Current
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ASML ASML Holding N.V. | Technology | 40% |
ETH-USD Ethereum | 20% | |
GC=F Gold | 20% | |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current, 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 Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 21.24% | 0.55% | 11.47% | 32.45% | 13.43% | 11.05% |
| Current | 5.23% | -7.52% | -9.70% | 21.42% | 29.16% | N/A |
| Portfolio components: | ||||||
ASML ASML Holding N.V. | -9.91% | -18.60% | -25.21% | 6.97% | 21.45% | 22.36% |
ETH-USD Ethereum | 6.19% | -0.71% | -19.42% | 27.52% | 66.69% | N/A |
GC=F Gold | 33.30% | 3.91% | 18.75% | 38.74% | 13.42% | 7.87% |
TLT iShares 20+ Year Treasury Bond ETF | -3.58% | -3.13% | 3.69% | 10.57% | -5.08% | -0.12% |
Monthly Returns
The table below presents the monthly returns of Current, 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 | 5.40% | 12.53% | 4.42% | -8.15% | 9.41% | 1.11% | -2.91% | -4.65% | -0.72% | -8.61% | 5.23% | ||
| 2023 | 17.62% | -4.15% | 9.70% | -1.92% | 4.55% | 0.31% | -1.67% | -5.94% | -6.40% | 2.55% | 10.95% | 8.62% | 36.10% |
| 2022 | -12.46% | 1.77% | 1.34% | -11.52% | -5.51% | -14.62% | 19.70% | -9.25% | -11.41% | 7.61% | 10.61% | -5.89% | -30.54% |
| 2021 | 18.03% | 2.56% | 13.08% | 12.06% | 2.54% | -3.70% | 7.91% | 11.03% | -8.71% | 13.45% | 1.49% | -5.32% | 80.61% |
| 2020 | 7.95% | 6.15% | -11.82% | 17.25% | 8.51% | 4.42% | 12.15% | 7.90% | -6.38% | -0.35% | 20.44% | 11.30% | 103.15% |
| 2019 | 1.98% | 5.81% | 2.54% | 7.36% | 11.43% | 8.72% | -1.11% | 0.85% | 4.64% | 2.78% | -2.60% | 1.40% | 52.44% |
| 2018 | 16.46% | -8.52% | -10.50% | 11.38% | -2.47% | -5.98% | 1.38% | -8.46% | -7.02% | -6.17% | -7.89% | 0.32% | -27.14% |
| 2017 | 11.28% | 12.34% | 73.44% | 11.64% | 52.97% | 15.38% | 0.53% | 15.16% | -1.55% | 2.34% | 8.35% | 18.32% | 538.75% |
| 2016 | 33.81% | 68.32% | 54.90% | -4.94% | 10.12% | 0.46% | 3.99% | -2.28% | 3.37% | -6.17% | -8.41% | 2.17% | 238.43% |
| 2015 | -12.31% | -5.18% | 7.77% | -2.58% | -0.30% | -12.97% |
Expense Ratio
Current has an expense ratio of 0.03%, 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 Current is 2, indicating that it is in the bottom 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 | |
|---|---|---|---|---|---|
ASML ASML Holding N.V. | -0.75 | -0.88 | 0.88 | 0.16 | -2.02 |
ETH-USD Ethereum | -0.59 | -0.63 | 0.94 | 0.00 | -1.41 |
GC=F Gold | 3.66 | 4.38 | 1.61 | 3.99 | 23.89 |
TLT iShares 20+ Year Treasury Bond ETF | 0.17 | 0.33 | 1.04 | 0.01 | 0.54 |
Dividends
Dividend yield
Current provided a 1.19% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.19% | 1.02% | 1.04% | 0.50% | 0.53% | 0.93% | 0.97% | 0.79% | 0.93% | 0.89% | 0.84% | 0.95% |
| Portfolio components: | ||||||||||||
ASML ASML Holding N.V. | 0.99% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% | 0.75% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GC=F Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.99% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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 Current. 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 Current was 46.50%, occurring on Oct 15, 2022. Recovery took 499 trading sessions.
The current Current drawdown is 20.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.5% | Nov 9, 2021 | 341 | Oct 15, 2022 | 499 | Feb 26, 2024 | 840 |
| -42.68% | Jan 29, 2018 | 320 | Dec 14, 2018 | 412 | Jan 30, 2020 | 732 |
| -33.71% | Feb 15, 2020 | 33 | Mar 18, 2020 | 73 | May 30, 2020 | 106 |
| -23.13% | Aug 8, 2015 | 74 | Oct 20, 2015 | 95 | Jan 23, 2016 | 169 |
| -22.92% | Feb 12, 2016 | 6 | Feb 17, 2016 | 7 | Feb 24, 2016 | 13 |
Volatility
Volatility Chart
The current Current volatility is 8.89%, 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
| GC=F | TLT | ETH-USD | ASML | |
|---|---|---|---|---|
| GC=F | 1.00 | 0.09 | 0.04 | 0.02 |
| TLT | 0.09 | 1.00 | 0.00 | -0.07 |
| ETH-USD | 0.04 | 0.00 | 1.00 | 0.14 |
| ASML | 0.02 | -0.07 | 0.14 | 1.00 |