Current Book
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 30% |
GOOGL Alphabet Inc. | Communication Services | 13% |
MSFT Microsoft Corporation | Technology | 8% |
PLTR Palantir Technologies Inc. | Technology | 4% |
SOFI SoFi Technologies, Inc. | Financial Services | 4% |
USDC-USD USDCoin | 41% |
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
The earliest data available for this chart is Nov 30, 2020, corresponding to the inception date of SOFI
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
Current Book | 6.00% | 0.08% | 5.53% | 9.97% | N/A | N/A |
Portfolio components: | ||||||
GOOGL Alphabet Inc. | 23.72% | -3.68% | 16.23% | 41.42% | 22.73% | 19.22% |
MSFT Microsoft Corporation | 14.47% | -4.19% | 6.93% | 23.16% | 26.14% | 27.53% |
PLTR Palantir Technologies Inc. | 54.92% | 10.10% | 58.81% | 60.73% | N/A | N/A |
SOFI SoFi Technologies, Inc. | -28.64% | 8.56% | -6.08% | -23.90% | N/A | N/A |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 2.97% | 0.43% | 2.64% | 5.37% | 2.07% | 1.39% |
USDC-USD USDCoin | -0.02% | -0.02% | -0.03% | -0.01% | -0.06% | N/A |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.48% | 2.89% | 0.28% | 0.09% | 1.50% | 2.01% | 6.00% | ||||||
2023 | 4.78% | -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% |
2021 | 6.70% | -2.19% | -0.15% | 2.38% | 0.67% | 1.68% | 0.18% | 2.06% | -1.69% | 4.07% | -2.12% | -0.28% | 11.50% |
2020 | 0.51% | 0.51% |
Expense Ratio
Current Book has an expense ratio of 0.04%, 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 Book is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
GOOGL Alphabet Inc. | 1.59 | 2.22 | 1.30 | 1.12 | 9.94 |
MSFT Microsoft Corporation | 1.30 | 1.79 | 1.23 | 0.79 | 8.66 |
PLTR Palantir Technologies Inc. | 0.84 | 1.68 | 1.22 | 0.35 | 3.60 |
SOFI SoFi Technologies, Inc. | -0.09 | 0.30 | 1.04 | -0.33 | -0.20 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.90 | 393.78 | 328.19 | 75.59 | 7,721.21 |
USDC-USD USDCoin | -0.08 | -0.11 | 0.99 | 0.00 | -0.35 |
Dividends
Dividend yield
Current Book granted a 1.64% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Current Book | 1.64% | 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. | 0.12% | 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 | 0.68% | 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 | 5.22% | 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.
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 1.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-18.33% | Nov 5, 2021 | 427 | Jan 5, 2023 | 347 | Dec 18, 2023 | 774 |
-5.38% | Feb 10, 2021 | 27 | Mar 8, 2021 | 92 | Jun 8, 2021 | 119 |
-2.45% | Sep 27, 2021 | 8 | Oct 4, 2021 | 14 | Oct 18, 2021 | 22 |
-2.23% | Jan 30, 2024 | 2 | Jan 31, 2024 | 7 | Feb 7, 2024 | 9 |
-2.2% | Feb 11, 2024 | 24 | Mar 5, 2024 | 15 | Mar 20, 2024 | 39 |
Volatility
Volatility Chart
The current Current Book volatility is 2.17%, 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
USDC-USD | BIL | SOFI | PLTR | GOOGL | MSFT | |
---|---|---|---|---|---|---|
USDC-USD | 1.00 | 0.02 | -0.02 | -0.02 | -0.01 | -0.02 |
BIL | 0.02 | 1.00 | -0.00 | 0.02 | 0.02 | 0.04 |
SOFI | -0.02 | -0.00 | 1.00 | 0.53 | 0.35 | 0.34 |
PLTR | -0.02 | 0.02 | 0.53 | 1.00 | 0.40 | 0.41 |
GOOGL | -0.01 | 0.02 | 0.35 | 0.40 | 1.00 | 0.70 |
MSFT | -0.02 | 0.04 | 0.34 | 0.41 | 0.70 | 1.00 |