Current Book
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 30% |
GOOGL Alphabet Inc Class A | 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
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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
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
Current Book | 0.86% | 4.00% | 4.12% | 15.86% | N/A | N/A |
Portfolio components: | ||||||
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/A | N/A |
SOFI SoFi Technologies, Inc. | -8.83% | 31.09% | -0.50% | 102.31% | N/A | N/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 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 1.45% | -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% |
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 | 6.85% | -2.30% | -0.13% | 2.33% | 0.70% | 1.59% | 0.25% | 2.01% | -1.71% | 4.13% | -2.12% | -0.28% | 11.51% |
2020 | 0.49% | 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.
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 Class A | -0.18 | 0.08 | 1.01 | -0.20 | -0.29 |
MSFT Microsoft Corporation | 0.36 | 0.84 | 1.11 | 0.11 | 1.31 |
PLTR Palantir Technologies Inc. | 6.61 | 5.12 | 1.69 | 10.73 | 36.87 |
SOFI SoFi Technologies, Inc. | 1.69 | 2.37 | 1.30 | 0.92 | 6.52 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.80 | 237.70 | 137.34 | 59.73 | 4,642.66 |
USDC-USD USDCoin | -0.02 | 0.04 | 1.00 | 0.00 | 0.16 |
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Dividends
Dividend yield
Current Book provided a 1.53% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.53% | 1.61% | 1.54% | 0.49% | 0.05% | 0.17% | 0.71% | 0.63% | 0.35% | 0.21% | 0.19% | 0.20% |
Portfolio components: | ||||||||||||
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, 2021 | 427 | Jan 5, 2023 | 347 | Dec 18, 2023 | 774 |
-7.99% | Feb 5, 2025 | 63 | Apr 8, 2025 | — | — | — |
-5.36% | Feb 10, 2021 | 27 | Mar 8, 2021 | 92 | Jun 8, 2021 | 119 |
-4.08% | Jul 11, 2024 | 26 | Aug 5, 2024 | 45 | Sep 19, 2024 | 71 |
-2.56% | Dec 27, 2024 | 18 | Jan 13, 2025 | 9 | Jan 22, 2025 | 27 |
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
^GSPC | BIL | USDC-USD | SOFI | PLTR | GOOGL | MSFT | Portfolio | |
---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | -0.01 | -0.04 | 0.53 | 0.55 | 0.71 | 0.77 | 0.77 |
BIL | -0.01 | 1.00 | 0.04 | 0.00 | 0.04 | 0.02 | 0.04 | 0.06 |
USDC-USD | -0.04 | 0.04 | 1.00 | -0.04 | -0.04 | -0.03 | -0.01 | 0.09 |
SOFI | 0.53 | 0.00 | -0.04 | 1.00 | 0.54 | 0.37 | 0.35 | 0.67 |
PLTR | 0.55 | 0.04 | -0.04 | 0.54 | 1.00 | 0.39 | 0.42 | 0.69 |
GOOGL | 0.71 | 0.02 | -0.03 | 0.37 | 0.39 | 1.00 | 0.67 | 0.75 |
MSFT | 0.77 | 0.04 | -0.01 | 0.35 | 0.42 | 0.67 | 1.00 | 0.70 |
Portfolio | 0.77 | 0.06 | 0.09 | 0.67 | 0.69 | 0.75 | 0.70 | 1.00 |