Asset Allocation
Find the right asset allocation for current
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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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 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 | 0.69% | 1.06% | 19.18% | 22.74% | 57.39% | 30.35% | — | — |
| Portfolio components: | ||||||||
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 0.70% | 6.11% | 36.28% | 42.03% | 83.08% | 30.34% | — | — |
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% |
FRDM Freedom 100 Emerging Markets ETF | 0.49% | 9.04% | 40.13% | 46.37% | 87.32% | 34.29% | 18.68% | — |
IDV iShares International Select Dividend ETF | 0.31% | 0.43% | 13.60% | 15.83% | 36.40% | 25.11% | 12.17% | 10.92% |
SLVP iShares MSCI Global Silver and Metals Miners ETF | 3.38% | -11.10% | -5.37% | -0.60% | 81.81% | 48.97% | 14.15% | 12.67% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 3, 2023, current's average daily return is +0.10%, while the average monthly return is +2.16%. At this rate, an investment would double in approximately 2.7 years.
Historically, 70% of months were positive and 30% 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 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, current closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +7.2%, while the worst single day was Apr 4, 2025 at -7.0%.
| 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 | 4.39% | 2.16% | 5.64% | 3.62% | 5.00% | 6.75% | 0.18% | 6.65% | 7.00% | 3.09% | 3.97% | 5.00% | 68.37% |
| 2024 | -3.82% | -0.19% | 5.72% | 0.20% | 5.59% | -2.70% | 4.47% | 1.20% | 2.60% | -3.38% | -2.08% | -3.94% | 3.00% |
| 2023 | 1.01% | 0.87% | -4.91% | 3.85% | 4.90% | -5.26% | -3.64% | -2.03% | 9.71% | 5.30% | 9.05% |
Benchmark Metrics
current has an annualized alpha of 11.43%, beta of 0.77, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since March 03, 2023.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.82%) than losses (15.47%) - typical of diversified or defensive assets.
- R2 of 0.44 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 11.43%
- Beta
- 0.77
- R²
- 0.44
- Upside Capture
- 87.82%
- Downside Capture
- 15.47%
Expense Ratio
current 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.
Return for Risk
Risk / Return Rank
current ranks 84 for risk / return — in the top 84% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for current 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 | 2.89 | 1.86 | +1.03 |
| Sortino ratioReturn per unit of downside risk | 3.47 | 2.53 | +0.94 |
| Omega ratioGain probability vs. loss probability | 1.51 | 1.34 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | 2.53 | +1.55 |
| Martin ratioReturn relative to average drawdown | 15.45 | 11.37 | +4.08 |
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 |
|---|---|---|---|---|---|---|
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 92 | 3.21 | 3.78 | 1.55 | 5.18 | 20.59 |
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 |
FRDM Freedom 100 Emerging Markets ETF | 91 | 3.15 | 3.68 | 1.54 | 5.02 | 19.36 |
IDV iShares International Select Dividend ETF | 87 | 2.69 | 3.52 | 1.49 | 4.13 | 15.32 |
SLVP iShares MSCI Global Silver and Metals Miners ETF | 45 | 1.54 | 1.95 | 1.26 | 2.21 | 5.86 |
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Dividends
Dividend yield
current 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: | ||||||||||||
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% |
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% |
FRDM Freedom 100 Emerging Markets ETF | 1.56% | 2.26% | 2.53% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% |
IDV iShares International Select Dividend ETF | 4.40% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
SLVP iShares MSCI Global Silver and Metals Miners ETF | 1.88% | 1.78% | 1.05% | 0.88% | 0.63% | 1.63% | 2.39% | 2.03% | 1.28% | 0.85% | 2.32% | 0.72% |
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. 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 13.77%, occurring on Mar 20, 2026. Recovery took 34 trading sessions.
The current current drawdown is 2.58%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -13.77%Mar 2026 | 18d | 1mo 19d | 2mo 7dMar 2026 - May 2026 |
2025 selloff2025 | -13.09%Apr 2025 | 19d | 16d | 1mo 5dMar 2025 - Apr 2025 |
2023 correction2023 | -11.92%Oct 2023 | 2mo 9d | 2mo 11d | 4mo 20dJul 2023 - Dec 2023 |
2025 correction2025 | -11.49%Jan 2025 | 3mo 18d | 2mo | 5mo 18dSep 2024 - Mar 2025 |
2024 pullback2024 | -8.25%Aug 2024 | 21d | 18d | 1mo 9dJul 2024 - Aug 2024 |
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 6 assets, with an effective number of assets of 3.19, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.15 | 1.15 | 1.16 |
The portfolio has a diversification ratio of 1.16, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
current correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2023 | 0.62 |
Benchmark Correlations
Correlation vs. S&P 500 Index. FRDM has the highest benchmark correlation at 0.70, while SLVP has the lowest at 0.30.
Asset Correlations Table
Find what current is missing
See which holdings overlap, where current is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification