Current
In process of adjusting to GOAL 5/2024 portfolio.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 12.32% |
CELH Celsius Holdings, Inc. | Consumer Defensive | 1.44% |
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 5.94% |
GOOG Alphabet Inc. | Communication Services | 2.16% |
HD The Home Depot, Inc. | Consumer Cyclical | 2.85% |
LLY Eli Lilly and Company | Healthcare | 10.31% |
META Meta Platforms, Inc. | Communication Services | 3.50% |
MSFT Microsoft Corporation | Technology | 11.26% |
NVDA NVIDIA Corporation | Technology | 18.53% |
PLD Prologis, Inc. | Real Estate | 1.43% |
QQQ Invesco QQQ | Large Cap Blend Equities | 7.48% |
TSLA Tesla, Inc. | Consumer Cyclical | 7.13% |
VGT Vanguard Information Technology ETF | Technology Equities | 8.05% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 7.60% |
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 May 4, 2015, corresponding to the inception date of GBTC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Current | 41.63% | -2.76% | 12.01% | 62.54% | 50.90% | N/A |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 15.19% | 1.41% | 0.70% | 35.31% | 26.56% | 26.69% |
LLY Eli Lilly and Company | 56.00% | -4.74% | 17.85% | 59.93% | 53.06% | 32.47% |
NVDA NVIDIA Corporation | 128.98% | -10.90% | 24.01% | 168.48% | 92.83% | 73.79% |
AAPL Apple Inc | 15.06% | -2.57% | 29.10% | 26.40% | 33.30% | 25.76% |
VGT Vanguard Information Technology ETF | 16.75% | -2.72% | 6.88% | 34.73% | 22.22% | 20.04% |
VOO Vanguard S&P 500 ETF | 18.91% | 0.47% | 7.91% | 29.41% | 15.31% | 12.87% |
QQQ Invesco QQQ | 15.46% | -1.84% | 5.90% | 30.03% | 20.70% | 17.75% |
TSLA Tesla, Inc. | -8.56% | 2.76% | 31.47% | -13.48% | 70.20% | 29.45% |
GBTC Grayscale Bitcoin Trust (BTC) | 38.04% | 0.63% | -17.76% | 146.09% | 30.25% | N/A |
META Meta Platforms, Inc. | 52.44% | 2.23% | 6.15% | 80.05% | 23.30% | 21.40% |
HD The Home Depot, Inc. | 12.93% | 5.19% | -1.56% | 26.74% | 14.10% | 18.08% |
GOOG Alphabet Inc. | 14.39% | -4.70% | 8.38% | 19.77% | 21.33% | 18.46% |
CELH Celsius Holdings, Inc. | -37.12% | -15.04% | -62.31% | -43.31% | 96.59% | 69.89% |
PLD Prologis, Inc. | -2.46% | 3.07% | -0.63% | 8.22% | 11.39% | 15.97% |
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 | 5.26% | 14.73% | 4.42% | -4.62% | 10.71% | 7.38% | -1.43% | 1.74% | 41.63% | ||||
| 2023 | 16.53% | 4.73% | 14.02% | 1.90% | 11.75% | 10.80% | 3.36% | 1.99% | -6.10% | -0.17% | 11.82% | 4.55% | 102.85% |
| 2022 | -10.49% | -3.18% | 7.61% | -13.68% | -2.26% | -10.23% | 14.59% | -7.73% | -10.21% | 4.62% | 6.42% | -9.61% | -32.51% |
| 2021 | 4.13% | 0.82% | 1.21% | 6.50% | -0.70% | 10.95% | 3.54% | 7.09% | -6.05% | 16.69% | 6.24% | -1.73% | 58.21% |
| 2020 | 9.16% | -2.69% | -8.39% | 17.91% | 9.91% | 8.39% | 10.51% | 19.29% | -6.19% | -2.94% | 15.59% | 11.02% | 110.58% |
| 2019 | 6.02% | 5.10% | 6.31% | 4.41% | -5.03% | 12.96% | 2.54% | -1.75% | 1.92% | 8.48% | 4.72% | 6.91% | 65.45% |
| 2018 | 7.27% | -0.82% | -7.24% | 4.34% | 4.46% | -1.27% | 4.25% | 7.84% | -1.80% | -7.92% | -5.45% | -9.56% | -7.69% |
| 2017 | 4.58% | 2.99% | 4.06% | 2.59% | 27.05% | -3.81% | 4.18% | 12.34% | -2.61% | 7.19% | 5.72% | 2.95% | 86.87% |
| 2016 | -8.41% | 0.16% | 9.24% | -0.54% | 8.62% | 2.96% | 8.59% | 0.44% | 4.19% | 0.91% | 4.24% | 8.52% | 44.59% |
| 2015 | -0.25% | -2.17% | 1.78% | -2.75% | 2.12% | 9.12% | 5.99% | 3.18% | 17.71% |
Expense Ratio
Current has an expense ratio of 0.03%, 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 risk-adjusted rank of Current is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.61 | 2.13 | 1.28 | 2.06 | 6.26 |
LLY Eli Lilly and Company | 1.96 | 2.72 | 1.36 | 3.17 | 11.60 |
NVDA NVIDIA Corporation | 3.05 | 3.36 | 1.43 | 5.84 | 18.49 |
AAPL Apple Inc | 1.11 | 1.70 | 1.21 | 1.48 | 3.49 |
VGT Vanguard Information Technology ETF | 1.57 | 2.09 | 1.28 | 2.13 | 7.62 |
VOO Vanguard S&P 500 ETF | 2.21 | 2.98 | 1.40 | 2.41 | 12.12 |
QQQ Invesco QQQ | 1.58 | 2.13 | 1.28 | 2.02 | 7.34 |
TSLA Tesla, Inc. | -0.27 | -0.03 | 1.00 | -0.22 | -0.59 |
GBTC Grayscale Bitcoin Trust (BTC) | 2.57 | 2.92 | 1.36 | 2.18 | 11.03 |
META Meta Platforms, Inc. | 2.14 | 3.02 | 1.40 | 3.19 | 12.89 |
HD The Home Depot, Inc. | 1.18 | 1.76 | 1.21 | 0.79 | 2.82 |
GOOG Alphabet Inc. | 0.57 | 0.91 | 1.13 | 0.72 | 2.10 |
CELH Celsius Holdings, Inc. | -0.81 | -1.11 | 0.87 | -0.72 | -1.56 |
PLD Prologis, Inc. | 0.25 | 0.54 | 1.07 | 0.16 | 0.57 |
Dividends
Dividend yield
Current granted a 0.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current | 0.51% | 0.55% | 0.71% | 0.52% | 0.71% | 0.91% | 1.14% | 1.08% | 1.32% | 1.40% | 1.52% | 1.71% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
VGT Vanguard Information Technology ETF | 0.66% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
QQQ Invesco QQQ | 0.50% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HD The Home Depot, Inc. | 2.30% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
GOOG Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CELH Celsius Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PLD Prologis, Inc. | 2.95% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% |
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 37.68%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Current drawdown is 7.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.68% | Nov 22, 2021 | 226 | Oct 14, 2022 | 153 | May 25, 2023 | 379 |
| -33.81% | Feb 20, 2020 | 18 | Mar 16, 2020 | 53 | Jun 1, 2020 | 71 |
| -27.34% | Sep 4, 2018 | 78 | Dec 24, 2018 | 122 | Jun 20, 2019 | 200 |
| -18.05% | Dec 30, 2015 | 30 | Feb 11, 2016 | 35 | Apr 4, 2016 | 65 |
| -16.61% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current Current volatility is 7.02%, 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
| GBTC | CELH | LLY | PLD | TSLA | HD | META | NVDA | AAPL | GOOG | MSFT | VOO | VGT | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GBTC | 1.00 | 0.13 | 0.07 | 0.11 | 0.16 | 0.12 | 0.16 | 0.22 | 0.17 | 0.17 | 0.20 | 0.22 | 0.23 | 0.23 |
| CELH | 0.13 | 1.00 | 0.12 | 0.17 | 0.23 | 0.21 | 0.24 | 0.27 | 0.23 | 0.24 | 0.25 | 0.31 | 0.31 | 0.32 |
| LLY | 0.07 | 0.12 | 1.00 | 0.27 | 0.13 | 0.25 | 0.26 | 0.22 | 0.26 | 0.28 | 0.33 | 0.40 | 0.33 | 0.36 |
| PLD | 0.11 | 0.17 | 0.27 | 1.00 | 0.24 | 0.45 | 0.29 | 0.30 | 0.36 | 0.35 | 0.40 | 0.54 | 0.45 | 0.45 |
| TSLA | 0.16 | 0.23 | 0.13 | 0.24 | 1.00 | 0.25 | 0.35 | 0.42 | 0.41 | 0.37 | 0.39 | 0.46 | 0.49 | 0.53 |
| HD | 0.12 | 0.21 | 0.25 | 0.45 | 0.25 | 1.00 | 0.36 | 0.38 | 0.40 | 0.40 | 0.46 | 0.62 | 0.53 | 0.53 |
| META | 0.16 | 0.24 | 0.26 | 0.29 | 0.35 | 0.36 | 1.00 | 0.52 | 0.52 | 0.67 | 0.60 | 0.62 | 0.66 | 0.72 |
| NVDA | 0.22 | 0.27 | 0.22 | 0.30 | 0.42 | 0.38 | 0.52 | 1.00 | 0.54 | 0.54 | 0.60 | 0.63 | 0.75 | 0.74 |
| AAPL | 0.17 | 0.23 | 0.26 | 0.36 | 0.41 | 0.40 | 0.52 | 0.54 | 1.00 | 0.61 | 0.64 | 0.70 | 0.79 | 0.78 |
| GOOG | 0.17 | 0.24 | 0.28 | 0.35 | 0.37 | 0.40 | 0.67 | 0.54 | 0.61 | 1.00 | 0.71 | 0.71 | 0.73 | 0.79 |
| MSFT | 0.20 | 0.25 | 0.33 | 0.40 | 0.39 | 0.46 | 0.60 | 0.60 | 0.64 | 0.71 | 1.00 | 0.76 | 0.84 | 0.84 |
| VOO | 0.22 | 0.31 | 0.40 | 0.54 | 0.46 | 0.62 | 0.62 | 0.63 | 0.70 | 0.71 | 0.76 | 1.00 | 0.90 | 0.90 |
| VGT | 0.23 | 0.31 | 0.33 | 0.45 | 0.49 | 0.53 | 0.66 | 0.75 | 0.79 | 0.73 | 0.84 | 0.90 | 1.00 | 0.97 |
| QQQ | 0.23 | 0.32 | 0.36 | 0.45 | 0.53 | 0.53 | 0.72 | 0.74 | 0.78 | 0.79 | 0.84 | 0.90 | 0.97 | 1.00 |