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Current

Currency in USD · Last updated May 15, 2025

Asset Allocation

GC=F 8.28%USD=X 8.53%UCG.MI 25.74%NVDA 18.7%STRL 14.43%AVGO 8.85%CBK.DE 8.35%TSLA 3.85%VH2.DE 3.27%CommodityCommodityCurrencyCurrencyEquityEquity
PositionCategory/SectorTarget Weight
AVGO
Broadcom Inc.		Technology
8.85%
CBK.DE
Commerzbank AG		Financial Services
8.35%
GC=F
Gold
8.28%
NOC
Northrop Grumman Corporation		Industrials
0%
NVDA
NVIDIA Corporation		Technology
18.70%
RHM.DE
Rheinmetall AG		Industrials
0%
STRL
Sterling Construction Company, Inc.		Industrials
14.43%
TSLA
Tesla, Inc.		Consumer Cyclical
3.85%
UCG.MI
UniCredit S.p.A.		Financial Services
25.74%
USD=X
USD Cash
8.53%
VH2.DE
Friedrich Vorwerk Group SE		Industrials
3.27%

Performance

Performance Chart

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The earliest data available for this chart is Mar 25, 2021, corresponding to the inception date of VH2.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.19%9.00%-1.55%12.31%15.59%10.78%
Current 33.91%20.23%33.08%72.28%N/AN/A
Portfolio components:
STRL
Sterling Construction Company, Inc.		11.13%38.43%0.29%47.02%89.83%48.64%
RHM.DE
Rheinmetall AG		179.76%9.60%195.63%220.70%92.92%44.41%
UCG.MI
UniCredit S.p.A.		61.82%18.84%54.59%68.54%62.00%10.39%
GC=F
Gold		21.15%-0.61%23.42%35.34%12.70%10.04%
NVDA
NVIDIA Corporation		0.79%22.25%-7.46%48.19%74.49%74.86%
AVGO
Broadcom Inc.		0.42%30.14%34.49%70.26%59.18%37.22%
NOC
Northrop Grumman Corporation		-2.33%-14.84%-11.56%-2.09%9.07%13.04%
TSLA
Tesla, Inc.		-13.91%37.78%5.28%95.82%45.74%35.66%
CBK.DE
Commerzbank AG		79.24%17.87%76.98%89.34%56.27%9.38%
VH2.DE
Friedrich Vorwerk Group SE		140.93%-1.20%127.53%282.85%N/AN/A
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.44%2.45%0.84%10.91%14.07%33.91%
20243.86%16.09%9.41%-0.39%11.38%1.96%3.58%0.64%9.11%3.35%1.17%2.55%81.97%
202320.14%7.11%1.92%2.14%11.45%13.58%6.68%5.47%-5.93%-0.81%6.35%8.10%104.66%
2022-3.94%-2.31%-1.17%-14.38%10.16%-13.87%9.35%-5.65%-6.70%12.38%13.59%-1.03%-8.38%
20213.25%1.71%10.84%2.59%-2.06%4.61%0.25%8.20%4.84%5.18%46.31%

Expense Ratio

Current 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, Current is among the top 4% 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.

The Risk-Adjusted Performance Rank of Current is 9696
Overall Rank
The Sharpe Ratio Rank of Current is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of Current is 9494
Sortino Ratio Rank
The Omega Ratio Rank of Current is 9595
Omega Ratio Rank
The Calmar Ratio Rank of Current is 9898
Calmar Ratio Rank
The Martin Ratio Rank of Current is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
STRL
Sterling Construction Company, Inc.		0.731.441.201.122.64
RHM.DE
Rheinmetall AG		4.494.951.6812.0328.30
UCG.MI
UniCredit S.p.A.		1.842.441.342.999.29
GC=F
Gold		1.902.591.354.4112.26
NVDA
NVIDIA Corporation		0.780.841.110.511.24
AVGO
Broadcom Inc.		1.081.811.241.614.40
NOC
Northrop Grumman Corporation		-0.080.241.040.070.17
TSLA
Tesla, Inc.		1.282.121.261.663.94
CBK.DE
Commerzbank AG		2.212.771.353.357.89
VH2.DE
Friedrich Vorwerk Group SE		5.234.981.733.9534.65
USD=X
USD Cash		—————

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Current Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 2.49
  • All Time: 2.26

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.04, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Current compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Current provided a 1.20% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.20%2.11%1.37%1.36%0.64%2.73%1.20%1.19%0.22%1.57%0.93%0.96%
Portfolio components:
STRL
Sterling Construction Company, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RHM.DE
Rheinmetall AG		0.87%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%
UCG.MI
UniCredit S.p.A.		4.27%7.08%4.02%4.05%0.89%8.24%2.07%3.23%0.00%4.39%2.34%2.06%
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%
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
AVGO
Broadcom Inc.		0.96%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
NOC
Northrop Grumman Corporation		1.81%1.72%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%
TSLA
Tesla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CBK.DE
Commerzbank AG		0.00%2.23%1.86%0.00%0.00%3.80%3.63%0.00%0.00%2.76%0.00%0.00%
VH2.DE
Friedrich Vorwerk Group SE		0.20%0.45%0.77%0.91%6.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

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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 32.07%, occurring on Oct 12, 2022. Recovery took 76 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.07%Feb 16, 2022171Oct 12, 202276Jan 26, 2023247
-14.86%Mar 26, 20258Apr 4, 202514Apr 24, 202522
-13.43%Jul 17, 202414Aug 5, 202432Sep 18, 202446
-9.74%Jan 5, 202217Jan 27, 20228Feb 8, 202225
-9.21%Jan 24, 20257Feb 3, 202530Mar 17, 202537

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 6.51, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCUSD=XGC=FNOCRHM.DEVH2.DECBK.DETSLAUCG.MISTRLAVGONVDAPortfolio
^GSPC1.000.000.070.190.210.280.230.570.280.520.720.710.71
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.00
GC=F0.070.001.000.060.170.140.04-0.000.070.010.070.040.10
NOC0.190.000.061.000.110.060.050.020.050.140.03-0.070.04
RHM.DE0.210.000.170.111.000.200.230.100.270.180.140.140.28
VH2.DE0.280.000.140.060.201.000.230.200.260.210.200.180.36
CBK.DE0.230.000.040.050.230.231.000.180.680.200.150.150.55
TSLA0.570.00-0.000.020.100.200.181.000.150.300.460.480.50
UCG.MI0.280.000.070.050.270.260.680.151.000.230.180.200.65
STRL0.520.000.010.140.180.210.200.300.231.000.420.400.63
AVGO0.720.000.070.030.140.200.150.460.180.421.000.690.66
NVDA0.710.000.04-0.070.140.180.150.480.200.400.691.000.74
Portfolio0.710.000.100.040.280.360.550.500.650.630.660.741.00
The correlation results are calculated based on daily price changes starting from Mar 26, 2021