Current today 75
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current today 75, 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 Jul 16, 2019, corresponding to the inception date of JPGL.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| Current today 75 | 18.76% | 3.12% | 9.59% | 24.03% | 11.25% | N/A |
| Portfolio components: | ||||||
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF | 23.45% | 3.69% | 12.60% | 26.44% | 10.89% | 13.04% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 21.61% | 3.68% | 9.21% | 28.04% | 12.79% | 13.05% |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 13.72% | 2.16% | 7.45% | 18.98% | 10.88% | N/A |
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 16.57% | 2.91% | 9.66% | 22.24% | 9.81% | N/A |
Monthly Returns
The table below presents the monthly returns of Current today 75, 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 | 1.59% | 3.10% | 3.12% | -3.36% | 3.25% | 2.56% | 1.83% | 2.74% | 1.42% | -1.82% | 3.25% | 18.76% | |
| 2023 | 3.92% | -2.76% | 2.90% | 2.43% | -2.41% | 5.27% | 2.57% | -1.65% | -4.16% | -2.64% | 8.00% | 5.24% | 17.07% |
| 2022 | -6.47% | -1.11% | 4.23% | -5.71% | -1.68% | -7.86% | 6.12% | -3.59% | -7.60% | 5.81% | 6.20% | -1.59% | -13.90% |
| 2021 | -1.02% | 1.32% | 4.87% | 4.05% | 2.23% | 0.75% | 2.59% | 1.85% | -4.38% | 4.66% | -0.57% | 5.06% | 23.11% |
| 2020 | -0.58% | -9.28% | -10.45% | 8.98% | 3.76% | 2.04% | 3.54% | 6.33% | -1.83% | -3.15% | 10.13% | 3.57% | 11.27% |
| 2019 | -0.50% | -2.13% | 2.55% | 2.02% | 3.08% | 3.20% | 8.38% |
Expense Ratio
Current today 75 has an expense ratio of 0.26%, 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 risk-adjusted rank of Current today 75 is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF | 3.00 | 4.37 | 1.54 | 5.07 | 19.45 |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 2.44 | 3.43 | 1.44 | 3.90 | 13.75 |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 2.03 | 2.90 | 1.36 | 3.47 | 10.36 |
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 2.27 | 3.21 | 1.41 | 4.80 | 14.44 |
Dividends
Dividend yield
Current today 75 provided a 0.39% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.39% | 0.46% | 0.61% | 0.40% | 0.37% | 0.47% | 0.53% | 0.35% | 0.00% | 0.00% | 0.15% |
| Portfolio components: | |||||||||||
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 1.57% | 1.86% | 2.42% | 1.60% | 1.47% | 1.88% | 2.13% | 1.42% | 0.00% | 0.00% | 0.00% |
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Current today 75. 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 today 75 was 32.89%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.
The current Current today 75 drawdown is 0.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.89% | Feb 18, 2020 | 25 | Mar 23, 2020 | 112 | Sep 2, 2020 | 137 |
| -23.69% | Dec 31, 2021 | 195 | Oct 11, 2022 | 305 | Dec 27, 2023 | 500 |
| -6.91% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
| -6.69% | Sep 7, 2021 | 20 | Oct 4, 2021 | 23 | Nov 4, 2021 | 43 |
| -6.14% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
Volatility
Volatility Chart
The current Current today 75 volatility is 2.63%, 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
| JPGL.L | MVUS.L | XDEQ.L | GGRP.L | |
|---|---|---|---|---|
| JPGL.L | 1.00 | 0.77 | 0.83 | 0.84 |
| MVUS.L | 0.77 | 1.00 | 0.87 | 0.88 |
| XDEQ.L | 0.83 | 0.87 | 1.00 | 0.94 |
| GGRP.L | 0.84 | 0.88 | 0.94 | 1.00 |