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Current
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 11.88%FFRHX 3.08%VWEHX 1.98%GLD 57.53%VIG 11.73%VTI 7.34%VEU 3.37%PHT 1.52%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

11.88%

BNDX
Vanguard Total International Bond ETF
Total Bond Market

0.57%

FFRHX
Fidelity Floating Rate High Income Fund
High Yield Bonds

3.08%

GLD
SPDR Gold Trust
Precious Metals, Gold

57.53%

PHT
Pioneer High Income Fund, Inc.
Financial Services

1.52%

VEU
Vanguard FTSE All-World ex-US ETF
Foreign Large Cap Equities

3.37%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

11.73%

VIGI
Vanguard International Dividend Appreciation ETF
Foreign Large Cap Equities, Dividend

0.60%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

7.34%

VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
Inflation-Protected Bonds

0.40%

VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
High Yield Bonds

1.98%

S&P 500

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


60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2024FebruaryMarchApril
89.44%
150.06%
Current
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VIGI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Current9.32%4.58%16.66%15.78%10.48%N/A
GLD
SPDR Gold Trust
15.62%10.32%20.39%19.96%12.93%5.98%
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.06%1.21%
BNDX
Vanguard Total International Bond ETF
-1.04%-0.99%6.10%4.85%0.16%2.04%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.75%-0.11%3.42%3.58%3.19%1.99%
FFRHX
Fidelity Floating Rate High Income Fund
2.76%0.40%5.45%10.94%4.86%4.18%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
-1.12%-1.55%8.19%7.22%3.16%3.90%
PHT
Pioneer High Income Fund, Inc.
5.48%-2.45%16.94%19.16%4.93%0.58%
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.10%11.62%
VIG
Vanguard Dividend Appreciation ETF
2.63%-3.93%14.62%13.43%11.11%10.85%
VEU
Vanguard FTSE All-World ex-US ETF
0.51%-3.78%14.30%7.03%4.80%4.05%
VIGI
Vanguard International Dividend Appreciation ETF
-1.72%-4.94%12.12%4.06%6.40%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.58%1.07%5.85%
2023-4.11%3.55%4.09%2.36%

Expense Ratio

The Current has a high expense ratio of 0.27%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.67%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Current
Sharpe ratio
The chart of Sharpe ratio for Current, currently valued at 1.87, compared to the broader market-1.000.001.002.003.004.001.87
Sortino ratio
The chart of Sortino ratio for Current, currently valued at 2.85, compared to the broader market-2.000.002.004.006.002.85
Omega ratio
The chart of Omega ratio for Current, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for Current, currently valued at 2.01, compared to the broader market0.002.004.006.008.002.01
Martin ratio
The chart of Martin ratio for Current, currently valued at 7.23, compared to the broader market0.0010.0020.0030.0040.007.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLD
SPDR Gold Trust
1.582.441.291.474.16
BND
Vanguard Total Bond Market ETF
-0.22-0.260.97-0.08-0.50
BNDX
Vanguard Total International Bond ETF
0.831.311.140.303.28
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.222.061.231.014.90
FFRHX
Fidelity Floating Rate High Income Fund
4.2315.123.6211.2052.11
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
1.512.551.321.016.84
PHT
Pioneer High Income Fund, Inc.
1.883.041.380.6510.61
VTI
Vanguard Total Stock Market ETF
1.962.841.341.507.48
VIG
Vanguard Dividend Appreciation ETF
1.472.181.261.504.80
VEU
Vanguard FTSE All-World ex-US ETF
0.701.071.130.482.07
VIGI
Vanguard International Dividend Appreciation ETF
0.440.711.080.261.42

Sharpe Ratio

The current Current Sharpe ratio is 1.87. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.87

The Sharpe ratio of Current lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.87
1.66
Current
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Current granted a 1.41% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Current1.41%1.36%1.24%1.00%1.00%1.19%1.29%1.13%1.18%1.30%1.20%1.14%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.36%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
BNDX
Vanguard Total International Bond ETF
4.63%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.33%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%
FFRHX
Fidelity Floating Rate High Income Fund
8.44%8.23%5.06%3.26%3.84%5.15%4.72%4.05%3.94%4.25%4.00%3.46%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.98%5.69%5.11%4.13%4.62%5.24%5.93%5.28%5.43%5.91%5.59%5.79%
PHT
Pioneer High Income Fund, Inc.
9.02%9.37%11.38%8.12%9.25%8.49%9.79%8.70%9.45%14.48%9.62%9.68%
VTI
Vanguard Total Stock Market ETF
1.44%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VIG
Vanguard Dividend Appreciation ETF
1.85%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
VEU
Vanguard FTSE All-World ex-US ETF
3.49%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%
VIGI
Vanguard International Dividend Appreciation ETF
2.12%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-0.42%
-5.46%
Current
Benchmark (^GSPC)
Portfolio components

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 17.01%, occurring on Oct 20, 2022. Recovery took 280 trading sessions.

The current Current drawdown is 0.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.01%Mar 9, 2022159Oct 20, 2022280Nov 28, 2023439
-14.51%Feb 24, 202019Mar 19, 202042May 19, 202061
-9.85%Aug 3, 201695Dec 15, 2016117Jun 6, 2017212
-8.36%Jan 25, 2018143Aug 15, 2018200Jun 4, 2019343
-7.98%Jan 6, 202142Mar 8, 202152May 20, 202194

Volatility

Volatility Chart

The current Current volatility is 2.92%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.92%
3.15%
Current
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

GLDBNDXFFRHXBNDVTIPPHTVWEHXVIGVTIVEUVIGI
GLD1.000.300.030.420.420.120.100.030.030.180.19
BNDX0.301.00-0.030.760.400.120.190.040.010.030.09
FFRHX0.03-0.031.00-0.000.090.310.530.260.290.320.28
BND0.420.76-0.001.000.540.130.230.02-0.010.030.10
VTIP0.420.400.090.541.000.170.220.110.110.170.19
PHT0.120.120.310.130.171.000.420.430.460.460.45
VWEHX0.100.190.530.230.220.421.000.410.440.470.46
VIG0.030.040.260.020.110.430.411.000.910.750.74
VTI0.030.010.29-0.010.110.460.440.911.000.810.79
VEU0.180.030.320.030.170.460.470.750.811.000.94
VIGI0.190.090.280.100.190.450.460.740.790.941.00