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Current
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SLB 20.00%LRCX 20.00%CSCO 20.00%GE 20.00%FIX 20.00%EquityEquity

S&P 500 Index

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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 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.


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202617.30%8.94%-6.04%17.31%12.29%5.41%66.73%
20259.06%-1.96%-4.21%-0.77%13.70%10.52%6.55%3.29%10.75%10.00%0.54%3.02%77.39%
20241.70%14.29%7.08%-2.76%1.67%1.48%1.56%-0.92%4.32%-3.68%10.16%-7.56%28.56%
202311.37%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%
20211.75%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
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.


The portfolio doesn't include any funds that charge management fees.

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.


Current Risk / Return Rank: 9898
Overall Rank
Current Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
Current Sortino Ratio Rank: 9898
Sortino Ratio Rank
Current Omega Ratio Rank: 9898
Omega Ratio Rank
Current Calmar Ratio Rank: 9999
Calmar Ratio Rank
Current Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


PortfolioBenchmarkDifference
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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSCO
Cisco Systems, Inc.
95
2.943.471.536.6918.37
FIX
Comfort Systems USA, Inc.
99
5.134.931.6617.5859.47
GE
General Electric Company
76
1.291.821.231.955.26
LRCX
Lam Research Corporation
98
5.794.751.6315.2651.20
SLB
Schlumberger Limited
87
1.852.481.314.3610.97

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Current Sharpe ratio is 5.07 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Current compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Current provided a 0.86% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio0.86%1.27%1.54%1.32%1.36%1.20%1.88%2.86%3.39%2.48%2.14%2.22%
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 6mo3y 1mo
5y 7moMar 2000 - Nov 2005
Financial crisis2007–2009
-63.13%Mar 2009
1y 5mo4y 6mo
5y 11moOct 2007 - Sep 2013
COVID crash2020
-45.52%Mar 2020
1mo 9d8mo 6d
9mo 15dFeb 2020 - Nov 2020
1998 bear market1998
-35.65%Oct 1998
5mo 19d2mo 29d
8mo 18dApr 1998 - Jan 1999
Rate-hike selloffLate 2018
-34.30%Dec 2018
11mo 4d12mo 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

Current has a 0.74 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

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.

SLB
0.47
FIX
0.47
LRCX
0.60
GE
0.64
CSCO
0.66

Portfolio Correlations

Correlation vs. Current. LRCX has the highest portfolio correlation at 0.75, while SLB has the lowest at 0.58.

SLB
0.58
GE
0.64
FIX
0.66
CSCO
0.68
LRCX
0.75

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jun 27, 1997
Diversification Analysis

Find what Current is missing

See which holdings overlap, where Current is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification