Current best
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 5% |
ASML ASML Holding N.V. | Technology | 10% |
AVGO Broadcom Inc. | Technology | 10% |
ENPH Enphase Energy, Inc. | Technology | 5% |
MSFT Microsoft Corporation | Technology | 5% |
NVDA NVIDIA Corporation | Technology | 15% |
QLD ProShares Ultra QQQ | Leveraged Equities, Leveraged | 20% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 10% |
TSLA Tesla, Inc. | Consumer Cyclical | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current best, 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 Mar 30, 2012, corresponding to the inception date of ENPH
Returns By Period
As of Sep 6, 2024, the Current best returned 28.92% Year-To-Date and 42.60% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
| Current best | 28.92% | 7.75% | 7.87% | 44.62% | 56.81% | 42.60% |
| Portfolio components: | ||||||
TSLA Tesla, Inc. | -7.37% | 14.72% | 28.84% | -8.63% | 72.51% | 28.53% |
ENPH Enphase Energy, Inc. | -15.18% | 10.39% | -13.58% | -8.90% | 34.66% | 22.08% |
AVGO Broadcom Inc. | 37.92% | 6.18% | 9.42% | 78.28% | 43.75% | 37.26% |
TQQQ ProShares UltraPro QQQ | 23.24% | 12.85% | -0.52% | 52.56% | 31.83% | 32.93% |
QLD ProShares Ultra QQQ | 19.05% | 8.95% | 2.37% | 39.42% | 29.72% | 27.73% |
NVDA NVIDIA Corporation | 116.52% | 2.84% | 15.70% | 127.86% | 89.29% | 72.19% |
ASML ASML Holding N.V. | 5.71% | -5.62% | -23.74% | 20.44% | 28.52% | 24.63% |
AAPL Apple Inc | 15.94% | 7.43% | 31.92% | 22.20% | 34.03% | 26.18% |
MSFT Microsoft Corporation | 9.20% | 2.38% | 0.18% | 23.60% | 25.25% | 26.30% |
Monthly Returns
The table below presents the monthly returns of Current best, 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 | 0.86% | 13.19% | 1.73% | -5.23% | 10.58% | 10.83% | 0.96% | -1.02% | 28.92% | ||||
| 2023 | 23.16% | 6.18% | 12.57% | -5.72% | 20.77% | 13.01% | 4.30% | -2.78% | -9.11% | -7.73% | 18.48% | 10.01% | 109.96% |
| 2022 | -15.08% | -4.52% | 11.38% | -22.25% | -2.99% | -14.71% | 25.29% | -10.30% | -14.42% | 3.98% | 10.46% | -16.27% | -46.26% |
| 2021 | 4.06% | -2.19% | 0.80% | 7.61% | -1.61% | 12.75% | 3.80% | 7.77% | -6.74% | 23.74% | 7.18% | -2.52% | 65.18% |
| 2020 | 13.98% | 0.00% | -17.77% | 28.71% | 12.67% | 13.64% | 15.51% | 33.92% | -8.55% | -5.57% | 24.67% | 13.23% | 191.26% |
| 2019 | 10.74% | 6.97% | 5.25% | 4.14% | -14.93% | 16.97% | 7.52% | -2.96% | 1.83% | 12.58% | 7.34% | 12.40% | 86.48% |
| 2018 | 14.55% | -0.46% | -6.34% | 0.59% | 9.05% | 4.51% | -0.36% | 6.93% | -2.55% | -8.17% | -1.67% | -10.30% | 2.97% |
| 2017 | 12.61% | 4.67% | 4.32% | 3.45% | 9.70% | -0.76% | 5.59% | 4.90% | 3.43% | 7.56% | 4.26% | -2.26% | 73.90% |
| 2016 | -13.11% | -0.54% | 14.67% | -3.06% | 6.89% | -3.01% | 12.48% | 0.85% | 1.72% | -2.13% | 4.39% | 7.61% | 26.33% |
| 2015 | -5.04% | 12.07% | -5.07% | 6.79% | 5.67% | -4.39% | 0.83% | -6.96% | -1.03% | 9.27% | 2.32% | 2.50% | 15.97% |
| 2014 | 1.99% | 16.62% | -4.94% | -0.81% | 6.45% | 6.12% | -0.45% | 14.14% | -1.91% | 2.85% | 5.42% | -2.54% | 49.19% |
| 2013 | 6.50% | -0.03% | 6.04% | 12.55% | 26.72% | 1.39% | 10.59% | 6.47% | 11.04% | 0.17% | 0.09% | 6.46% | 127.86% |
Expense Ratio
Current best features an expense ratio of 0.28%, falling within the medium range. 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 best is 27, 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.
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 | |
|---|---|---|---|---|---|
TSLA Tesla, Inc. | -0.19 | 0.10 | 1.01 | -0.16 | -0.39 |
ENPH Enphase Energy, Inc. | -0.19 | 0.16 | 1.02 | -0.16 | -0.67 |
AVGO Broadcom Inc. | 1.81 | 2.52 | 1.32 | 3.10 | 10.21 |
TQQQ ProShares UltraPro QQQ | 0.93 | 1.45 | 1.19 | 0.75 | 4.19 |
QLD ProShares Ultra QQQ | 1.06 | 1.53 | 1.20 | 0.90 | 4.81 |
NVDA NVIDIA Corporation | 2.37 | 2.86 | 1.36 | 4.47 | 14.73 |
ASML ASML Holding N.V. | 0.52 | 0.95 | 1.12 | 0.61 | 2.04 |
AAPL Apple Inc | 0.79 | 1.26 | 1.16 | 1.07 | 2.51 |
MSFT Microsoft Corporation | 1.17 | 1.62 | 1.21 | 1.51 | 4.74 |
Dividends
Dividend yield
Current best granted a 0.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current best | 0.51% | 0.52% | 0.65% | 0.34% | 0.46% | 0.66% | 0.82% | 0.55% | 0.80% | 0.71% | 0.82% | 1.00% |
| Portfolio components: | ||||||||||||
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% |
ENPH Enphase Energy, 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% |
AVGO Broadcom Inc. | 1.33% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
TQQQ ProShares UltraPro QQQ | 1.39% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
QLD ProShares Ultra QQQ | 0.46% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
ASML ASML Holding N.V. | 0.83% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
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% |
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% |
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 best. 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 best was 52.39%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.
The current Current best drawdown is 16.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.39% | Nov 22, 2021 | 226 | Oct 14, 2022 | 185 | Jul 13, 2023 | 411 |
| -49.97% | Feb 20, 2020 | 20 | Mar 18, 2020 | 57 | Jun 9, 2020 | 77 |
| -29.7% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -28.03% | Dec 30, 2015 | 29 | Feb 10, 2016 | 38 | Apr 6, 2016 | 67 |
| -24.62% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current Current best volatility is 12.99%, 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
| ENPH | TSLA | AAPL | ASML | AVGO | NVDA | MSFT | TQQQ | QLD | |
|---|---|---|---|---|---|---|---|---|---|
| ENPH | 1.00 | 0.28 | 0.27 | 0.31 | 0.30 | 0.29 | 0.28 | 0.38 | 0.38 |
| TSLA | 0.28 | 1.00 | 0.38 | 0.35 | 0.38 | 0.39 | 0.36 | 0.51 | 0.51 |
| AAPL | 0.27 | 0.38 | 1.00 | 0.48 | 0.52 | 0.48 | 0.56 | 0.74 | 0.74 |
| ASML | 0.31 | 0.35 | 0.48 | 1.00 | 0.60 | 0.59 | 0.54 | 0.68 | 0.68 |
| AVGO | 0.30 | 0.38 | 0.52 | 0.60 | 1.00 | 0.59 | 0.51 | 0.70 | 0.69 |
| NVDA | 0.29 | 0.39 | 0.48 | 0.59 | 0.59 | 1.00 | 0.56 | 0.70 | 0.70 |
| MSFT | 0.28 | 0.36 | 0.56 | 0.54 | 0.51 | 0.56 | 1.00 | 0.79 | 0.79 |
| TQQQ | 0.38 | 0.51 | 0.74 | 0.68 | 0.70 | 0.70 | 0.79 | 1.00 | 1.00 |
| QLD | 0.38 | 0.51 | 0.74 | 0.68 | 0.69 | 0.70 | 0.79 | 1.00 | 1.00 |