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Current Book
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BIL 30%USDC-USD 41%GOOGL 13%MSFT 8%PLTR 4%SOFI 4%BondBondCryptocurrencyCryptocurrencyEquityEquity

Performance

Performance Chart


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

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.64%8.97%-2.62%11.90%15.76%10.69%
Current Book0.86%4.00%4.12%15.86%N/AN/A
GOOGL
Alphabet Inc Class A
-16.20%0.84%-11.94%-5.59%18.83%19.34%
MSFT
Microsoft Corporation
6.80%15.65%7.91%9.15%21.25%26.93%
PLTR
Palantir Technologies Inc.
56.63%33.78%96.65%475.05%N/AN/A
SOFI
SoFi Technologies, Inc.
-8.83%31.09%-0.50%102.31%N/AN/A
BIL
SPDR Barclays 1-3 Month T-Bill ETF
1.48%0.31%2.13%4.76%2.57%1.77%
USDC-USD
USDCoin
0.00%0.00%0.02%0.00%-0.02%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Current Book, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.45%-2.71%-2.15%2.77%1.63%0.86%
2024-0.48%2.89%0.28%0.09%1.50%2.01%-0.32%0.54%1.39%2.23%5.55%2.09%19.13%
20234.78%-1.31%3.12%0.88%6.54%1.28%4.03%-2.12%-0.77%-0.50%3.23%1.35%22.08%
2022-3.28%-0.98%0.44%-5.39%-0.10%-1.86%2.92%-2.81%-2.90%0.66%0.61%-2.80%-14.68%
20216.85%-2.30%-0.13%2.33%0.70%1.59%0.25%2.01%-1.71%4.13%-2.12%-0.28%11.51%
20200.49%0.49%

Expense Ratio

Current Book has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, Current Book is among the top 19% 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 Book is 8181
Overall Rank
The Sharpe Ratio Rank of Current Book is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of Current Book is 9393
Sortino Ratio Rank
The Omega Ratio Rank of Current Book is 9292
Omega Ratio Rank
The Calmar Ratio Rank of Current Book is 4040
Calmar Ratio Rank
The Martin Ratio Rank of Current Book is 8888
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
GOOGL
Alphabet Inc Class A
-0.180.081.01-0.20-0.29
MSFT
Microsoft Corporation
0.360.841.110.111.31
PLTR
Palantir Technologies Inc.
6.615.121.6910.7336.87
SOFI
SoFi Technologies, Inc.
1.692.371.300.926.52
BIL
SPDR Barclays 1-3 Month T-Bill ETF
16.80237.70137.3459.734,642.66
USDC-USD
USDCoin
-0.020.041.000.000.16

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 Book Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 1.72
  • All Time: 0.86

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 0.41 to 0.94, 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 Book 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 Book provided a 1.53% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.53%1.61%1.54%0.49%0.05%0.17%0.71%0.63%0.35%0.21%0.19%0.20%
GOOGL
Alphabet Inc Class A
0.50%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
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
4.69%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%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. 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 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 18.32%, occurring on Jan 5, 2023. Recovery took 347 trading sessions.

The current Current Book drawdown is 2.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.32%Nov 5, 2021427Jan 5, 2023347Dec 18, 2023774
-7.99%Feb 5, 202563Apr 8, 2025
-5.36%Feb 10, 202127Mar 8, 202192Jun 8, 2021119
-4.08%Jul 11, 202426Aug 5, 202445Sep 19, 202471
-2.56%Dec 27, 202418Jan 13, 20259Jan 22, 202527

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 6 assets, with an effective number of assets of 3.51, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCBILUSDC-USDSOFIPLTRGOOGLMSFTPortfolio
^GSPC1.00-0.01-0.040.530.550.710.770.77
BIL-0.011.000.040.000.040.020.040.06
USDC-USD-0.040.041.00-0.04-0.04-0.03-0.010.09
SOFI0.530.00-0.041.000.540.370.350.67
PLTR0.550.04-0.040.541.000.390.420.69
GOOGL0.710.02-0.030.370.391.000.670.75
MSFT0.770.04-0.010.350.420.671.000.70
Portfolio0.770.060.090.670.690.750.701.00
The correlation results are calculated based on daily price changes starting from Dec 1, 2020