Current
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AJG Arthur J. Gallagher & Co. | Financial Services | 11.11% |
ARGX argenx SE | Healthcare | 11.11% |
AVGO Broadcom Inc. | Technology | 11.11% |
CSWI CSW Industrials, Inc. | Industrials | 11.11% |
HLI Houlihan Lokey, Inc. | Financial Services | 11.11% |
KNSL Kinsale Capital Group, Inc. | Financial Services | 11.11% |
LLY Eli Lilly and Company | Healthcare | 11.11% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 11.11% |
SNPS Synopsys, Inc. | Technology | 11.11% |
Performance
Performance Chart
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
The earliest data available for this chart is May 18, 2017, corresponding to the inception date of ARGX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Current | 35.99% | 5.02% | 15.87% | 42.35% | 39.77% | N/A |
| Portfolio components: | ||||||
ARGX argenx SE | 36.02% | 4.65% | 25.84% | 1.74% | 31.51% | N/A |
AJG Arthur J. Gallagher & Co. | 28.14% | 1.13% | 18.32% | 26.49% | 28.26% | 22.34% |
AVGO Broadcom Inc. | 44.06% | 5.27% | 24.06% | 88.63% | 45.96% | 38.89% |
CSWI CSW Industrials, Inc. | 57.80% | 8.51% | 42.54% | 81.32% | 37.92% | N/A |
LLY Eli Lilly and Company | 63.86% | 18.30% | 24.64% | 72.75% | 55.70% | 33.76% |
KNSL Kinsale Capital Group, Inc. | 44.50% | 9.10% | -5.54% | 25.68% | 37.96% | N/A |
ODFL Old Dominion Freight Line, Inc. | -1.49% | -1.88% | -9.47% | -3.92% | 30.46% | 24.99% |
SNPS Synopsys, Inc. | 4.75% | -1.28% | -6.03% | 21.57% | 30.86% | 29.49% |
HLI Houlihan Lokey, Inc. | 30.05% | 3.09% | 20.37% | 51.77% | 31.55% | N/A |
Monthly Returns
The table below presents the monthly returns of 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 | 4.52% | 11.47% | 1.63% | -7.37% | 3.97% | 7.13% | 9.25% | 35.99% | |||||
| 2023 | 7.58% | 0.68% | 1.17% | 2.89% | 4.97% | 10.22% | 6.10% | 4.98% | -1.93% | -2.97% | 5.70% | 2.20% | 49.36% |
| 2022 | -11.74% | 2.52% | 3.73% | -6.74% | 2.47% | 0.14% | 9.58% | -2.63% | -4.94% | 10.31% | 6.08% | -5.79% | 0.44% |
| 2021 | 1.28% | 2.92% | -0.27% | 3.21% | 1.71% | 3.48% | 4.05% | 6.46% | -4.57% | 12.11% | -0.71% | 8.93% | 44.73% |
| 2020 | 3.01% | -4.58% | -4.92% | 9.68% | 16.97% | 2.68% | 3.94% | 5.65% | 0.21% | -0.30% | 13.81% | 3.69% | 59.39% |
| 2019 | 8.10% | 10.11% | 1.69% | 3.60% | -2.74% | 7.41% | 2.44% | 0.22% | -0.59% | 3.43% | 5.32% | 3.45% | 50.65% |
| 2018 | 6.60% | -2.58% | 0.84% | 0.34% | 6.99% | -0.84% | 3.98% | 3.62% | -0.48% | -6.77% | 8.12% | -5.10% | 14.34% |
| 2017 | 1.23% | 2.74% | 2.82% | 1.23% | 6.12% | 4.87% | 8.09% | 11.86% | 45.65% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Current is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
ARGX argenx SE | 0.05 | 0.36 | 1.06 | 0.05 | 0.10 |
AJG Arthur J. Gallagher & Co. | 1.62 | 2.07 | 1.30 | 2.25 | 6.24 |
AVGO Broadcom Inc. | 2.09 | 2.78 | 1.35 | 3.57 | 11.56 |
CSWI CSW Industrials, Inc. | 3.00 | 3.96 | 1.47 | 7.61 | 23.55 |
LLY Eli Lilly and Company | 2.48 | 3.25 | 1.44 | 3.98 | 14.01 |
KNSL Kinsale Capital Group, Inc. | 0.64 | 1.07 | 1.19 | 0.83 | 1.46 |
ODFL Old Dominion Freight Line, Inc. | -0.07 | 0.12 | 1.01 | -0.08 | -0.17 |
SNPS Synopsys, Inc. | 0.75 | 1.20 | 1.15 | 1.11 | 3.37 |
HLI Houlihan Lokey, Inc. | 2.58 | 3.52 | 1.40 | 3.52 | 14.90 |
Dividends
Dividend yield
Current granted a 0.54% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current | 0.54% | 0.69% | 0.96% | 0.78% | 1.01% | 1.22% | 1.40% | 1.12% | 1.16% | 0.96% | 0.92% | 1.17% |
| Portfolio components: | ||||||||||||
ARGX argenx SE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AJG Arthur J. Gallagher & Co. | 0.80% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% | 2.98% |
AVGO Broadcom Inc. | 1.27% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
CSWI CSW Industrials, Inc. | 0.25% | 0.36% | 0.57% | 0.48% | 0.48% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.53% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
KNSL Kinsale Capital Group, Inc. | 0.09% | 0.17% | 0.20% | 0.18% | 0.18% | 0.31% | 0.50% | 0.53% | 0.29% | 0.00% | 0.00% | 0.00% |
ODFL Old Dominion Freight Line, Inc. | 0.46% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
SNPS Synopsys, 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% |
HLI Houlihan Lokey, Inc. | 1.44% | 1.82% | 2.32% | 1.56% | 1.90% | 2.46% | 2.74% | 1.76% | 2.12% | 0.57% | 0.00% | 0.00% |
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.
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 26.57%, occurring on Mar 20, 2020. Recovery took 44 trading sessions.
The current Current drawdown is 0.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.57% | Feb 20, 2020 | 22 | Mar 20, 2020 | 44 | May 22, 2020 | 66 |
| -17.11% | Dec 30, 2021 | 117 | Jun 16, 2022 | 37 | Aug 10, 2022 | 154 |
| -14.05% | Aug 16, 2022 | 29 | Sep 26, 2022 | 46 | Nov 30, 2022 | 75 |
| -13.54% | Dec 4, 2018 | 15 | Dec 24, 2018 | 25 | Jan 31, 2019 | 40 |
| -12.33% | Sep 17, 2018 | 28 | Oct 24, 2018 | 27 | Dec 3, 2018 | 55 |
Volatility
Volatility Chart
The current Current volatility is 7.27%, 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
| ARGX | LLY | KNSL | CSWI | HLI | AJG | ODFL | AVGO | SNPS | |
|---|---|---|---|---|---|---|---|---|---|
| ARGX | 1.00 | 0.20 | 0.17 | 0.16 | 0.22 | 0.19 | 0.21 | 0.23 | 0.32 |
| LLY | 0.20 | 1.00 | 0.22 | 0.19 | 0.18 | 0.32 | 0.18 | 0.23 | 0.29 |
| KNSL | 0.17 | 0.22 | 1.00 | 0.35 | 0.34 | 0.45 | 0.31 | 0.25 | 0.32 |
| CSWI | 0.16 | 0.19 | 0.35 | 1.00 | 0.40 | 0.34 | 0.44 | 0.38 | 0.36 |
| HLI | 0.22 | 0.18 | 0.34 | 0.40 | 1.00 | 0.37 | 0.41 | 0.35 | 0.39 |
| AJG | 0.19 | 0.32 | 0.45 | 0.34 | 0.37 | 1.00 | 0.35 | 0.33 | 0.40 |
| ODFL | 0.21 | 0.18 | 0.31 | 0.44 | 0.41 | 0.35 | 1.00 | 0.43 | 0.46 |
| AVGO | 0.23 | 0.23 | 0.25 | 0.38 | 0.35 | 0.33 | 0.43 | 1.00 | 0.63 |
| SNPS | 0.32 | 0.29 | 0.32 | 0.36 | 0.39 | 0.40 | 0.46 | 0.63 | 1.00 |