Current
Asset Allocation
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 Mar 2, 2016, corresponding to the inception date of VIGI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Current | 17.14% | 0.17% | 12.40% | 32.92% | 13.04% | N/A |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 29.73% | 3.50% | 20.73% | 51.35% | 20.59% | 16.54% |
SCHX Schwab U.S. Large-Cap ETF | 24.10% | 1.92% | 17.20% | 44.46% | 17.79% | 15.34% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 8.52% | -1.66% | 1.92% | 21.31% | 10.26% | 9.68% |
SPEM SPDR Portfolio Emerging Markets ETF | 15.97% | -2.59% | 12.69% | 27.91% | 5.63% | 4.32% |
XCEM Columbia EM Core ex-China ETF | 6.57% | -3.15% | 6.12% | 23.64% | 5.67% | N/A |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.31% | -2.13% | 5.66% | 10.18% | 1.02% | 2.28% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 34.14% | 4.54% | 20.97% | 38.64% | 12.75% | 8.73% |
XLRE Real Estate Select Sector SPDR Fund | 12.00% | -1.08% | 23.14% | 39.74% | 5.70% | N/A |
XLE Energy Select Sector SPDR Fund | 7.35% | 0.75% | -4.54% | 7.01% | 14.10% | 4.05% |
VIGI Vanguard International Dividend Appreciation ETF | 8.69% | -3.93% | 9.37% | 24.31% | 7.46% | 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 | 0.73% | 3.98% | 2.70% | -3.11% | 3.69% | 3.04% | 1.31% | 1.95% | 1.72% | 17.14% | |||
| 2023 | 7.12% | -2.67% | 4.67% | 1.53% | 0.37% | 4.58% | 2.63% | -1.65% | -3.72% | -1.83% | 8.02% | 4.62% | 25.41% |
| 2022 | -4.71% | -2.42% | 2.35% | -7.43% | -0.28% | -7.01% | 7.58% | -4.03% | -7.93% | 4.47% | 6.45% | -4.62% | -17.63% |
| 2021 | -0.17% | 1.51% | 2.15% | 4.19% | 0.98% | 2.76% | 1.50% | 2.32% | -3.84% | 4.88% | -1.17% | 3.14% | 19.48% |
| 2020 | -0.12% | -5.63% | -9.97% | 10.11% | 4.82% | 2.78% | 4.46% | 4.92% | -1.87% | -2.20% | 9.14% | 4.18% | 20.39% |
| 2019 | 7.36% | 2.26% | 2.21% | 2.96% | -4.43% | 5.75% | 0.57% | -0.76% | 1.09% | 2.34% | 2.53% | 3.23% | 27.60% |
| 2018 | 4.20% | -3.65% | -0.65% | 0.40% | 1.72% | -0.05% | 2.46% | 1.46% | -0.03% | -6.30% | 1.46% | -5.46% | -4.90% |
| 2017 | 2.58% | 2.99% | 1.52% | 1.76% | 2.07% | -0.08% | 1.93% | 0.96% | 1.19% | 1.94% | 1.59% | 1.43% | 21.75% |
| 2016 | 4.02% | 0.59% | 0.81% | 1.10% | 3.40% | -0.19% | 0.82% | -2.05% | 0.05% | 1.32% | 10.18% |
Expense Ratio
Current has an expense ratio of 0.15%, which is considered low compared to other funds. 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 rank of Current is 71, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 3.20 | 4.02 | 1.57 | 3.88 | 17.26 |
SCHX Schwab U.S. Large-Cap ETF | 3.78 | 4.94 | 1.71 | 4.35 | 24.68 |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.98 | 2.73 | 1.36 | 2.46 | 9.66 |
SPEM SPDR Portfolio Emerging Markets ETF | 2.00 | 2.80 | 1.35 | 1.12 | 11.98 |
XCEM Columbia EM Core ex-China ETF | 1.71 | 2.34 | 1.31 | 1.32 | 9.31 |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 1.87 | 2.87 | 1.35 | 0.80 | 8.11 |
SGOL Aberdeen Standard Physical Gold Shares ETF | 2.70 | 3.63 | 1.47 | 5.66 | 17.46 |
XLRE Real Estate Select Sector SPDR Fund | 2.35 | 3.34 | 1.42 | 1.20 | 9.81 |
XLE Energy Select Sector SPDR Fund | 0.41 | 0.68 | 1.08 | 0.55 | 1.26 |
VIGI Vanguard International Dividend Appreciation ETF | 2.28 | 3.28 | 1.40 | 1.52 | 13.27 |
Dividends
Dividend yield
Current provided a 2.01% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current | 2.01% | 2.00% | 3.82% | 2.30% | 2.01% | 2.15% | 2.09% | 2.42% | 2.22% | 2.47% | 2.19% | 1.24% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
SCHX Schwab U.S. Large-Cap ETF | 2.38% | 2.03% | 2.58% | 2.32% | 3.52% | 3.04% | 3.27% | 4.27% | 4.93% | 5.22% | 4.45% | 3.26% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.70% | 1.70% | 13.79% | 2.77% | 1.94% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% | 3.86% | 0.00% |
SPEM SPDR Portfolio Emerging Markets ETF | 2.46% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% | 1.91% |
XCEM Columbia EM Core ex-China ETF | 1.14% | 1.22% | 2.42% | 1.94% | 1.63% | 2.11% | 3.24% | 8.57% | 1.24% | 2.57% | 0.00% | 0.00% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 5.10% | 5.28% | 3.35% | 1.49% | 2.89% | 3.05% | 3.36% | 2.47% | 2.31% | 2.46% | 2.23% | 1.40% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLRE Real Estate Select Sector SPDR Fund | 3.16% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.39% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
VIGI Vanguard International Dividend Appreciation ETF | 1.95% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 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 27.26%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Current drawdown is 0.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.26% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -23.3% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -14.59% | Aug 30, 2018 | 80 | Dec 24, 2018 | 57 | Mar 19, 2019 | 137 |
| -8.42% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
| -7.18% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
Volatility
Volatility Chart
The current Current volatility is 2.12%, 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
| SGOL | SCHR | XLE | XLRE | XCEM | SCHG | IHDG | SPEM | VIGI | SCHX | |
|---|---|---|---|---|---|---|---|---|---|---|
| SGOL | 1.00 | 0.42 | 0.06 | 0.13 | 0.18 | 0.03 | -0.03 | 0.19 | 0.19 | 0.03 |
| SCHR | 0.42 | 1.00 | -0.24 | 0.16 | -0.06 | -0.07 | -0.15 | -0.07 | 0.01 | -0.12 |
| XLE | 0.06 | -0.24 | 1.00 | 0.25 | 0.43 | 0.34 | 0.41 | 0.46 | 0.44 | 0.50 |
| XLRE | 0.13 | 0.16 | 0.25 | 1.00 | 0.37 | 0.49 | 0.44 | 0.38 | 0.50 | 0.57 |
| XCEM | 0.18 | -0.06 | 0.43 | 0.37 | 1.00 | 0.58 | 0.60 | 0.79 | 0.72 | 0.63 |
| SCHG | 0.03 | -0.07 | 0.34 | 0.49 | 0.58 | 1.00 | 0.71 | 0.64 | 0.72 | 0.93 |
| IHDG | -0.03 | -0.15 | 0.41 | 0.44 | 0.60 | 0.71 | 1.00 | 0.66 | 0.82 | 0.77 |
| SPEM | 0.19 | -0.07 | 0.46 | 0.38 | 0.79 | 0.64 | 0.66 | 1.00 | 0.81 | 0.68 |
| VIGI | 0.19 | 0.01 | 0.44 | 0.50 | 0.72 | 0.72 | 0.82 | 0.81 | 1.00 | 0.78 |
| SCHX | 0.03 | -0.12 | 0.50 | 0.57 | 0.63 | 0.93 | 0.77 | 0.68 | 0.78 | 1.00 |