Current
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CROX Crocs, Inc. | Consumer Cyclical | 42.30% |
GOOGL Alphabet Inc. | Communication Services | 8.60% |
HDSN Hudson Technologies, Inc. | Basic Materials | 14.80% |
LEU Centrus Energy Corp. | Energy | 0.90% |
META Meta Platforms, Inc. | Communication Services | 27% |
WIRE Encore Wire Corporation | Industrials | 6.40% |
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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Jul 25, 2024, the Current returned 23.56% Year-To-Date and 29.76% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Current | 23.56% | -8.90% | 18.14% | 30.14% | 48.01% | 29.76% |
| Portfolio components: | ||||||
CROX Crocs, Inc. | 38.51% | -15.21% | 29.12% | 6.16% | 40.61% | 23.10% |
META Meta Platforms, Inc. | 30.58% | -7.54% | 18.31% | 56.97% | 18.33% | 19.96% |
GOOGL Alphabet Inc. | 23.72% | -3.68% | 16.23% | 41.42% | 22.73% | 19.22% |
HDSN Hudson Technologies, Inc. | -34.84% | -1.12% | -25.45% | -1.68% | 70.68% | 11.56% |
WIRE Encore Wire Corporation | 35.72% | 0.09% | 33.93% | 79.97% | 39.47% | 20.45% |
LEU Centrus Energy Corp. | -21.80% | -2.85% | -21.81% | 21.50% | 67.96% | -4.58% |
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 | 5.79% | 18.33% | 5.30% | -9.11% | 11.95% | -0.40% | 23.56% | ||||||
| 2023 | 14.09% | 5.56% | 7.21% | 0.21% | 2.61% | 5.06% | 1.16% | -1.62% | -0.42% | -0.45% | 10.43% | -0.71% | 50.90% |
| 2022 | -14.77% | -16.18% | 8.64% | -8.66% | 2.24% | -16.41% | 25.58% | 0.58% | -9.80% | -2.05% | 29.03% | 0.41% | -12.41% |
| 2021 | 7.20% | 6.93% | 7.51% | 19.26% | 7.27% | 11.77% | 9.01% | 4.52% | -0.90% | 7.95% | 1.63% | -5.91% | 105.41% |
| 2020 | -6.66% | -15.21% | -21.73% | 30.27% | 11.92% | 15.49% | 4.01% | 10.73% | -2.03% | 9.29% | 12.74% | 1.78% | 47.61% |
| 2019 | 18.25% | -2.85% | 11.10% | 3.92% | -15.80% | -1.89% | 3.19% | -4.44% | 15.11% | 11.89% | 2.85% | 15.62% | 65.47% |
| 2018 | 6.29% | -6.06% | 7.74% | -1.29% | 2.46% | -0.28% | -2.41% | 7.09% | -4.63% | -10.50% | 18.91% | -7.39% | 6.59% |
| 2017 | 4.79% | -1.77% | 2.89% | -1.94% | 6.58% | 5.08% | 4.32% | 6.79% | 2.26% | 0.69% | 2.68% | 8.24% | 48.29% |
| 2016 | -2.40% | 1.80% | 4.75% | -4.92% | 7.76% | 5.13% | 8.93% | -2.83% | -0.50% | -4.20% | -0.98% | -0.37% | 11.58% |
| 2015 | -9.83% | 7.34% | 4.79% | 5.06% | 5.47% | -0.79% | 5.51% | -5.65% | -6.03% | 2.89% | -0.04% | -4.14% | 2.83% |
| 2014 | 1.93% | 1.18% | -5.77% | 0.49% | -1.29% | 3.27% | 3.86% | 0.91% | -6.77% | 0.16% | 0.90% | -1.11% | -2.79% |
| 2013 | 7.59% | -0.28% | -2.79% | 5.63% | 0.82% | -4.19% | 4.73% | 0.76% | 10.45% | -0.77% | 6.87% | 19.23% | 56.81% |
Expense Ratio
Current has an expense ratio of 0.00%, indicating no management fees are charged. 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 44, 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 | |
|---|---|---|---|---|---|
CROX Crocs, Inc. | 0.12 | 0.56 | 1.06 | 0.10 | 0.31 |
META Meta Platforms, Inc. | 1.58 | 2.40 | 1.31 | 2.26 | 9.09 |
GOOGL Alphabet Inc. | 1.51 | 2.03 | 1.29 | 2.29 | 9.14 |
HDSN Hudson Technologies, Inc. | -0.04 | 0.30 | 1.04 | -0.05 | -0.09 |
WIRE Encore Wire Corporation | 2.63 | 3.56 | 1.49 | 3.77 | 18.55 |
LEU Centrus Energy Corp. | 0.45 | 1.07 | 1.12 | 0.27 | 1.18 |
Dividends
Dividend yield
Current granted a 0.07% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current | 0.07% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% |
| Portfolio components: | ||||||||||||
CROX Crocs, 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% |
META Meta Platforms, Inc. | 0.22% | 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. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HDSN Hudson 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% |
WIRE Encore Wire Corporation | 0.03% | 0.04% | 0.06% | 0.04% | 0.17% | 0.14% | 0.16% | 0.16% | 0.18% | 0.16% | 0.21% | 0.18% |
LEU Centrus Energy Corp. | 0.00% | 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.
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 49.89%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.
The current Current drawdown is 11.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.89% | Jan 23, 2020 | 41 | Mar 20, 2020 | 54 | Jun 8, 2020 | 95 |
| -48.91% | Nov 15, 2021 | 158 | Jul 1, 2022 | 198 | Apr 17, 2023 | 356 |
| -26.45% | May 6, 2019 | 32 | Jun 19, 2019 | 93 | Oct 30, 2019 | 125 |
| -23.35% | Aug 3, 2015 | 117 | Jan 19, 2016 | 119 | Jul 8, 2016 | 236 |
| -22.14% | May 30, 2012 | 114 | Nov 9, 2012 | 40 | Jan 9, 2013 | 154 |
Volatility
Volatility Chart
The current Current volatility is 5.09%, 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
| LEU | HDSN | CROX | WIRE | META | GOOGL | |
|---|---|---|---|---|---|---|
| LEU | 1.00 | 0.12 | 0.18 | 0.16 | 0.12 | 0.14 |
| HDSN | 0.12 | 1.00 | 0.19 | 0.21 | 0.13 | 0.16 |
| CROX | 0.18 | 0.19 | 1.00 | 0.40 | 0.27 | 0.30 |
| WIRE | 0.16 | 0.21 | 0.40 | 1.00 | 0.27 | 0.33 |
| META | 0.12 | 0.13 | 0.27 | 0.27 | 1.00 | 0.60 |
| GOOGL | 0.14 | 0.16 | 0.30 | 0.33 | 0.60 | 1.00 |