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current
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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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 Every 3 months.


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Returns By Period


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.18%10.62%-9.81%6.79%4.43%-1.90%19.18%
20254.39%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%
20231.01%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
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.


current Risk / Return Rank: 8484
Overall Rank
current Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
current Sortino Ratio Rank: 8282
Sortino Ratio Rank
current Omega Ratio Rank: 8989
Omega Ratio Rank
current Calmar Ratio Rank: 8181
Calmar Ratio Rank
current Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


PortfolioBenchmarkDifference
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.

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current current Sharpe ratio is 2.89 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of current compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

current provided a 3.35% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.35%3.91%5.24%4.29%4.05%3.44%3.19%3.03%3.21%2.47%2.70%2.71%
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
18d1mo 19d
2mo 7dMar 2026 - May 2026
2025 selloff2025
-13.09%Apr 2025
19d16d
1mo 5dMar 2025 - Apr 2025
2023 correction2023
-11.92%Oct 2023
2mo 9d2mo 11d
4mo 20dJul 2023 - Dec 2023
2025 correction2025
-11.49%Jan 2025
3mo 18d2mo
5mo 18dSep 2024 - Mar 2025
2024 pullback2024
-8.25%Aug 2024
21d18d
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

current has a 0.71 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

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.

SLVP
0.30
IDV
0.54
FDTS
0.64
FDT
0.67
EMDM
0.68
FRDM
0.70

Portfolio Correlations

Correlation vs. current. EMDM has the highest portfolio correlation at 0.88, while SLVP has the lowest at 0.73.

SLVP
0.73
FDTS
0.80
FRDM
0.83
FDT
0.87
IDV
0.88
EMDM
0.88

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Mar 3, 2023
Diversification Analysis

Find what current is missing

See which holdings overlap, where current is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification