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Current Book
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Risk-Adjusted Performance
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Drawdowns
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Current Book

Last updated Apr 17, 2024

Asset Allocation

BIL 30%USDC-USD 41%GOOGL 13%MSFT 8%PLTR 4%SOFI 4%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BIL
SPDR Barclays 1-3 Month T-Bill ETF		Government Bonds

30%

USDC-USD
USDCoin

41%

GOOGL
Alphabet Inc.		Communication Services

13%

MSFT
Microsoft Corporation		Technology

8%

PLTR
Palantir Technologies Inc.		Technology

4%

SOFI
SoFi Technologies, Inc.		Financial Services

4%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Current Book, 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

-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
4.85%
15.51%
Current Book
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 30, 2020, corresponding to the inception date of SOFI

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		5.90%-1.28%15.51%21.68%11.74%10.50%
Current Book2.69%1.03%4.85%17.02%N/AN/A
Portfolio components:
GOOGL
Alphabet Inc.		10.53%9.36%10.51%45.70%20.06%19.02%
MSFT
Microsoft Corporation		10.45%-0.44%25.34%44.73%28.80%28.52%
PLTR
Palantir Technologies Inc.		27.43%-6.85%22.65%148.64%N/AN/A
SOFI
SoFi Technologies, Inc.		-27.64%2.42%-12.73%20.81%N/AN/A
BIL
SPDR Barclays 1-3 Month T-Bill ETF		1.53%0.42%2.64%5.23%1.90%1.25%
USDC-USD
USDCoin		-0.01%-0.02%0.00%0.01%-0.09%N/A

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.48%2.89%0.28%
2023-0.77%-0.50%3.23%1.35%

Expense Ratio

The Current Book has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

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.

Current Book
Sharpe ratio
The chart of Sharpe ratio for Current Book, currently valued at 1.17, compared to the broader market-1.000.001.002.003.004.005.001.17
Sortino ratio
The chart of Sortino ratio for Current Book, currently valued at 1.66, compared to the broader market-2.000.002.004.006.001.66
Omega ratio
The chart of Omega ratio for Current Book, currently valued at 1.21, compared to the broader market0.801.001.201.401.601.801.21
Calmar ratio
The chart of Calmar ratio for Current Book, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.000.44
Martin ratio
The chart of Martin ratio for Current Book, currently valued at 8.62, compared to the broader market0.0010.0020.0030.0040.0050.008.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0010.0020.0030.0040.0050.007.62
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOGL
Alphabet Inc.		0.981.331.190.295.05
MSFT
Microsoft Corporation		2.232.941.381.0016.79
PLTR
Palantir Technologies Inc.		0.641.541.190.793.53
SOFI
SoFi Technologies, Inc.		-0.49-0.400.950.01-1.63
BIL
SPDR Barclays 1-3 Month T-Bill ETF		16.92396.86330.7576.147,782.32
USDC-USD
USDCoin		-0.04-0.051.000.00-0.21

Sharpe Ratio

The current Current Book Sharpe ratio is 1.17. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.17

The Sharpe ratio of Current Book lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.17
1.89
Current Book
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Current Book granted a 1.60% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Current Book1.60%1.54%0.49%0.05%0.17%0.71%0.63%0.35%0.21%0.19%0.20%0.21%
Portfolio components:
GOOGL
Alphabet 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%
MSFT
Microsoft Corporation		0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
PLTR
Palantir Technologies 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%
SOFI
SoFi Technologies, 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%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		5.13%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%
USDC-USD
USDCoin		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.

-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.08%
-3.86%
Current Book
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Current Book. 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 Book was 18.33%, occurring on Jan 5, 2023. Recovery took 347 trading sessions.

The current Current Book drawdown is 1.08%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.33%Nov 5, 2021427Jan 5, 2023347Dec 18, 2023774
-5.38%Feb 10, 202127Mar 8, 202192Jun 8, 2021119
-2.45%Sep 27, 20218Oct 4, 202114Oct 18, 202122
-2.23%Jan 30, 20242Jan 31, 20247Feb 7, 20249
-2.2%Feb 11, 202424Mar 5, 202415Mar 20, 202439

Volatility

Volatility Chart

The current Current Book volatility is 1.76%, 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.

1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.76%
3.39%
Current Book
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
USDC-USDBILSOFIPLTRGOOGLMSFT
USDC-USD1.000.02-0.02-0.02-0.02-0.02
BIL0.021.000.000.020.020.05
SOFI-0.020.001.000.550.360.35
PLTR-0.020.020.551.000.410.41
GOOGL-0.020.020.360.411.000.70
MSFT-0.020.050.350.410.701.00