Current
Asset Allocation
Performance
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
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Current | 20.27% | 4.09% | 5.81% | 17.62% | 11.68% | N/A |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 45.16% | 5.33% | 12.16% | 37.79% | 18.12% | 14.84% |
SCHX Schwab U.S. Large-Cap ETF | 22.05% | 5.51% | 8.11% | 18.33% | 13.54% | 11.79% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 16.86% | 5.13% | 3.75% | 13.53% | 11.96% | N/A |
SPEM SPDR Portfolio Emerging Markets ETF | 6.13% | 2.22% | 0.75% | 3.98% | 3.81% | 2.98% |
XCEM Columbia EM Core ex-China ETF | 13.15% | 4.26% | 0.84% | 11.08% | 5.85% | N/A |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 2.02% | 1.74% | 0.10% | 0.63% | 0.58% | 1.04% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 9.67% | 2.79% | 2.08% | 11.79% | 9.73% | 4.44% |
XLRE Real Estate Select Sector SPDR Fund | 5.20% | 9.73% | 3.93% | 2.38% | 5.68% | N/A |
XLE Energy Select Sector SPDR Fund | -3.44% | -0.63% | 2.78% | 0.70% | 10.36% | 3.35% |
VIGI Vanguard International Dividend Appreciation ETF | 10.47% | 5.02% | 1.92% | 8.45% | 8.33% | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.37% | 4.39% | 2.63% | -1.68% | -3.75% | -1.86% | 7.99% |
Dividend yield
Current granted a 1.74% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current | 1.74% | 3.47% | 2.01% | 1.48% | 1.81% | 1.71% | 1.81% | 1.67% | 1.72% | 1.56% | 0.87% | 1.06% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.45% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% | 1.37% |
SCHX Schwab U.S. Large-Cap ETF | 1.45% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 2.39% | 2.04% | 1.76% | 1.65% | 2.18% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.86% | 13.79% | 2.77% | 1.94% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% | 3.86% | 0.00% | 0.00% |
SPEM SPDR Portfolio Emerging Markets ETF | 3.19% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% | 1.91% | 1.99% |
XCEM Columbia EM Core ex-China ETF | 2.14% | 2.42% | 1.94% | 1.63% | 2.11% | 3.24% | 8.57% | 1.24% | 2.57% | 0.00% | 0.00% | 0.00% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.18% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% | 1.44% | 1.07% | 1.07% |
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 | 3.50% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.69% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% | 1.78% |
VIGI Vanguard International Dividend Appreciation ETF | 2.11% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 1.05% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Current features an expense ratio of 0.15%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 2.20 | ||||
SCHX Schwab U.S. Large-Cap ETF | 1.39 | ||||
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.21 | ||||
SPEM SPDR Portfolio Emerging Markets ETF | 0.36 | ||||
XCEM Columbia EM Core ex-China ETF | 0.82 | ||||
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 0.03 | ||||
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.88 | ||||
XLRE Real Estate Select Sector SPDR Fund | 0.16 | ||||
XLE Energy Select Sector SPDR Fund | 0.01 | ||||
VIGI Vanguard International Dividend Appreciation ETF | 0.76 |
Asset Correlations Table
| SGOL | SCHR | XLE | XLRE | XCEM | SCHG | IHDG | SPEM | VIGI | SCHX | |
|---|---|---|---|---|---|---|---|---|---|---|
| SGOL | 1.00 | 0.44 | 0.04 | 0.11 | 0.15 | 0.01 | -0.07 | 0.16 | 0.17 | 0.00 |
| SCHR | 0.44 | 1.00 | -0.26 | 0.13 | -0.10 | -0.10 | -0.19 | -0.10 | -0.03 | -0.15 |
| XLE | 0.04 | -0.26 | 1.00 | 0.26 | 0.45 | 0.37 | 0.42 | 0.47 | 0.45 | 0.52 |
| XLRE | 0.11 | 0.13 | 0.26 | 1.00 | 0.37 | 0.51 | 0.44 | 0.38 | 0.50 | 0.58 |
| XCEM | 0.15 | -0.10 | 0.45 | 0.37 | 1.00 | 0.57 | 0.59 | 0.79 | 0.71 | 0.62 |
| SCHG | 0.01 | -0.10 | 0.37 | 0.51 | 0.57 | 1.00 | 0.72 | 0.66 | 0.74 | 0.94 |
| IHDG | -0.07 | -0.19 | 0.42 | 0.44 | 0.59 | 0.72 | 1.00 | 0.66 | 0.82 | 0.77 |
| SPEM | 0.16 | -0.10 | 0.47 | 0.38 | 0.79 | 0.66 | 0.66 | 1.00 | 0.82 | 0.69 |
| VIGI | 0.17 | -0.03 | 0.45 | 0.50 | 0.71 | 0.74 | 0.82 | 0.82 | 1.00 | 0.79 |
| SCHX | 0.00 | -0.15 | 0.52 | 0.58 | 0.62 | 0.94 | 0.77 | 0.69 | 0.79 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 27.27%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -23.54% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -14.82% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -8.42% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
| -6.34% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility Chart
The current Current volatility is 2.29%, 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.