Interactive Brokers Group Inc
Provider: Exchange
| Annualised Return | 14.01% |
| Realised Volatility | 29.33% |
| Downside Volatility | 17.81% |
| Max Drawdown | -59.64% |
| Winning months | 57.35% |
| Sharpe Ratio | 0.48 |
| Sortino Ratio | 0.79 |
| Calmar Ratio | 0.23 |
| Viking Ratio | 0.39 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 7.06% | 22.61% | 2.75% | 3.05% | 9.42% | -2.48% | -2.72% | 8.28% | 8.12% | 9.49% | 21.58% | 124.86% | |
| 2023 | 10.49% | 7.84% | -4.12% | -5.7% | -0.67% | 7.56% | 5.13% | 4.41% | -4.96% | -7.5% | -2.66% | 6.5% | 15.14% |
| 2022 | -14.14% | -2.81% | -0.41% | -9.63% | 3.49% | -10.61% | 6.69% | 5.11% | 3.77% | 25.41% | 0.31% | -9.9% | -8.35% |
| 2021 | 0.44% | 18.46% | 0.9% | -2.08% | -5.82% | -2.27% | -5.89% | 4.66% | -3.56% | 13.65% | 4.33% | 7.59% | 31.12% |
| 2020 | 0.82% | 8.92% | -15.52% | -5.03% | 3.53% | -1.37% | 18.75% | 7.1% | -8.85% | -1.57% | 11.12% | 15.47% | 31.71% |
| 2019 | -7.78% | 9.58% | -6.07% | 4.55% | -6.34% | 6.69% | -5.42% | -7.92% | 13.94% | -11.55% | 2% | -3.72% | -14.52% |
| 2018 | 8.07% | 8.61% | -3.11% | 10.35% | -1.78% | -11.5% | -7.06% | 4.01% | -11.02% | -10.67% | 17.08% | -5.53% | -7.3% |
| 2017 | 2.27% | -1.42% | -5.42% | 0.32% | 0.43% | 7.28% | 7.03% | 4.95% | 7.42% | 19.94% | 5.81% | 3.77% | 63.75% |
| 2016 | -25.99% | 6.21% | 15.07% | -3.36% | 6.01% | -11.9% | -1.58% | 3.27% | -1.7% | -5.9% | 10.94% | -0.57% | -15.33% |
| 2015 | 5.04% | 4.37% | 6.75% | -0.21% | 5.45% | 16.41% | -3.39% | -0.32% | -1.13% | 4.23% | 5.64% | 0.55% | 51.13% |
| 2014 | -12.9% | 5.38% | -2.56% | 10.29% | -3.27% | 1.17% | -1.18% | 2.27% | 6.44% | 3.49% | 6.19% | 6.73% | 21.81% |
| 2013 | 4.53% | 3.54% | 1.39% | 1.01% | 5.39% | 1.27% | 1.44% | 4.19% | 11.86% | 9.99% | 17.99% | 0.33% | 82.11% |
| 2012 | 1.21% | 5.55% | 7.19% | -10.76% | -5.34% | 3.23% | -5.91% | 0.51% | 1.45% | 1.64% | 8.01% | -4.12% | 0.83% |
| 2011 | -9.26% | -4.45% | 2.85% | 10.38% | -1.57% | -8.8% | -3.26% | -0.19% | -7.2% | 10.41% | -2.64% | 0.47% | -14.5% |
| 2010 | -10.27% | 8.36% | -6.27% | 6.19% | -2.22% | -1.01% | -0.3% | -2.18% | 6.3% | 8.77% | -2.19% | 7.38% | 10.95% |
| 2009 | -14.65% | -7.99% | 14.8% | -8.56% | 0.81% | 4.44% | 20.99% | 1.01% | 4.69% | -19.43% | 5.75% | 4.67% | -0.95% |
| 2008 | 7.7% | -10.74% | -17.38% | 22.98% | 3.17% | -1.35% | -12.67% | -2.71% | -18.79% | -3.61% | -14.65% | -1.92% | -44.65% |
| 2007 | -13.58% | 6.39% | -10.51% | 10.21% | -1.87% | 9.94% | 1.84% | 9.93% | 9.54% |