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Current

Last updated Mar 2, 2024

Asset Allocation


CROX 42.3%META 27%HDSN 14.8%GOOGL 8.6%WIRE 6.4%EquityEquity
PositionCategory/SectorWeight
CROX
Crocs, Inc.
Consumer Cyclical

42.30%

META
Meta Platforms, Inc.
Communication Services

27%

HDSN
Hudson Technologies, Inc.
Basic Materials

14.80%

GOOGL
Alphabet Inc.
Communication Services

8.60%

WIRE
Encore Wire Corporation
Industrials

6.40%

LEU
Centrus Energy Corp.
Energy

0.90%

S&P 500

Performance

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


500.00%1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
2,104.29%
296.62%
Current
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns

As of Mar 2, 2024, the Current returned 26.99% Year-To-Date and 30.57% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Current26.99%14.01%36.55%53.56%48.04%30.61%
CROX
Crocs, Inc.
33.62%27.12%24.98%-0.58%38.14%23.43%
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%23.94%21.90%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.74%16.31%
HDSN
Hudson Technologies, Inc.
7.93%12.52%20.73%43.03%59.07%16.78%
WIRE
Encore Wire Corporation
13.11%4.24%44.91%22.50%33.39%16.80%
LEU
Centrus Energy Corp.
-23.84%-17.52%-15.58%-2.97%68.24%0.40%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.79%18.38%
2023-1.62%-0.42%-0.45%10.43%-0.71%

Sharpe Ratio

The current Current Sharpe ratio is 2.04. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.04

The Sharpe ratio of Current lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.04
2.44
Current
Benchmark (^GSPC)
Portfolio components

Dividend yield

Current granted a 0.03% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Current0.03%0.00%0.00%0.00%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%
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.
0.10%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.
0.00%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%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Current
2.04
CROX
Crocs, Inc.
0.01
META
Meta Platforms, Inc.
5.10
GOOGL
Alphabet Inc.
1.87
HDSN
Hudson Technologies, Inc.
0.92
WIRE
Encore Wire Corporation
0.65
LEU
Centrus Energy Corp.
-0.11

Asset Correlations Table

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

LEUHDSNCROXWIREMETAGOOGL
LEU1.000.120.180.160.110.14
HDSN0.121.000.190.220.140.16
CROX0.180.191.000.400.270.30
WIRE0.160.220.401.000.270.34
META0.110.140.270.271.000.60
GOOGL0.140.160.300.340.601.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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 49.89%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.89%Jan 23, 202041Mar 20, 202054Jun 8, 202095
-48.91%Nov 15, 2021158Jul 1, 2022198Apr 17, 2023356
-26.45%May 6, 201932Jun 19, 201993Oct 30, 2019125
-23.35%Aug 3, 2015117Jan 19, 2016119Jul 8, 2016236
-22.14%May 30, 2012114Nov 9, 201240Jan 9, 2013154

Volatility Chart

The current Current volatility is 9.38%, 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%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
9.38%
3.47%
Current
Benchmark (^GSPC)
Portfolio components
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