Portfolio Current
IWDA + SC Value + Nasdaq 100 + VVSM
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | Large Cap Growth Equities | 20% |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | Emerging Markets Equities | 8% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 52% |
VVSM.DE VanEck Semiconductor UCITS ETF | Technology Equities | 10% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | Small Cap Value Equities | 10% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 3, 2020, corresponding to the inception date of VVSM.DE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| Portfolio Current | 3.11% | 13.76% | 3.79% | 10.94% | N/A | N/A |
| Portfolio components: | ||||||
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 4.48% | 10.98% | 4.65% | 12.67% | 14.12% | 9.61% |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.65% | 16.95% | 4.68% | 15.54% | 16.46% | 19.38% |
VVSM.DE VanEck Semiconductor UCITS ETF | 0.42% | 26.75% | 3.47% | 0.16% | N/A | N/A |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | -2.24% | 13.04% | -7.00% | 3.29% | 18.71% | 9.10% |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 9.18% | 9.49% | 8.67% | 7.45% | 6.51% | 5.44% |
Monthly Returns
The table below presents the monthly returns of Portfolio 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.39% | -3.65% | -4.84% | 0.10% | 8.66% | 3.11% | |||||||
| 2024 | 0.95% | 4.36% | 3.51% | -3.37% | 3.47% | 4.75% | 0.58% | 0.60% | 2.56% | -1.20% | 4.13% | -2.16% | 19.30% |
| 2023 | 8.91% | -1.63% | 3.75% | 0.37% | 2.66% | 6.19% | 3.94% | -2.36% | -4.38% | -3.82% | 9.92% | 6.89% | 33.36% |
| 2022 | -7.41% | -1.61% | 2.92% | -8.49% | -1.67% | -9.20% | 8.34% | -3.90% | -8.58% | 3.87% | 6.44% | -4.30% | -22.85% |
| 2021 | 1.77% | 2.71% | 2.51% | 4.22% | 0.91% | 2.71% | 1.02% | 2.79% | -3.78% | 4.80% | 0.63% | 3.27% | 25.94% |
| 2020 | 2.82% | 2.82% |
Expense Ratio
Portfolio Current has an expense ratio of 0.26%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio Current is 21, meaning it’s performing worse than 79% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.69 | 1.10 | 1.16 | 0.71 | 3.18 |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.67 | 1.03 | 1.14 | 0.63 | 2.12 |
VVSM.DE VanEck Semiconductor UCITS ETF | -0.02 | 0.18 | 1.02 | -0.05 | -0.10 |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 0.13 | 0.41 | 1.05 | 0.15 | 0.47 |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 0.44 | 0.78 | 1.10 | 0.38 | 1.43 |
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Dividends
Dividend yield
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 Portfolio 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 Portfolio Current was 29.00%, occurring on Oct 11, 2022. Recovery took 303 trading sessions.
The current Portfolio Current drawdown is 1.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29% | Dec 31, 2021 | 201 | Oct 11, 2022 | 303 | Dec 14, 2023 | 504 |
| -19.84% | Feb 20, 2025 | 35 | Apr 9, 2025 | — | — | — |
| -9.85% | Jul 17, 2024 | 14 | Aug 5, 2024 | 36 | Sep 24, 2024 | 50 |
| -7.34% | Feb 16, 2021 | 14 | Mar 5, 2021 | 20 | Apr 6, 2021 | 34 |
| -6.47% | Sep 7, 2021 | 20 | Oct 4, 2021 | 20 | Nov 1, 2021 | 40 |
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 5 assets, with an effective number of assets of 2.97, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | EMIM.L | ZPRV.DE | VVSM.DE | CNX1.L | IWDA.AS | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.48 | 0.47 | 0.54 | 0.61 | 0.64 | 0.64 |
| EMIM.L | 0.48 | 1.00 | 0.53 | 0.60 | 0.62 | 0.67 | 0.72 |
| ZPRV.DE | 0.47 | 0.53 | 1.00 | 0.57 | 0.56 | 0.78 | 0.77 |
| VVSM.DE | 0.54 | 0.60 | 0.57 | 1.00 | 0.82 | 0.80 | 0.88 |
| CNX1.L | 0.61 | 0.62 | 0.56 | 0.82 | 1.00 | 0.85 | 0.91 |
| IWDA.AS | 0.64 | 0.67 | 0.78 | 0.80 | 0.85 | 1.00 | 0.97 |
| Portfolio | 0.64 | 0.72 | 0.77 | 0.88 | 0.91 | 0.97 | 1.00 |