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H Current

Last updated Mar 2, 2024

Asset Allocation


FSELX 35.28%FXAIX 31.19%SCHD 31.07%JEPQ 2.46%EquityEquity
PositionCategory/SectorWeight
FSELX
Fidelity Select Semiconductors Portfolio
Technology Equities

35.28%

FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

31.19%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

31.07%

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Large Cap Growth Equities, Dividend

2.46%

S&P 500

Performance

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


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2024FebruaryMarch
38.30%
19.46%
H Current
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns


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%
H Current12.36%7.32%18.43%36.48%N/AN/A
FSELX
Fidelity Select Semiconductors Portfolio
25.61%15.86%32.94%72.48%35.38%27.60%
FXAIX
Fidelity 500 Index Fund
7.97%3.76%14.63%29.01%14.80%12.77%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.26%11.35%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
8.15%3.28%15.13%37.65%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.47%7.64%
2023-2.23%-5.50%-5.65%10.25%7.27%

Sharpe Ratio

The current H Current Sharpe ratio is 2.36. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.36

The Sharpe ratio of H 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
2.36
2.44
H Current
Benchmark (^GSPC)
Portfolio components

Dividend yield

H Current granted a 3.72% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
H Current3.72%4.33%4.18%3.71%4.35%2.75%11.26%6.60%3.03%7.56%2.87%1.56%
FSELX
Fidelity Select Semiconductors Portfolio
5.74%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
1.34%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
3.40%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
9.11%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The H Current has a high expense ratio of 0.27%, 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.


0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.02%

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
H Current
2.36
FSELX
Fidelity Select Semiconductors Portfolio
2.51
FXAIX
Fidelity 500 Index Fund
2.59
SCHD
Schwab US Dividend Equity ETF
0.72
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
3.75

Asset Correlations Table

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

SCHDFSELXJEPQFXAIX
SCHD1.000.630.680.87
FSELX0.631.000.840.81
JEPQ0.680.841.000.92
FXAIX0.870.810.921.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
H Current
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.21%Aug 16, 202243Oct 14, 202274Feb 1, 2023117
-14.74%May 5, 202230Jun 16, 202239Aug 12, 202269
-13.13%Aug 1, 202364Oct 30, 202331Dec 13, 202395
-6.61%Feb 16, 202317Mar 13, 202314Mar 31, 202331
-4.8%Apr 3, 202323May 4, 202315May 25, 202338

Volatility Chart

The current H Current volatility is 4.94%, 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%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.94%
3.47%
H Current
Benchmark (^GSPC)
Portfolio components
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