Asset Allocation
Find the right asset allocation for current with memory
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in current with memory, 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 Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio current with memory | 0.69% | 1.06% | 19.18% | 22.74% | — | — | — | — |
| Portfolio components: | ||||||||
COHR Coherent, Inc. | 5.90% | 0.67% | 108.61% | 115.90% | 397.65% | 107.95% | 40.59% | 34.35% |
CRAK VanEck Oil Refiners ETF | 0.01% | -1.57% | 29.26% | 26.17% | 55.23% | 20.46% | 13.12% | 13.50% |
EICIX EIC Value Fund | 0.80% | 4.47% | 5.81% | 4.81% | 13.57% | 15.33% | 10.21% | 11.48% |
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 0.70% | 6.11% | 36.28% | 42.03% | 83.08% | 30.34% | — | — |
EMEQ Nomura Focused Emerging Markets Equity ETF | 0.81% | 10.20% | 70.13% | 81.37% | 141.42% | — | — | — |
EWY iShares MSCI South Korea ETF | -0.75% | 10.39% | 103.10% | 117.85% | 203.95% | 46.46% | 18.80% | 16.84% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 0.21% | 0.87% | 23.23% | 24.33% | 50.01% | 27.84% | 12.16% | 11.17% |
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | -0.17% | -2.15% | 18.78% | 20.77% | 44.72% | 24.70% | 10.78% | 10.96% |
FLKR Franklin FTSE South Korea ETF | -0.69% | 9.35% | 98.10% | 113.45% | 191.57% | 45.52% | 17.78% | — |
FPA First Trust Asia Pacific ex-Japan AlphaDEX Fund | -0.27% | 3.70% | 47.02% | 47.32% | 65.35% | 29.68% | 12.60% | 11.11% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 19, 2025, current with memory's average daily return is +0.19%, while the average monthly return is +3.54%. At this rate, an investment would double in approximately 1.7 years.
Historically, 82% of months were positive and 18% were negative. The best month was Feb 2026 with a return of +10.6%, while the worst month was Mar 2026 at -9.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.
On a daily basis, current with memory closed higher 62% of trading days. The best single day was Jun 11, 2026 with a return of +4.0%, while the worst single day was Mar 3, 2026 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.18% | 10.62% | -9.81% | 6.79% | 4.43% | -1.90% | 19.18% | ||||||
| 2025 | 0.71% | 6.84% | 3.09% | 3.97% | 5.00% | 21.09% |
Benchmark Metrics
current with memory has an annualized alpha of 28.96%, beta of 1.19, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since August 19, 2025.
- This portfolio captured 169.47% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -39.52%) - a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 28.96% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 28.96%
- Beta
- 1.19
- R²
- 0.55
- Upside Capture
- 169.47%
- Downside Capture
- -39.52%
Expense Ratio
current with memory has an expense ratio of 0.58%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for current with memory and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.86 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.53 | — |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.53 | — |
| Martin ratioReturn relative to average drawdown | — | 11.37 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
COHR Coherent, Inc. | 97 | 5.14 | 3.90 | 1.54 | 14.28 | 39.14 |
CRAK VanEck Oil Refiners ETF | 91 | 2.98 | 3.91 | 1.50 | 6.49 | 17.24 |
EICIX EIC Value Fund | 20 | 1.14 | 1.71 | 1.20 | 1.54 | 3.81 |
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 92 | 3.21 | 3.78 | 1.55 | 5.18 | 20.59 |
EMEQ Nomura Focused Emerging Markets Equity ETF | 95 | 3.89 | 4.03 | 1.61 | 7.71 | 28.78 |
EWY iShares MSCI South Korea ETF | 95 | 4.29 | 4.08 | 1.59 | 8.65 | 30.24 |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 83 | 2.54 | 3.27 | 1.46 | 3.70 | 14.01 |
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 78 | 2.37 | 3.15 | 1.42 | 3.43 | 11.78 |
FLKR Franklin FTSE South Korea ETF | 95 | 4.08 | 3.94 | 1.58 | 8.11 | 28.21 |
FPA First Trust Asia Pacific ex-Japan AlphaDEX Fund | 82 | 2.41 | 3.02 | 1.42 | 4.32 | 14.88 |
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Dividends
Dividend yield
current with memory provided a 3.35% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.35% | 3.91% | 5.24% | 4.29% | 4.05% | 3.44% | 3.19% | 3.03% | 3.21% | 2.47% | 2.70% | 2.71% |
| Portfolio components: | ||||||||||||
COHR Coherent, 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% |
CRAK VanEck Oil Refiners ETF | 1.56% | 2.02% | 5.60% | 3.65% | 3.08% | 2.40% | 2.64% | 1.49% | 2.42% | 1.66% | 3.42% | 0.47% |
EICIX EIC Value Fund | 8.46% | 8.95% | 9.47% | 4.09% | 6.07% | 11.14% | 6.05% | 7.71% | 10.82% | 8.51% | 2.03% | 3.42% |
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 2.62% | 3.57% | 5.87% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMEQ Nomura Focused Emerging Markets Equity ETF | 1.62% | 2.76% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EWY iShares MSCI South Korea ETF | 1.03% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 2.89% | 3.27% | 3.89% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% |
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 2.53% | 2.94% | 3.94% | 2.90% | 3.71% | 3.01% | 2.02% | 2.30% | 1.96% | 2.08% | 1.78% | 1.73% |
FLKR Franklin FTSE South Korea ETF | 1.95% | 3.87% | 7.08% | 2.28% | 3.13% | 2.12% | 0.99% | 2.09% | 1.86% | 1.02% | 0.00% | 0.00% |
FPA First Trust Asia Pacific ex-Japan AlphaDEX Fund | 3.63% | 4.71% | 3.40% | 3.02% | 4.22% | 5.12% | 1.59% | 3.90% | 2.81% | 3.15% | 2.42% | 1.74% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the current with memory. 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 with memory was 13.77%, occurring on Mar 20, 2026. Recovery took 34 trading sessions.
The current current with memory drawdown is 2.58%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -13.77%Mar 2026 | 18d | 1mo 19d | 2mo 7dMar 2026 - May 2026 |
2026 pullback2026 | -6.98%Jun 2026 | 29d | — | 1mo 4dMay 2026 - now |
2025 pullback2025 | -4.82%Nov 2025 | 7d | 8d | 15dNov 2025 - Nov 2025 |
2026 pullback2026 | -4.17%Jan 2026 | 1d | 10d | 11dJan 2026 - Feb 2026 |
2025 pullback2025 | -2.60%Oct 2025 | 1d | 5d | 6dOct 2025 - Oct 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 28 assets, with an effective number of assets of 3.19, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.13 |
The portfolio has a diversification ratio of 1.13, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
current with memory correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 19, 2025 | 0.72 |
Benchmark Correlations
Correlation vs. S&P 500 Index. FRDM has the highest benchmark correlation at 0.77, while CRAK has the lowest at 0.16.
Portfolio Correlations
Correlation vs. current with memory. FDT has the highest portfolio correlation at 0.92, while PPT has the lowest at 0.24.
Asset Correlations Table
Find what current with memory is missing
See which holdings overlap, where current with memory is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification