Current Holdings
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CDNS Cadence Design Systems, Inc. | Technology | 10.67% |
GOOGL Alphabet Inc. | Communication Services | 16.39% |
KNSL Kinsale Capital Group, Inc. | Financial Services | 13.13% |
LMT Lockheed Martin Corporation | Industrials | 7.21% |
MA Mastercard Inc | Financial Services | 8.63% |
MSFT Microsoft Corporation | Technology | 23.63% |
PEP PepsiCo, Inc. | Consumer Defensive | 9.83% |
UNH UnitedHealth Group Incorporated | Healthcare | 10.39% |
USD=X USD Cash | 0.12% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current Holdings, 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 Jul 28, 2016, corresponding to the inception date of KNSL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Current Holdings | 12.94% | -1.77% | 6.62% | 18.34% | 22.66% | N/A |
| Portfolio components: | ||||||
CDNS Cadence Design Systems, Inc. | -2.21% | -13.84% | -9.69% | 11.77% | 27.48% | 31.84% |
MSFT Microsoft Corporation | 14.47% | -4.19% | 6.93% | 23.16% | 25.09% | 27.53% |
MA Mastercard Inc | 1.84% | -5.22% | -1.14% | 8.40% | 9.20% | 19.81% |
LMT Lockheed Martin Corporation | 15.28% | 9.27% | 21.04% | 16.64% | 9.44% | 14.83% |
PEP PepsiCo, Inc. | 0.56% | 0.05% | 3.13% | -9.44% | 7.83% | 9.40% |
GOOGL Alphabet Inc. | 23.72% | -3.68% | 16.23% | 41.42% | 21.83% | 19.22% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH UnitedHealth Group Incorporated | 7.19% | 14.24% | 9.96% | 11.26% | 18.30% | 22.70% |
KNSL Kinsale Capital Group, Inc. | 11.20% | -4.72% | -9.04% | -2.26% | 31.67% | N/A |
Monthly Returns
The table below presents the monthly returns of Current Holdings, 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 | 4.21% | 5.97% | 3.35% | -6.29% | 3.75% | 3.67% | 12.94% | ||||||
| 2023 | 4.18% | 0.74% | 6.89% | 4.43% | 3.03% | 4.49% | 1.86% | 0.55% | -2.01% | -0.75% | 7.77% | 0.10% | 35.53% |
| 2022 | -6.16% | -0.51% | 4.27% | -6.30% | -0.81% | -2.47% | 8.46% | -4.07% | -7.20% | 7.38% | 5.10% | -6.81% | -10.38% |
| 2021 | -2.51% | 2.70% | 2.71% | 6.04% | -0.91% | 3.19% | 6.13% | 3.11% | -6.40% | 11.55% | 0.20% | 7.13% | 36.78% |
| 2020 | 5.93% | -5.07% | -7.92% | 13.88% | 8.84% | 2.70% | 7.17% | 7.06% | -5.54% | -1.60% | 10.82% | 1.23% | 41.05% |
| 2019 | 6.51% | 6.27% | 4.63% | 5.94% | -0.90% | 5.67% | 2.90% | 1.12% | 0.28% | 3.06% | 4.16% | 2.32% | 50.56% |
| 2018 | 8.77% | -3.30% | -2.32% | 1.45% | 4.52% | 1.95% | 6.16% | 3.61% | 1.26% | -6.34% | 4.07% | -8.24% | 10.66% |
| 2017 | 0.44% | 4.14% | 2.27% | 5.68% | 3.81% | -1.06% | 4.53% | 2.49% | 2.24% | 5.94% | 2.93% | 0.25% | 39.05% |
| 2016 | 0.69% | 2.11% | 2.08% | 2.95% | 3.50% | 3.97% | 16.26% |
Expense Ratio
Current Holdings has an expense ratio of 0.00%, indicating no management fees are charged. 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 rank of Current Holdings is 62, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
CDNS Cadence Design Systems, Inc. | 0.53 | 0.90 | 1.11 | 0.79 | 2.46 |
MSFT Microsoft Corporation | 1.61 | 2.16 | 1.28 | 2.38 | 10.52 |
MA Mastercard Inc | 0.64 | 0.91 | 1.13 | 0.76 | 1.88 |
LMT Lockheed Martin Corporation | 1.03 | 1.77 | 1.24 | 0.90 | 4.40 |
PEP PepsiCo, Inc. | -0.44 | -0.51 | 0.94 | -0.40 | -1.00 |
GOOGL Alphabet Inc. | 1.16 | 1.62 | 1.24 | 1.70 | 6.80 |
USD=X USD Cash | — | — | — | — | — |
UNH UnitedHealth Group Incorporated | 0.52 | 0.89 | 1.12 | 0.57 | 1.49 |
KNSL Kinsale Capital Group, Inc. | -0.03 | 0.23 | 1.04 | -0.03 | -0.06 |
Dividends
Dividend yield
Current Holdings granted a 0.87% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current Holdings | 0.87% | 0.87% | 0.87% | 0.80% | 0.89% | 0.95% | 1.20% | 1.12% | 1.29% | 1.25% | 1.24% | 1.28% |
| Portfolio components: | ||||||||||||
CDNS Cadence Design Systems, 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% |
MSFT Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
MA Mastercard Inc | 0.59% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
LMT Lockheed Martin Corporation | 2.42% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
PEP PepsiCo, Inc. | 3.06% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
GOOGL Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH UnitedHealth Group Incorporated | 1.38% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
KNSL Kinsale Capital Group, Inc. | 0.16% | 0.17% | 0.20% | 0.18% | 0.18% | 0.31% | 0.50% | 0.53% | 0.29% | 0.00% | 0.00% | 0.00% |
Drawdowns
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 Holdings. 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 Holdings was 31.36%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.
The current Current Holdings drawdown is 3.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.36% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 1, 2020 | 73 |
| -17.86% | Dec 29, 2021 | 122 | Jun 16, 2022 | 207 | Apr 3, 2023 | 329 |
| -16.59% | Oct 2, 2018 | 60 | Dec 24, 2018 | 44 | Feb 22, 2019 | 104 |
| -12.78% | Sep 3, 2020 | 15 | Sep 23, 2020 | 38 | Nov 16, 2020 | 53 |
| -10.82% | Jan 29, 2018 | 9 | Feb 8, 2018 | 81 | Jun 1, 2018 | 90 |
Volatility
Volatility Chart
The current Current Holdings volatility is 3.50%, 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
| USD=X | LMT | KNSL | UNH | PEP | CDNS | GOOGL | MA | MSFT | |
|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| LMT | 0.00 | 1.00 | 0.23 | 0.30 | 0.33 | 0.17 | 0.18 | 0.33 | 0.22 |
| KNSL | 0.00 | 0.23 | 1.00 | 0.22 | 0.25 | 0.31 | 0.24 | 0.31 | 0.28 |
| UNH | 0.00 | 0.30 | 0.22 | 1.00 | 0.35 | 0.26 | 0.30 | 0.34 | 0.33 |
| PEP | 0.00 | 0.33 | 0.25 | 0.35 | 1.00 | 0.30 | 0.29 | 0.34 | 0.35 |
| CDNS | 0.00 | 0.17 | 0.31 | 0.26 | 0.30 | 1.00 | 0.57 | 0.53 | 0.68 |
| GOOGL | 0.00 | 0.18 | 0.24 | 0.30 | 0.29 | 0.57 | 1.00 | 0.55 | 0.72 |
| MA | 0.00 | 0.33 | 0.31 | 0.34 | 0.34 | 0.53 | 0.55 | 1.00 | 0.60 |
| MSFT | 0.00 | 0.22 | 0.28 | 0.33 | 0.35 | 0.68 | 0.72 | 0.60 | 1.00 |