Current best
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TSLA Tesla, Inc. | Consumer Cyclical | 20% |
QLD ProShares Ultra QQQ | Leveraged Equities, Leveraged | 20% |
NVDA NVIDIA Corporation | Technology | 15% |
AVGO Broadcom Inc. | Technology | 10% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 10% |
ASML ASML Holding N.V. | Technology | 10% |
ENPH Enphase Energy, Inc. | Technology | 5% |
AAPL Apple Inc. | Technology | 5% |
MSFT Microsoft Corporation | Technology | 5% |
Performance
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
Returns
As of Sep 22, 2023, the Current best returned 74.11% Year-To-Date and 42.96% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 9.80% |
| Current best | -2.87% | 24.40% | 74.11% | 49.78% | 46.87% | 42.96% |
| Portfolio components: | ||||||
TSLA Tesla, Inc. | 9.65% | 33.02% | 107.58% | -14.99% | 66.77% | 35.77% |
ENPH Enphase Energy, Inc. | -2.70% | -39.00% | -52.88% | -59.01% | 95.56% | 30.85% |
AVGO Broadcom Inc. | -5.03% | 27.82% | 47.19% | 72.12% | 31.15% | 38.14% |
TQQQ ProShares UltraPro QQQ | -5.96% | 40.21% | 108.36% | 55.91% | 16.25% | 34.58% |
QLD ProShares Ultra QQQ | -3.37% | 28.37% | 69.62% | 43.99% | 19.54% | 28.38% |
NVDA NVIDIA Corporation | -10.18% | 50.88% | 180.77% | 209.49% | 44.54% | 60.39% |
ASML ASML Holding N.V. | -12.79% | -11.90% | 7.32% | 29.24% | 26.60% | 20.88% |
AAPL Apple Inc. | -1.86% | 9.74% | 34.44% | 13.82% | 27.33% | 27.57% |
MSFT Microsoft Corporation | -0.91% | 15.58% | 34.15% | 35.01% | 24.23% | 27.88% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ENPH | TSLA | ASML | AAPL | AVGO | NVDA | MSFT | TQQQ | QLD | |
|---|---|---|---|---|---|---|---|---|---|
| ENPH | 1.00 | 0.27 | 0.30 | 0.28 | 0.30 | 0.30 | 0.29 | 0.38 | 0.38 |
| TSLA | 0.27 | 1.00 | 0.35 | 0.37 | 0.38 | 0.40 | 0.36 | 0.51 | 0.51 |
| ASML | 0.30 | 0.35 | 1.00 | 0.50 | 0.60 | 0.59 | 0.55 | 0.68 | 0.68 |
| AAPL | 0.28 | 0.37 | 0.50 | 1.00 | 0.54 | 0.50 | 0.56 | 0.76 | 0.76 |
| AVGO | 0.30 | 0.38 | 0.60 | 0.54 | 1.00 | 0.58 | 0.51 | 0.69 | 0.69 |
| NVDA | 0.30 | 0.40 | 0.59 | 0.50 | 0.58 | 1.00 | 0.56 | 0.70 | 0.70 |
| MSFT | 0.29 | 0.36 | 0.55 | 0.56 | 0.51 | 0.56 | 1.00 | 0.79 | 0.80 |
| TQQQ | 0.38 | 0.51 | 0.68 | 0.76 | 0.69 | 0.70 | 0.79 | 1.00 | 1.00 |
| QLD | 0.38 | 0.51 | 0.68 | 0.76 | 0.69 | 0.70 | 0.80 | 1.00 | 1.00 |
Dividend yield
Current best granted a 0.65% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current best | 0.65% | 0.65% | 0.35% | 0.48% | 0.71% | 0.74% | 0.53% | 0.77% | 0.68% | 0.79% | 0.92% | 2.78% |
| 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. | 2.28% | 3.08% | 2.35% | 3.30% | 4.01% | 3.65% | 2.36% | 1.88% | 1.54% | 1.71% | 2.43% | 2.56% |
TQQQ ProShares UltraPro QQQ | 1.44% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% | 0.00% |
QLD ProShares Ultra QQQ | 0.48% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.91% | 0.11% | 0.19% | 0.13% | 0.15% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
ASML ASML Holding N.V. | 1.05% | 1.19% | 0.50% | 0.56% | 1.22% | 0.97% | 0.68% | 0.98% | 0.78% | 0.72% | 0.68% | 21.46% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
Expense Ratio
The Current best has a high expense ratio of 0.28%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
TSLA Tesla, Inc. | -0.28 | ||||
ENPH Enphase Energy, Inc. | -1.07 | ||||
AVGO Broadcom Inc. | 2.08 | ||||
TQQQ ProShares UltraPro QQQ | 0.69 | ||||
QLD ProShares Ultra QQQ | 0.84 | ||||
NVDA NVIDIA Corporation | 3.82 | ||||
ASML ASML Holding N.V. | 0.61 | ||||
AAPL Apple Inc. | 0.41 | ||||
MSFT Microsoft Corporation | 1.08 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Current best. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Current best is 52.39%, recorded on Oct 14, 2022. It took 185 trading sessions for the portfolio to recover.
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 |
| -28.13% | Dec 30, 2015 | 29 | Feb 10, 2016 | 38 | Apr 6, 2016 | 67 |
| -22.8% | Feb 16, 2021 | 15 | Mar 8, 2021 | 71 | Jun 17, 2021 | 86 |
Volatility Chart
The current Current best volatility is 9.13%, 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.