.42% | -1.75% | 20.39% | 9.91% | N/A |
| Portfolio components: | ||||||
O Realty Income Corporation | 11.30% | 3.81% | -7.30% | 18.53% | 8.72% | 7.18% |
PB Prosperity Bancshares, Inc. | -11.94% | -7.66% | -8.42% | 13.94% | 9.02% | 5.17% |
SWK Stanley Black & Decker, Inc. | -28.04% | -30.37% | -45.20% | -33.56% | -10.15% | -2.87% |
UNM Unum Group | 4.47% | -6.78% | 20.72% | 53.49% | 43.13% | 12.21% |
VICI VICI Properties Inc. | 12.91% | 1.86% | 0.78% | 24.97% | 21.30% | N/A |
VZ Verizon Communications Inc. | 13.94% | 1.84% | 3.58% | 17.20% | 0.11% | 4.13% |
WTRG Essential Utilities, Inc. | 12.63% | 3.55% | 1.72% | 19.23% | 1.36% | 6.90% |
Monthly Returns
The table below presents the monthly returns of IBKR, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.99% | 5.53% | 0.17% | -3.45% | 5.11% | ||||||||
| 2024 | -1.33% | -2.07% | 5.16% | -3.78% | 1.66% | -1.21% | 11.28% | 2.34% | 2.77% | -2.46% | 6.42% | -8.36% | 9.29% |
| 2023 | 5.10% | -3.45% | -3.98% | 2.31% | -6.36% | 3.90% | 2.77% | -4.86% | -5.75% | -0.81% | 6.13% | 6.56% | 0.25% |
| 2022 | -3.15% | -1.58% | 0.50% | -4.57% | 5.45% | -2.98% | 6.05% | -4.04% | -9.67% | 7.43% | 4.18% | -2.19% | -5.90% |
| 2021 | -2.77% | 3.68% | 5.33% | 5.06% | 1.16% | -2.84% | 0.78% | 0.20% | -5.74% | 3.80% | -3.41% | 7.81% | 12.80% |
| 2020 | 2.05% | -9.81% | -21.70% | 9.69% | 5.22% | 1.12% | 4.43% | 1.50% | -0.87% | 0.15% | 9.98% | 2.40% | -0.31% |
| 2019 | 8.45% | 2.94% | 1.02% | 3.20% | -5.66% | 3.92% | 0.06% | -0.20% | 5.58% | 2.06% | 0.91% | 2.05% | 26.44% |
| 2018 | 0.08% | -6.39% | -1.98% | -0.27% | -1.62% | 0.50% | 4.52% | 1.66% | 0.05% | -3.86% | 5.31% | -7.65% | -10.00% |
| 2017 | 0.09% | 6.42% | 1.69% | 8.31% |
Expense Ratio
IBKR has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 84, IBKR is among the top 16% of 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 | |
|---|---|---|---|---|---|
O Realty Income Corporation | 1.15 | 1.64 | 1.21 | 0.85 | 2.38 |
PB Prosperity Bancshares, Inc. | 0.58 | 1.03 | 1.12 | 0.62 | 1.81 |
SWK Stanley Black & Decker, Inc. | -0.85 | -1.12 | 0.85 | -0.48 | -1.92 |
UNM Unum Group | 2.01 | 2.72 | 1.41 | 3.55 | 12.78 |
VICI VICI Properties Inc. | 1.35 | 1.99 | 1.25 | 1.64 | 4.51 |
VZ Verizon Communications Inc. | 0.81 | 1.14 | 1.17 | 0.78 | 3.39 |
WTRG Essential Utilities, Inc. | 1.09 | 1.65 | 1.20 | 0.74 | 3.44 |
Dividends
Dividend yield
IBKR provided a 4.47% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.47% | 4.37% | 4.31% | 4.05% | 3.92% | 3.58% | 3.13% | 3.44% | 2.26% | 2.34% | 2.57% | 2.46% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.42% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
PB Prosperity Bancshares, Inc. | 3.47% | 3.00% | 3.26% | 2.90% | 2.75% | 2.70% | 2.35% | 2.39% | 1.97% | 1.73% | 2.34% | 1.79% |
SWK Stanley Black & Decker, Inc. | 5.72% | 4.06% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% |
UNM Unum Group | 2.14% | 2.15% | 3.07% | 3.07% | 4.76% | 4.97% | 3.74% | 3.34% | 1.57% | 1.75% | 2.10% | 1.78% |
VICI VICI Properties Inc. | 5.27% | 5.81% | 5.05% | 4.63% | 4.58% | 4.93% | 4.59% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% |
VZ Verizon Communications Inc. | 6.13% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
WTRG Essential Utilities, Inc. | 3.17% | 3.49% | 3.18% | 2.33% | 1.93% | 2.05% | 1.93% | 2.48% | 2.02% | 2.46% | 2.30% | 2.37% |
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 IBKR. 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 IBKR was 44.37%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.
The current IBKR drawdown is 7.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.37% | Feb 21, 2020 | 22 | Mar 23, 2020 | 246 | Mar 15, 2021 | 268 |
| -21.69% | Aug 16, 2022 | 299 | Oct 23, 2023 | 193 | Jul 31, 2024 | 492 |
| -17.04% | Jan 23, 2018 | 233 | Dec 24, 2018 | 66 | Apr 1, 2019 | 299 |
| -12.89% | Jun 9, 2021 | 259 | Jun 16, 2022 | 39 | Aug 12, 2022 | 298 |
| -11.41% | Nov 29, 2024 | 28 | Jan 10, 2025 | 38 | Mar 7, 2025 | 66 |
Volatility
Volatility Chart
The current IBKR volatility is 9.01%, 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
| VZ | WTRG | UNM | O | SWK | VICI | PB | |
|---|---|---|---|---|---|---|---|
| VZ | 1.00 | 0.40 | 0.26 | 0.35 | 0.28 | 0.26 | 0.29 |
| WTRG | 0.40 | 1.00 | 0.19 | 0.52 | 0.26 | 0.39 | 0.28 |
| UNM | 0.26 | 0.19 | 1.00 | 0.19 | 0.47 | 0.33 | 0.61 |
| O | 0.35 | 0.52 | 0.19 | 1.00 | 0.31 | 0.58 | 0.29 |
| SWK | 0.28 | 0.26 | 0.47 | 0.31 | 1.00 | 0.41 | 0.52 |
| VICI | 0.26 | 0.39 | 0.33 | 0.58 | 0.41 | 1.00 | 0.37 |
| PB | 0.29 | 0.28 | 0.61 | 0.29 | 0.52 | 0.37 | 1.00 |