PortfoliosLab logo

Current Book

Last updated Mar 18, 2023

Expense Ratio

0.04%

Dividend Yield

0.69%

Asset Allocation


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

Performance

The chart shows the growth of $10,000 invested in Current Book in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,087 for a total return of roughly 0.87%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
3.85%
9.23%
Current Book
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the Current Book returned 5.49% Year-To-Date and 0.26% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%2.39%2.39%
Current Book-0.25%5.49%1.45%-5.05%0.26%0.26%
GOOGL
Alphabet Inc.
7.33%15.18%-1.25%-23.75%4.53%4.53%
MSFT
Microsoft Corporation
2.92%16.81%14.48%-4.15%9.01%9.01%
PLTR
Palantir Technologies Inc.
-14.53%22.74%-1.62%-33.16%-31.06%-31.06%
SOFI
SoFi Technologies, Inc.
-18.99%18.44%-14.82%-36.29%-17.82%-17.82%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.48%0.92%1.87%2.33%0.67%0.67%
USDC-USD
USDCoin
-0.00%0.00%-0.01%0.01%0.01%0.01%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Current Book Sharpe ratio is -0.18. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
-0.18
0.02
Current Book
Benchmark (^GSPC)
Portfolio components

Dividends

Current Book granted a 0.69% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.69%0.49%0.06%0.17%0.73%0.66%0.38%0.23%0.21%0.23%0.24%0.30%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-13.07%
-18.34%
Current Book
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Current Book. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Current Book is 18.35%, recorded on Jan 5, 2023. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.35%Nov 9, 2021423Jan 5, 2023
-5.38%Feb 10, 202127Mar 8, 202192Jun 8, 2021119
-2.45%Sep 27, 20218Oct 4, 202114Oct 18, 202122
-1.43%Jun 22, 202128Jul 19, 20219Jul 28, 202137
-1.31%Dec 29, 20209Jan 6, 20211Jan 7, 202110
-1.31%Sep 17, 20214Sep 20, 20214Sep 24, 20218
-0.91%Oct 27, 20211Oct 27, 20215Nov 1, 20216
-0.9%Aug 13, 20215Aug 17, 20216Aug 23, 202111
-0.8%Dec 9, 202011Dec 19, 20204Dec 23, 202015
-0.75%Jan 8, 20217Jan 14, 20215Jan 19, 202112

Volatility Chart

Current Current Book volatility is 0.29%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
13.23%
19.95%
Current Book
Benchmark (^GSPC)
Portfolio components