CURRENT
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 0% | |
KMLM KFA Mount Lucas Index Strategy ETF | Long-Short, Actively Managed | 0% |
SVIX Volatility Shares -1x Short VIX Futures ETF | Inverse Equities | 100% |
TMF Direxion Daily 20-Year Treasury Bull 3X | Leveraged Bonds, Leveraged | 0% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 0% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 0% |
Performance
Performance Chart
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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* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| CURRENT | -48.05% | 8.30% | -52.12% | -71.93% | N/A | N/A |
| Portfolio components: | ||||||
KMLM KFA Mount Lucas Index Strategy ETF | -5.37% | 1.84% | -3.70% | -8.31% | N/A | N/A |
TQQQ ProShares UltraPro QQQ | -15.94% | 27.20% | -14.71% | 2.84% | 28.34% | 30.86% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -11.87% | -12.20% | -20.21% | -25.65% | -37.94% | -14.65% |
BTC-USD Bitcoin | 14.83% | 14.20% | 9.73% | 56.56% | 64.93% | 84.31% |
UGL ProShares Ultra Gold | 54.63% | 0.03% | 44.54% | 84.40% | 18.51% | 14.22% |
SVIX Volatility Shares -1x Short VIX Futures ETF | -48.05% | 8.30% | -52.12% | -71.93% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.04% | -4.29% | -16.26% | -39.09% | 6.38% | -48.05% | |||||||
| 2024 | -0.16% | 9.69% | 2.52% | -7.25% | 15.86% | 4.72% | -8.68% | -26.60% | -15.27% | -16.96% | 30.60% | -13.59% | -32.76% |
| 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 above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily 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 | |
|---|---|---|---|---|---|
KMLM KFA Mount Lucas Index Strategy ETF | -0.78 | -1.84 | 0.79 | -0.30 | -1.77 |
TQQQ ProShares UltraPro QQQ | 0.08 | 0.56 | 1.08 | 0.07 | -0.04 |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.58 | -2.17 | 0.76 | -0.28 | -1.79 |
BTC-USD Bitcoin | 1.16 | 3.11 | 1.33 | 2.44 | 11.53 |
UGL ProShares Ultra Gold | 2.33 | 2.85 | 1.36 | 2.69 | 12.54 |
SVIX Volatility Shares -1x Short VIX Futures ETF | -0.77 | -1.02 | 0.85 | -0.91 | -2.22 |
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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.
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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 79.30%, occurring on Apr 10, 2025. The portfolio has not yet recovered.
The current CURRENT drawdown is 74.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -79.3% | Jul 15, 2024 | 270 | Apr 10, 2025 | — | — | — |
| -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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | UGL | TMF | KMLM | BTC-USD | SVIX | TQQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.14 | 0.13 | -0.17 | 0.36 | 0.73 | 0.94 | 0.73 |
| UGL | 0.14 | 1.00 | 0.25 | -0.10 | 0.13 | 0.06 | 0.11 | 0.06 |
| TMF | 0.13 | 0.25 | 1.00 | -0.33 | 0.03 | 0.07 | 0.11 | 0.07 |
| KMLM | -0.17 | -0.10 | -0.33 | 1.00 | -0.07 | -0.13 | -0.14 | -0.13 |
| BTC-USD | 0.36 | 0.13 | 0.03 | -0.07 | 1.00 | 0.22 | 0.29 | 0.22 |
| SVIX | 0.73 | 0.06 | 0.07 | -0.13 | 0.22 | 1.00 | 0.64 | 1.00 |
| TQQQ | 0.94 | 0.11 | 0.11 | -0.14 | 0.29 | 0.64 | 1.00 | 0.64 |
| Portfolio | 0.73 | 0.06 | 0.07 | -0.13 | 0.22 | 1.00 | 0.64 | 1.00 |