current
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 6.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.67% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 6.67% |
BTC-USD Bitcoin | 6.67% | |
ETH-USD Ethereum | 6.67% | |
GOOGL Alphabet Inc. | Communication Services | 6.67% |
IWM iShares Russell 2000 ETF | Small Cap Growth Equities | 6.67% |
META Meta Platforms, Inc. | Communication Services | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
PLTR Palantir Technologies Inc. | Technology | 6.67% |
TSLA Tesla, Inc. | Consumer Cyclical | 6.67% |
U Unity Software Inc. | Technology | 6.67% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 6.67% |
XLP Consumer Staples Select Sector SPDR Fund | Consumer Staples Equities | 6.67% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in current, 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 Sep 30, 2020, corresponding to the inception date of PLTR
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.91% | 3.41% | 8.87% | 22.44% | 13.23% | 10.69% |
current | 14.38% | 3.44% | 4.67% | 27.80% | N/A | N/A |
Portfolio components: | ||||||
AAPL Apple Inc | 16.15% | 1.44% | 31.28% | 18.18% | 34.11% | 26.14% |
TSLA Tesla, Inc. | -15.24% | 1.41% | 16.52% | -14.04% | 69.22% | 27.61% |
XLK Technology Select Sector SPDR Fund | 9.58% | 2.68% | 2.60% | 20.23% | 22.09% | 19.56% |
BTC-USD Bitcoin | 35.88% | -1.18% | -9.98% | 122.49% | 40.27% | 61.20% |
ETH-USD Ethereum | 6.10% | -9.89% | -31.91% | 48.53% | 69.26% | N/A |
GOOGL Alphabet Inc. | 12.78% | -5.58% | 18.75% | 16.13% | 21.13% | 18.13% |
AMZN Amazon.com, Inc. | 16.00% | 4.97% | 1.22% | 27.61% | 13.92% | 26.18% |
U Unity Software Inc. | -59.16% | 9.01% | -37.90% | -54.97% | N/A | N/A |
MSFT Microsoft Corporation | 9.48% | 0.41% | 2.05% | 25.51% | 25.16% | 26.50% |
PLTR Palantir Technologies Inc. | 77.69% | 23.32% | 28.14% | 100.99% | N/A | N/A |
BABA Alibaba Group Holding Limited | 7.05% | 6.22% | 15.13% | -11.51% | -14.06% | N/A |
IWM iShares Russell 2000 ETF | 6.87% | 2.12% | 5.28% | 13.33% | 8.65% | 7.69% |
XLV Health Care Select Sector SPDR Fund | 15.91% | 4.00% | 9.00% | 19.37% | 13.49% | 11.16% |
META Meta Platforms, Inc. | 44.88% | 4.84% | 4.50% | 73.03% | 21.93% | 20.89% |
XLP Consumer Staples Select Sector SPDR Fund | 17.08% | 4.83% | 12.90% | 18.59% | 9.20% | 9.08% |
Monthly Returns
The table below presents the monthly returns of current, 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 | -2.71% | 13.93% | 1.25% | -4.83% | 4.14% | 3.10% | 1.75% | -0.10% | 14.38% | ||||
2023 | 18.17% | -1.02% | 10.49% | -1.72% | 10.22% | 9.38% | 5.82% | -6.79% | -3.74% | -1.25% | 10.73% | 6.11% | 68.69% |
2022 | -10.52% | -4.37% | 5.75% | -14.38% | -8.02% | -9.10% | 12.87% | -5.27% | -10.32% | -0.31% | 2.90% | -9.70% | -42.47% |
2021 | 10.58% | -2.19% | 8.42% | 7.70% | -4.63% | 4.14% | 1.77% | 8.27% | -6.25% | 14.81% | -1.04% | -4.35% | 40.79% |
2020 | 2.18% | 30.51% | 7.66% | 43.57% |
Expense Ratio
current 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 is 13, indicating that it is in the bottom 13% 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 | |
---|---|---|---|---|---|
AAPL Apple Inc | 0.98 | 1.56 | 1.19 | 0.42 | 3.30 |
TSLA Tesla, Inc. | -0.44 | -0.32 | 0.96 | -0.28 | -0.92 |
XLK Technology Select Sector SPDR Fund | 0.60 | 0.95 | 1.12 | 0.19 | 2.86 |
BTC-USD Bitcoin | 0.98 | 1.65 | 1.17 | 0.53 | 4.68 |
ETH-USD Ethereum | 0.19 | 0.77 | 1.08 | 0.05 | 0.65 |
GOOGL Alphabet Inc. | 0.60 | 0.99 | 1.13 | 0.24 | 2.38 |
AMZN Amazon.com, Inc. | 0.81 | 1.29 | 1.17 | 0.28 | 3.70 |
U Unity Software Inc. | -1.47 | -3.01 | 0.68 | -0.59 | -1.57 |
MSFT Microsoft Corporation | 0.75 | 1.10 | 1.14 | 0.23 | 2.76 |
PLTR Palantir Technologies Inc. | 1.94 | 2.97 | 1.37 | 1.06 | 11.42 |
BABA Alibaba Group Holding Limited | 0.41 | 0.83 | 1.10 | 0.04 | 1.54 |
IWM iShares Russell 2000 ETF | 0.36 | 0.63 | 1.08 | 0.07 | 1.81 |
XLV Health Care Select Sector SPDR Fund | 2.40 | 3.30 | 1.47 | 1.20 | 11.54 |
META Meta Platforms, Inc. | 1.74 | 2.66 | 1.36 | 1.68 | 10.37 |
XLP Consumer Staples Select Sector SPDR Fund | 2.75 | 4.08 | 1.49 | 1.21 | 21.32 |
Dividends
Dividend yield
current granted a 0.63% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
current | 0.63% | 0.59% | 0.55% | 0.42% | 0.50% | 0.62% | 0.74% | 0.67% | 0.77% | 0.77% | 0.73% | 0.77% |
Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
TSLA Tesla, 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% |
XLK Technology Select Sector SPDR Fund | 0.72% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc. | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, 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% |
U Unity Software 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% |
MSFT Microsoft Corporation | 0.73% | 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% |
BABA Alibaba Group Holding Limited | 2.01% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWM iShares Russell 2000 ETF | 1.24% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
XLV Health Care Select Sector SPDR Fund | 1.42% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
META Meta Platforms, Inc. | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLP Consumer Staples Select Sector SPDR Fund | 2.59% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
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. 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 was 50.20%, occurring on Nov 9, 2022. Recovery took 490 trading sessions.
The current current drawdown is 6.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-50.2% | Nov 9, 2021 | 366 | Nov 9, 2022 | 490 | Mar 13, 2024 | 856 |
-12.73% | Jul 17, 2024 | 20 | Aug 5, 2024 | — | — | — |
-11.29% | Feb 10, 2021 | 23 | Mar 4, 2021 | 37 | Apr 10, 2021 | 60 |
-10.05% | May 10, 2021 | 14 | May 23, 2021 | 73 | Aug 4, 2021 | 87 |
-9.08% | Sep 7, 2021 | 23 | Sep 29, 2021 | 20 | Oct 19, 2021 | 43 |
Volatility
Volatility Chart
The current current volatility is 8.26%, 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
XLP | ETH-USD | BTC-USD | BABA | XLV | TSLA | PLTR | U | META | AAPL | IWM | AMZN | GOOGL | MSFT | XLK | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLP | 1.00 | 0.13 | 0.13 | 0.14 | 0.58 | 0.18 | 0.09 | 0.16 | 0.22 | 0.32 | 0.37 | 0.25 | 0.28 | 0.33 | 0.34 |
ETH-USD | 0.13 | 1.00 | 0.81 | 0.20 | 0.18 | 0.22 | 0.20 | 0.22 | 0.21 | 0.19 | 0.28 | 0.22 | 0.23 | 0.22 | 0.25 |
BTC-USD | 0.13 | 0.81 | 1.00 | 0.20 | 0.19 | 0.23 | 0.22 | 0.23 | 0.23 | 0.20 | 0.30 | 0.23 | 0.24 | 0.23 | 0.26 |
BABA | 0.14 | 0.20 | 0.20 | 1.00 | 0.18 | 0.31 | 0.31 | 0.38 | 0.31 | 0.23 | 0.34 | 0.32 | 0.29 | 0.26 | 0.31 |
XLV | 0.58 | 0.18 | 0.19 | 0.18 | 1.00 | 0.24 | 0.22 | 0.28 | 0.34 | 0.40 | 0.48 | 0.31 | 0.38 | 0.44 | 0.47 |
TSLA | 0.18 | 0.22 | 0.23 | 0.31 | 0.24 | 1.00 | 0.47 | 0.47 | 0.35 | 0.45 | 0.46 | 0.41 | 0.40 | 0.41 | 0.49 |
PLTR | 0.09 | 0.20 | 0.22 | 0.31 | 0.22 | 0.47 | 1.00 | 0.58 | 0.40 | 0.37 | 0.53 | 0.44 | 0.38 | 0.40 | 0.50 |
U | 0.16 | 0.22 | 0.23 | 0.38 | 0.28 | 0.47 | 0.58 | 1.00 | 0.39 | 0.39 | 0.53 | 0.46 | 0.36 | 0.40 | 0.47 |
META | 0.22 | 0.21 | 0.23 | 0.31 | 0.34 | 0.35 | 0.40 | 0.39 | 1.00 | 0.47 | 0.43 | 0.56 | 0.59 | 0.57 | 0.62 |
AAPL | 0.32 | 0.19 | 0.20 | 0.23 | 0.40 | 0.45 | 0.37 | 0.39 | 0.47 | 1.00 | 0.45 | 0.55 | 0.58 | 0.64 | 0.76 |
IWM | 0.37 | 0.28 | 0.30 | 0.34 | 0.48 | 0.46 | 0.53 | 0.53 | 0.43 | 0.45 | 1.00 | 0.45 | 0.44 | 0.43 | 0.58 |
AMZN | 0.25 | 0.22 | 0.23 | 0.32 | 0.31 | 0.41 | 0.44 | 0.46 | 0.56 | 0.55 | 0.45 | 1.00 | 0.64 | 0.64 | 0.65 |
GOOGL | 0.28 | 0.23 | 0.24 | 0.29 | 0.38 | 0.40 | 0.38 | 0.36 | 0.59 | 0.58 | 0.44 | 0.64 | 1.00 | 0.70 | 0.68 |
MSFT | 0.33 | 0.22 | 0.23 | 0.26 | 0.44 | 0.41 | 0.40 | 0.40 | 0.57 | 0.64 | 0.43 | 0.64 | 0.70 | 1.00 | 0.84 |
XLK | 0.34 | 0.25 | 0.26 | 0.31 | 0.47 | 0.49 | 0.50 | 0.47 | 0.62 | 0.76 | 0.58 | 0.65 | 0.68 | 0.84 | 1.00 |