Current allocation
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 10% | |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current allocation, 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 Jan 12, 2012, corresponding to the inception date of URTH
Returns By Period
As of Sep 21, 2024, the Current allocation returned 21.61% Year-To-Date and 19.03% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Current allocation | 21.61% | 1.64% | 7.81% | 40.13% | 18.75% | 19.03% |
| Portfolio components: | ||||||
URTH iShares MSCI World ETF | 17.56% | 1.47% | 8.29% | 29.91% | 12.80% | 10.05% |
BTC-USD Bitcoin | 49.52% | 3.30% | -0.92% | 137.86% | 44.39% | 64.49% |
Monthly Returns
The table below presents the monthly returns of Current allocation, 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 | 0.87% | 8.45% | 4.95% | -5.09% | 5.30% | 1.20% | 1.83% | 1.61% | 21.61% | ||||
| 2023 | 10.37% | -2.26% | 5.78% | 1.90% | -1.60% | 6.58% | 2.50% | -3.05% | -3.69% | 0.57% | 9.07% | 5.86% | 35.52% |
| 2022 | -6.33% | -1.59% | 3.13% | -9.25% | -1.01% | -10.86% | 9.11% | -5.60% | -8.75% | 7.27% | 5.13% | -4.59% | -23.01% |
| 2021 | 0.69% | 6.34% | 7.64% | 3.69% | -1.87% | 1.00% | 3.45% | 3.70% | -4.65% | 9.45% | -2.72% | 1.08% | 30.39% |
| 2020 | 1.99% | -8.22% | -14.61% | 13.21% | 5.53% | 1.90% | 6.77% | 6.14% | -3.82% | 0.05% | 16.60% | 10.66% | 36.93% |
| 2019 | 6.24% | 3.69% | 1.94% | 6.38% | 2.30% | 11.62% | 0.22% | -2.40% | 0.89% | 3.40% | 0.56% | 2.30% | 43.21% |
| 2018 | 1.61% | -3.89% | -4.20% | 3.95% | -1.86% | -1.38% | 4.91% | -0.13% | 0.03% | -6.89% | -2.73% | -7.69% | -17.51% |
| 2017 | 2.57% | 4.49% | -0.14% | 4.19% | 10.59% | 2.23% | 3.75% | 7.03% | 0.26% | 7.00% | 10.09% | 7.76% | 78.15% |
| 2016 | -6.94% | 1.22% | 5.51% | 1.72% | 2.70% | 2.43% | 2.97% | -0.44% | 0.78% | -0.41% | 2.22% | 5.32% | 17.80% |
| 2015 | -5.56% | 7.45% | -1.66% | 1.28% | 0.15% | -1.16% | 3.20% | -7.92% | -2.97% | 9.51% | 2.63% | 0.36% | 4.03% |
| 2014 | -2.71% | 0.89% | -0.99% | -0.76% | 6.67% | 1.33% | -2.35% | 0.67% | -4.37% | -0.53% | 2.69% | -2.56% | -2.47% |
| 2013 | 8.87% | 8.19% | 39.55% | 7.59% | 1.20% | -7.06% | 6.22% | 1.39% | 4.75% | 7.48% | 64.57% | -14.43% | 184.01% |
Expense Ratio
Current allocation has an expense ratio of 0.22%, which is considered low compared to other funds. 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 allocation is 48, 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 | |
|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 2.13 | 2.89 | 1.38 | 0.98 | 12.74 |
BTC-USD Bitcoin | 1.38 | 2.06 | 1.21 | 0.82 | 6.10 |
Dividends
Dividend yield
Current allocation granted a 1.32% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current allocation | 1.32% | 1.53% | 1.51% | 1.35% | 1.37% | 1.94% | 2.07% | 1.69% | 1.93% | 2.11% | 2.08% | 0.94% |
| Portfolio components: | ||||||||||||
URTH iShares MSCI World ETF | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 allocation. 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 allocation was 34.52%, occurring on Mar 23, 2020. Recovery took 142 trading sessions.
The current Current allocation drawdown is 0.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.52% | Feb 13, 2020 | 40 | Mar 23, 2020 | 142 | Aug 12, 2020 | 182 |
| -31.96% | Nov 9, 2021 | 338 | Oct 12, 2022 | 441 | Dec 27, 2023 | 779 |
| -28.66% | Dec 17, 2017 | 374 | Dec 25, 2018 | 179 | Jun 22, 2019 | 553 |
| -25.76% | Nov 30, 2013 | 19 | Dec 18, 2013 | 1091 | Dec 13, 2016 | 1110 |
| -17.57% | Apr 11, 2013 | 7 | Apr 17, 2013 | 183 | Oct 17, 2013 | 190 |
Volatility
Volatility Chart
The current Current allocation volatility is 4.72%, 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 | URTH | |
|---|---|---|
| BTC-USD | 1.00 | 0.11 |
| URTH | 0.11 | 1.00 |