IBKR portfolio
- Thread starter JohnnyDoe
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A portion of the portfolio is for income, different strategies and different dividends dates. The other portion is index ETFs geographically diversified. Plus some stock picking based on value. I regularly reinvest the dividends money that I don’t need so interests compound.
For income, I also hold some perpetual bonds through the bank, which I find make more sense than a life insurance. I get 9-12% interests from them.
For income, I also hold some perpetual bonds through the bank, which I find make more sense than a life insurance. I get 9-12% interests from them.
Thank you sharing the information with all of us. I'ts a guideline for us who don't do such investment before.
Sorry whats the total return out of interest? No point having 8.7% in dividends if your portfolio is i.e down 16% YOY. That's a -7.30% return for example.
One needs to consider total return i.e Capital Gains + Dividends to get full picture. Otherwise your chasing Nickels and losing dollars.
One needs to consider total return i.e Capital Gains + Dividends to get full picture. Otherwise your chasing Nickels and losing dollars.
that's of course marked to the market as I've not sold anything and I don't plan to sell any time soon
Not bad, Johnny...
Mind tech, blockchain, ai, chips, green, etc are always the first in a liquidity rush (China Credit Impulse Index is usually a good leading indicator there).
Won't provide (this is corporate treasury) specifics but your 8% could be ~80%, below is something like ~400% since the lows in each, and roughly 17% since the the China Credit Impulse moved positive and around the time the US FHLB started bailing out banks behind the scenes.
Naturally non-realised carry forward positioning, we started charting it beginning of the year, made for easier observations on the larger macro market in those sectors..
Lows (entries) were around June 2022 onwards -> for specific sectors to Nov 2022,.
Markets are like real estate - it’s not the price you sell for it’s the price you buy in at.
Mind tech, blockchain, ai, chips, green, etc are always the first in a liquidity rush (China Credit Impulse Index is usually a good leading indicator there).
Won't provide (this is corporate treasury) specifics but your 8% could be ~80%, below is something like ~400% since the lows in each, and roughly 17% since the the China Credit Impulse moved positive and around the time the US FHLB started bailing out banks behind the scenes.
Naturally non-realised carry forward positioning, we started charting it beginning of the year, made for easier observations on the larger macro market in those sectors..
Lows (entries) were around June 2022 onwards -> for specific sectors to Nov 2022,.
Markets are like real estate - it’s not the price you sell for it’s the price you buy in at.
If referring to my comment, we're up roughly ~400% since June 2022 lows.
It's managed (in-house AI quant ~ and staff), I can't recall a bad year since established the treasury fund, one thing i will note it's sole purpose was established to outperform currency debasement.
It's managed (in-house AI quant ~ and staff), I can't recall a bad year since established the treasury fund, one thing i will note it's sole purpose was established to outperform currency debasement.
That's good performance on a total return basis then thu&¤#
Not looked into your portfolio but I know off head there is some duplication in your portfolio. i.e all of SPY's 502 or so holdings are already in VT 😕. I think I talked about this in another thread some time ago.
Are you able to show the volatility value of your portfolio out of interest?
Not looked into your portfolio but I know off head there is some duplication in your portfolio. i.e all of SPY's 502 or so holdings are already in VT 😕. I think I talked about this in another thread some time ago.
Are you able to show the volatility value of your portfolio out of interest?
I use SPY only to balance SPYI
Downside deviation: 1.89%
Max drawdown: 7.46%
Sortino: 0.71
Sharpe: 0.45
Standard deviation: 3.00%
Not the typical stats of a master of the universe hedge fund manager but I’m quite confident I will not be wiped out if something bad happens.
Downside deviation: 1.89%
Max drawdown: 7.46%
Sortino: 0.71
Sharpe: 0.45
Standard deviation: 3.00%
Not the typical stats of a master of the universe hedge fund manager but I’m quite confident I will not be wiped out if something bad happens.
Btw out of interest I put all your positions (accept VT and VZ as both missing) through portfoliovisulizer to get some insight and to backtest it. I applied equal weighting to each position for simplicity purposes.
Your underlying holdings of your portfolio has over 30% of it exposed to Financial Services 😕. A 45% US stock weighting. 62% large cap exposure which is not bad. On fixed income side you have 66% exposure to non-investment grade bonds aka junk bonds shall we say.
I wanted to run a backtest on your portfolio but many of the ETF's are very new so the backtesting of your portfolio is not possible 😕
But all in all taking into account the missing two positions I could not include it all looks good with an inflation adjusted return of 3.72% thu&¤#
There is more detailed insight when you use the tool that I did not mention but all good fun.
https://www.portfoliovisualizer.com/backtest-portfolio
Your underlying holdings of your portfolio has over 30% of it exposed to Financial Services 😕. A 45% US stock weighting. 62% large cap exposure which is not bad. On fixed income side you have 66% exposure to non-investment grade bonds aka junk bonds shall we say.
I wanted to run a backtest on your portfolio but many of the ETF's are very new so the backtesting of your portfolio is not possible 😕
But all in all taking into account the missing two positions I could not include it all looks good with an inflation adjusted return of 3.72% thu&¤#
There is more detailed insight when you use the tool that I did not mention but all good fun.
https://www.portfoliovisualizer.com/backtest-portfolio
Weighting is an important part of a portfolio
Of course it’s not like that if you use the proper weights. You can see I hold China and India, as well as small caps.
Where do you see the junk bonds?
I’m fine with that.
I specify that this is just my IBKR portfolio, which is a dynamic environment as I continue to adjust the weightings using dividends and periodic capital additions.
The bank portfolio is made just of boring index ETFs and perpetual bonds and is unlikely to change.
I continue to buy crypto every Monday and I am no longer tracking the crypto portfolio performance (I used to use CoinTracking · The leading Crypto Portfolio Tracker & Tax Calculator).
Of course it’s not like that if you use the proper weights. You can see I hold China and India, as well as small caps.
Where do you see the junk bonds?
I’m fine with that.
I specify that this is just my IBKR portfolio, which is a dynamic environment as I continue to adjust the weightings using dividends and periodic capital additions.
The bank portfolio is made just of boring index ETFs and perpetual bonds and is unlikely to change.
I continue to buy crypto every Monday and I am no longer tracking the crypto portfolio performance (I used to use CoinTracking · The leading Crypto Portfolio Tracker & Tax Calculator).
i.e SPHY which is "SPDR High Yield ETF" aka complete junk bonds of non-investment quality and purely speculative value.
P.S They even refer to it as buying junk in their literature....lol.
https://www.ssga.com/us/en/intermediary/etfs/funds/spdr-portfolio-high-yield-bond-etf-sphy
The ratings of the bonds in SPHY breaks down as below. Next to no investment grade bonds in there 😕. Personally I would switch to short duration U.S treasury ETF fund which may offer a decent return maybe 5% dividend vs 8.48% dividend but a better overall Total Return. I have not looked into it yet however.
P.S They even refer to it as buying junk in their literature....lol.
https://www.ssga.com/us/en/intermediary/etfs/funds/spdr-portfolio-high-yield-bond-etf-sphy
The ratings of the bonds in SPHY breaks down as below. Next to no investment grade bonds in there 😕. Personally I would switch to short duration U.S treasury ETF fund which may offer a decent return maybe 5% dividend vs 8.48% dividend but a better overall Total Return. I have not looked into it yet however.
| Name | Weight |
|---|---|
| AAA | 0.85% |
| BAA3 | 0.53% |
| BA1 | 9.41% |
| BA2 | 14.41% |
| BA3 | 21.61% |
| B1 | 15.40% |
| B2 | 14.62% |
| B3 | 11.26% |
| CAA1 | 4.94% |
| CAA2 | 5.29% |
| CAA3 | 1.08% |
| CCC or Lower | 0.16% |
| Not Rated | 0.46% |
Basically if a Great Recession type of event would happen again you would be in major trouble. And 8% returns is really quite terrible for a year where the SPY returned +20%.
To add to this, this strat returns less dividend than Altria. All the stuff you have in junk bonds is better of in a bet that people will keep smoking, or people in the East will buy more expensive cigarettes if you would ask me.
To add to this, this strat returns less dividend than Altria. All the stuff you have in junk bonds is better of in a bet that people will keep smoking, or people in the East will buy more expensive cigarettes if you would ask me.
I would just sit and wait.
Yes I suck at beating the SPY, which btw is not what I want to do.
I don’t hold any junk bonds, I hold SPHY and I believe Spdr knows better than me (plus I don’t have $3b to properly diversify like they do).
Yes I suck at beating the SPY, which btw is not what I want to do.
I don’t hold any junk bonds, I hold SPHY and I believe Spdr knows better than me (plus I don’t have $3b to properly diversify like they do).
Everybody does.
If you want income maybe just holding SPY and selling low-risk further OTM weekly or monthly covered calls could get you about 1% return (including SPY dividend) per month on capital. Buying back right away when assigned.
I would split 80/20 SPY/QQQ applying same strategy for a bit of more growth/income.
Agreed that this is not 100% passive.
If you want income maybe just holding SPY and selling low-risk further OTM weekly or monthly covered calls could get you about 1% return (including SPY dividend) per month on capital. Buying back right away when assigned.
I would split 80/20 SPY/QQQ applying same strategy for a bit of more growth/income.
Agreed that this is not 100% passive.
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