PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
current
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 6.67%ETH-USD 6.67%AAPL 6.67%TSLA 6.67%XLK 6.67%GOOGL 6.67%AMZN 6.67%U 6.67%MSFT 6.67%PLTR 6.67%BABA 6.67%IWM 6.67%XLV 6.67%META 6.67%XLP 6.67%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


40.00%60.00%80.00%100.00%120.00%140.00%FebruaryMarchAprilMayJuneJuly
131.76%
63.69%
current
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
current18.16%4.15%19.55%27.99%N/AN/A
AAPL
Apple Inc
16.81%8.11%17.40%17.49%35.69%26.82%
TSLA
Tesla, Inc.
-3.73%30.70%12.73%-8.01%69.41%32.30%
XLK
Technology Select Sector SPDR Fund
15.14%-3.13%10.72%26.38%23.54%20.32%
BTC-USD
Bitcoin
57.84%4.08%60.57%124.07%44.45%59.61%
ETH-USD
Ethereum
53.66%-0.29%42.86%87.98%73.09%N/A
GOOGL
Alphabet Inc.
27.33%-1.10%21.51%48.20%25.79%19.45%
AMZN
Amazon.com, Inc.
20.53%-3.15%17.89%40.87%13.29%26.14%
U
Unity Software Inc.
-60.36%1.50%-51.09%-63.56%N/AN/A
MSFT
Microsoft Corporation
16.67%-2.82%10.04%28.15%27.44%27.68%
PLTR
Palantir Technologies Inc.
66.45%19.88%70.32%73.95%N/AN/A
BABA
Alibaba Group Holding Limited
-2.06%2.17%9.35%-16.54%-14.98%N/A
IWM
iShares Russell 2000 ETF
8.61%8.23%13.29%13.04%8.53%8.02%
XLV
Health Care Select Sector SPDR Fund
9.24%1.12%6.83%10.29%11.94%10.94%
META
Meta Platforms, Inc.
34.98%-3.64%24.60%62.36%19.25%21.35%
XLP
Consumer Staples Select Sector SPDR Fund
10.04%1.30%10.01%6.31%8.30%8.56%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.71%13.93%1.25%-4.83%4.14%3.10%18.16%
202318.17%-1.02%10.49%-1.72%10.22%9.38%5.82%-6.79%-3.74%-1.25%10.73%6.11%68.69%
2022-10.53%-4.36%5.75%-14.38%-8.02%-9.11%12.87%-5.27%-10.32%-0.31%2.90%-9.70%-42.47%
202110.57%-2.19%8.41%7.72%-4.64%4.15%1.78%8.27%-6.27%14.81%-1.05%-4.34%40.79%
20202.20%30.53%7.62%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.


Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for IWM: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for XLV: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for XLP: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of current is 74, 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.


The Risk-Adjusted Performance Rank of current is 7474
current
The Sharpe Ratio Rank of current is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of current is 8787Sortino Ratio Rank
The Omega Ratio Rank of current is 7979Omega Ratio Rank
The Calmar Ratio Rank of current is 2525Calmar Ratio Rank
The Martin Ratio Rank of current is 9292Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


current
Sharpe ratio
The chart of Sharpe ratio for current, currently valued at 2.43, compared to the broader market-1.000.001.002.003.004.002.43
Sortino ratio
The chart of Sortino ratio for current, currently valued at 3.24, compared to the broader market-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for current, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for current, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.000.84
Martin ratio
The chart of Martin ratio for current, currently valued at 17.97, compared to the broader market0.0010.0020.0030.0040.0017.97
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.372.181.260.614.05
TSLA
Tesla, Inc.
0.330.881.100.070.66
XLK
Technology Select Sector SPDR Fund
2.022.671.361.4515.10
BTC-USD
Bitcoin
2.482.931.311.4914.11
ETH-USD
Ethereum
1.872.501.260.978.30
GOOGL
Alphabet Inc.
1.992.721.371.4612.41
AMZN
Amazon.com, Inc.
1.792.731.310.6615.74
U
Unity Software Inc.
-1.01-1.570.83-0.72-1.34
MSFT
Microsoft Corporation
1.552.121.270.9610.54
PLTR
Palantir Technologies Inc.
1.182.091.270.545.00
BABA
Alibaba Group Holding Limited
-0.29-0.180.98-0.21-0.73
IWM
iShares Russell 2000 ETF
2.213.161.380.6012.91
XLV
Health Care Select Sector SPDR Fund
2.763.901.530.9212.90
META
Meta Platforms, Inc.
1.852.821.391.7212.02
XLP
Consumer Staples Select Sector SPDR Fund
2.303.381.410.6318.29

Sharpe Ratio

The current current Sharpe ratio is 2.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of current with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
2.43
1.82
current
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

current granted a 0.65% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
current0.65%0.59%0.55%0.42%0.50%0.62%0.74%0.67%0.77%0.77%0.73%0.77%
AAPL
Apple Inc
0.43%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
0.69%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.
0.11%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
0.67%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
2.19%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
1.22%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
1.51%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.
0.21%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
2.76%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.


-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.94%
-2.86%
current
Benchmark (^GSPC)
Portfolio components

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 2.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.2%Nov 9, 2021366Nov 9, 2022490Mar 13, 2024856
-11.27%Feb 10, 202119Feb 28, 202141Apr 10, 202160
-10.06%May 10, 202114May 23, 202173Aug 4, 202187
-9.07%Sep 7, 202123Sep 29, 202120Oct 19, 202143
-8.4%Mar 14, 202437Apr 19, 202431May 20, 202468

Volatility

Volatility Chart

The current current volatility is 4.15%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
4.15%
2.76%
current
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

XLPETH-USDBTC-USDBABAXLVTSLAPLTRUMETAIWMAMZNAAPLGOOGLMSFTXLK
XLP1.000.130.130.140.580.170.090.160.220.370.250.320.280.330.34
ETH-USD0.131.000.810.190.180.220.200.230.210.280.220.190.230.220.24
BTC-USD0.130.811.000.190.180.230.220.230.220.290.230.200.240.230.25
BABA0.140.190.191.000.170.290.300.380.300.330.310.230.290.260.29
XLV0.580.180.180.171.000.230.210.280.340.490.310.410.380.440.47
TSLA0.170.220.230.290.231.000.470.460.340.450.400.460.390.400.48
PLTR0.090.200.220.300.210.471.000.580.390.530.430.380.380.400.50
U0.160.230.230.380.280.460.581.000.390.520.450.390.360.400.47
META0.220.210.220.300.340.340.390.391.000.430.550.480.590.570.62
IWM0.370.280.290.330.490.450.530.520.431.000.440.460.440.430.58
AMZN0.250.220.230.310.310.400.430.450.550.441.000.550.640.640.65
AAPL0.320.190.200.230.410.460.380.390.480.460.551.000.590.640.77
GOOGL0.280.230.240.290.380.390.380.360.590.440.640.591.000.700.69
MSFT0.330.220.230.260.440.400.400.400.570.430.640.640.701.000.84
XLK0.340.240.250.290.470.480.500.470.620.580.650.770.690.841.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2020