H Current
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
FSELX Fidelity Select Semiconductors Portfolio | Technology Equities | 35.28% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 31.19% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 2.46% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 31.07% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in H 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 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
H Current | 18.83% | -2.60% | 14.69% | 24.05% | N/A | N/A |
Portfolio components: | ||||||
FSELX Fidelity Select Semiconductors Portfolio | 31.55% | -9.99% | 23.36% | 36.51% | 32.97% | 26.80% |
FXAIX Fidelity 500 Index Fund | 14.07% | -1.36% | 11.16% | 20.79% | 14.16% | 12.70% |
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.22% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.06% | -4.70% | 6.11% | 18.20% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of H 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 | 2.47% | 7.68% | 4.41% | -3.83% | 6.29% | 3.47% | 18.83% | ||||||
2023 | 9.58% | 0.78% | 4.75% | -2.70% | 5.68% | 6.88% | 4.32% | -2.23% | -5.50% | -5.65% | 10.25% | 7.27% | 36.71% |
2022 | -2.23% | -11.81% | 11.59% | -5.57% | -10.19% | 7.18% | 10.93% | -7.21% | -9.97% |
Expense Ratio
H Current has an expense ratio of 0.27%, which is considered low compared to other funds. 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 H Current is 57, 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 | |
---|---|---|---|---|---|
FSELX Fidelity Select Semiconductors Portfolio | 1.18 | 1.72 | 1.21 | 1.67 | 4.92 |
FXAIX Fidelity 500 Index Fund | 1.73 | 2.43 | 1.30 | 2.02 | 6.88 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.97 | 3.31 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.56 | 2.08 | 1.30 | 2.74 | 9.65 |
Dividends
Dividend yield
H Current granted a 3.60% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
H Current | 3.60% | 4.33% | 4.18% | 3.71% | 4.35% | 2.75% | 11.26% | 6.60% | 3.03% | 7.56% | 2.87% | 1.56% |
Portfolio components: | ||||||||||||
FSELX Fidelity Select Semiconductors Portfolio | 5.34% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.65% | 3.82% | 16.31% | 3.48% | 0.61% |
FXAIX Fidelity 500 Index Fund | 1.30% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.37% | 10.02% | 9.44% | 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 H 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 H Current was 20.21%, occurring on Oct 14, 2022. Recovery took 74 trading sessions.
The current H Current drawdown is 5.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-20.21% | Aug 16, 2022 | 43 | Oct 14, 2022 | 74 | Feb 1, 2023 | 117 |
-14.74% | May 5, 2022 | 30 | Jun 16, 2022 | 39 | Aug 12, 2022 | 69 |
-13.13% | Aug 1, 2023 | 64 | Oct 30, 2023 | 31 | Dec 13, 2023 | 95 |
-7.95% | Mar 8, 2024 | 30 | Apr 19, 2024 | 17 | May 14, 2024 | 47 |
-6.61% | Feb 16, 2023 | 17 | Mar 13, 2023 | 14 | Mar 31, 2023 | 31 |
Volatility
Volatility Chart
The current H Current volatility is 5.29%, 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
SCHD | FSELX | JEPQ | FXAIX | |
---|---|---|---|---|
SCHD | 1.00 | 0.54 | 0.62 | 0.80 |
FSELX | 0.54 | 1.00 | 0.84 | 0.80 |
JEPQ | 0.62 | 0.84 | 1.00 | 0.92 |
FXAIX | 0.80 | 0.80 | 0.92 | 1.00 |