Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SLB Schlumberger Limited | Energy | 20% |
LRCX Lam Research Corporation | Technology | 20% |
CSCO Cisco Systems, Inc. | Technology | 20% |
GE General Electric Company | Industrials | 20% |
FIX Comfort Systems USA, Inc. | Industrials | 20% |
Find the right asset allocation for Current
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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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
As of Jun 13, 2026, the Current returned 66.73% Year-To-Date and 28.81% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 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 | 0.72% | 8.68% | 66.73% | 67.50% | 146.31% | 65.14% | 43.66% | 28.81% |
| Portfolio components: | ||||||||
CSCO Cisco Systems, Inc. | -0.60% | 2.44% | 58.91% | 57.34% | 93.30% | 37.33% | 20.60% | 18.92% |
FIX Comfort Systems USA, Inc. | 1.85% | -5.78% | 101.37% | 94.15% | 281.93% | 128.82% | 86.97% | 51.27% |
GE General Electric Company | 0.76% | 19.10% | 9.01% | 12.13% | 42.47% | 58.72% | 38.14% | 9.96% |
LRCX Lam Research Corporation | 1.18% | 28.83% | 114.54% | 128.79% | 312.75% | 81.91% | 43.22% | 48.23% |
SLB Schlumberger Limited | 0.32% | 1.98% | 48.01% | 44.00% | 58.99% | 8.12% | 12.44% | -0.34% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 27, 1997, Current's average daily return is +0.08%, while the average monthly return is +1.63%. At this rate, an investment would double in approximately 3.6 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +28.6%, while the worst month was Oct 2008 at -27.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.
On a daily basis, Current closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +14.7%, while the worst single day was Mar 16, 2020 at -14.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 17.30% | 8.94% | -6.04% | 17.31% | 12.29% | 5.41% | 66.73% | ||||||
| 2025 | 9.06% | -1.96% | -4.21% | -0.77% | 13.70% | 10.52% | 6.55% | 3.29% | 10.75% | 10.00% | 0.54% | 3.02% | 77.39% |
| 2024 | 1.70% | 14.29% | 7.08% | -2.76% | 1.67% | 1.48% | 1.56% | -0.92% | 4.32% | -3.68% | 10.16% | -7.56% | 28.56% |
| 2023 | 11.37% | 3.00% | 5.00% | -0.72% | 2.11% | 8.42% | 8.39% | 2.92% | -5.50% | -1.64% | 5.37% | 5.46% | 52.53% |
| 2022 | -1.66% | -1.14% | 0.67% | -10.81% | 6.78% | -14.61% | 14.39% | -3.53% | -10.04% | 24.55% | 7.17% | -4.34% | 0.91% |
| 2021 | 1.75% | 14.75% | 8.38% | 2.60% | 6.34% | -1.12% | -3.15% | 0.68% | -3.43% | 8.24% | 0.48% | 5.98% | 48.20% |
Benchmark Metrics
Current has an annualized alpha of 9.12%, beta of 1.24, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since June 27, 1997.
- This portfolio captured 167.72% of S&P 500 Index gains and 117.01% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 9.12% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 9.12%
- Beta
- 1.24
- R²
- 0.68
- Upside Capture
- 167.72%
- Downside Capture
- 117.01%
Expense Ratio
Current has an expense ratio of 0.00%, meaning no management fees are charged. 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 98 for risk / return — in the top 98% 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.
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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 5.07 | 1.86 | +3.20 |
| Sortino ratioReturn per unit of downside risk | 5.34 | 2.53 | +2.80 |
| Omega ratioGain probability vs. loss probability | 1.73 | 1.34 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 12.85 | 2.53 | +10.31 |
| Martin ratioReturn relative to average drawdown | 50.90 | 11.37 | +39.53 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
CSCO Cisco Systems, Inc. | 95 | 2.94 | 3.47 | 1.53 | 6.69 | 18.37 |
FIX Comfort Systems USA, Inc. | 99 | 5.13 | 4.93 | 1.66 | 17.58 | 59.47 |
GE General Electric Company | 76 | 1.29 | 1.82 | 1.23 | 1.95 | 5.26 |
LRCX Lam Research Corporation | 98 | 5.79 | 4.75 | 1.63 | 15.26 | 51.20 |
SLB Schlumberger Limited | 87 | 1.85 | 2.48 | 1.31 | 4.36 | 10.97 |
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Dividends
Dividend yield
Current provided a 0.86% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.86% | 1.27% | 1.54% | 1.32% | 1.36% | 1.20% | 1.88% | 2.86% | 3.39% | 2.48% | 2.14% | 2.22% |
| Portfolio components: | ||||||||||||
CSCO Cisco Systems, Inc. | 1.36% | 2.12% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% |
FIX Comfort Systems USA, Inc. | 0.14% | 0.21% | 0.28% | 0.41% | 0.49% | 0.49% | 0.81% | 0.79% | 0.76% | 0.68% | 0.83% | 0.88% |
GE General Electric Company | 0.46% | 0.47% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 4.12% | 4.89% | 4.81% | 2.94% | 2.95% |
LRCX Lam Research Corporation | 0.28% | 0.57% | 1.19% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% |
SLB Schlumberger Limited | 2.06% | 2.97% | 2.87% | 1.92% | 1.22% | 2.09% | 4.01% | 4.98% | 5.54% | 2.97% | 2.38% | 2.87% |
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 67.00%, occurring on Oct 9, 2002. Recovery took 778 trading sessions.
The current Current drawdown is 0.01%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Dot-com crash2000–2002 | -67.00%Oct 2002 | 2y 6mo | 3y 1mo | 5y 7moMar 2000 - Nov 2005 |
Financial crisis2007–2009 | -63.13%Mar 2009 | 1y 5mo | 4y 6mo | 5y 11moOct 2007 - Sep 2013 |
COVID crash2020 | -45.52%Mar 2020 | 1mo 9d | 8mo 6d | 9mo 15dFeb 2020 - Nov 2020 |
1998 bear market1998 | -35.65%Oct 1998 | 5mo 19d | 2mo 29d | 8mo 18dApr 1998 - Jan 1999 |
Rate-hike selloffLate 2018 | -34.30%Dec 2018 | 11mo 4d | 12mo 4d | 1y 11moJan 2018 - Dec 2019 |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.47 | 1.41 | 1.41 | 1.38 | 1.44 |
The portfolio has a diversification ratio of 1.44, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Current correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 1997 | 0.78 |
Benchmark Correlations
Correlation vs. S&P 500 Index. CSCO has the highest benchmark correlation at 0.66, while SLB has the lowest at 0.47.
Asset Correlations Table
Find what Current is missing
See which holdings overlap, where Current is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification