CURRENT
Asset Allocation
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 Mar 28, 2022, corresponding to the inception date of SVIX
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
CURRENT | -38.27% | -11.48% | -49.60% | -32.71% | N/A | N/A |
Portfolio components: | ||||||
KFA Mount Lucas Index Strategy ETF | -2.15% | 1.04% | -2.25% | -1.95% | N/A | N/A |
ProShares UltraPro QQQ | 64.50% | 6.89% | 11.70% | 66.32% | 32.06% | 35.14% |
Direxion Daily 20-Year Treasury Bull 3X | -32.86% | -5.39% | -18.12% | -33.13% | -29.82% | -14.18% |
Bitcoin | 131.29% | 3.62% | 52.51% | 122.84% | 67.06% | 76.43% |
ProShares Ultra Gold | 47.58% | -1.72% | 22.53% | 50.07% | 15.18% | 9.59% |
Volatility Shares -1x Short VIX Futures ETF | -38.27% | -11.48% | -49.60% | -32.71% | N/A | N/A |
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 | -0.16% | 9.69% | 2.52% | -7.25% | 15.86% | 4.72% | -8.68% | -26.60% | -15.27% | -16.96% | 30.60% | -38.27% | |
2023 | 22.65% | -3.34% | -5.01% | 16.63% | 7.04% | 36.20% | 8.30% | 2.11% | -10.18% | -7.07% | 33.46% | 9.11% | 157.37% |
2022 | -6.40% | -24.93% | 7.69% | -8.37% | 23.17% | -3.12% | -16.92% | 17.75% | 16.64% | 3.53% | -2.27% |
Expense Ratio
CURRENT has a high expense ratio of 1.47%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CURRENT is 33, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
KFA Mount Lucas Index Strategy ETF | -1.12 | -1.52 | 0.83 | -0.10 | -1.59 |
ProShares UltraPro QQQ | 1.16 | 1.62 | 1.22 | 0.75 | 4.59 |
Direxion Daily 20-Year Treasury Bull 3X | -0.31 | -0.17 | 0.98 | -0.38 | -0.88 |
Bitcoin | 1.41 | 2.14 | 1.21 | 1.22 | 6.70 |
ProShares Ultra Gold | 0.81 | 1.22 | 1.16 | 0.51 | 4.03 |
Volatility Shares -1x Short VIX Futures ETF | -0.58 | -0.37 | 0.93 | -0.50 | -1.39 |
Dividends
Dividend yield
CURRENT provided a 0.00% dividend yield over the last twelve months.
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 62.55%, occurring on Aug 5, 2024. The portfolio has not yet recovered.
The current CURRENT drawdown is 53.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-62.55% | Jul 15, 2024 | 22 | Aug 5, 2024 | — | — | — |
-39.4% | Apr 5, 2022 | 70 | Jun 13, 2022 | 207 | Jan 6, 2023 | 277 |
-31.75% | Sep 15, 2023 | 43 | Oct 27, 2023 | 28 | Nov 24, 2023 | 71 |
-27.64% | Mar 7, 2023 | 11 | Mar 17, 2023 | 31 | Apr 17, 2023 | 42 |
-18.81% | Mar 28, 2024 | 19 | Apr 15, 2024 | 23 | May 8, 2024 | 42 |
Volatility
Volatility Chart
The current CURRENT volatility is 23.32%, 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
BTC-USD | UGL | KMLM | TMF | SVIX | TQQQ | |
---|---|---|---|---|---|---|
BTC-USD | 1.00 | 0.15 | -0.07 | 0.04 | 0.21 | 0.29 |
UGL | 0.15 | 1.00 | -0.15 | 0.28 | 0.09 | 0.15 |
KMLM | -0.07 | -0.15 | 1.00 | -0.34 | -0.13 | -0.16 |
TMF | 0.04 | 0.28 | -0.34 | 1.00 | 0.07 | 0.12 |
SVIX | 0.21 | 0.09 | -0.13 | 0.07 | 1.00 | 0.62 |
TQQQ | 0.29 | 0.15 | -0.16 | 0.12 | 0.62 | 1.00 |