PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Current
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Current

Last updated Nov 13, 2024

Asset Allocation

BTC-USD 8.37%SMH 18.87%VOO 18.83%XLK 16.7%BRK-B 15.77%QQQ 15.59%NU 5.87%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.		Financial Services
15.77%
BTC-USD
Bitcoin
8.37%
NU
Nu Holdings Ltd.		Financial Services
5.87%
QQQ
Invesco QQQ		Large Cap Blend Equities
15.59%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
18.87%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
18.83%
XLK
Technology Select Sector SPDR Fund		Technology Equities
16.70%

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.18%
12.73%
Current
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 9, 2021, corresponding to the inception date of NU

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Current40.73%3.76%15.18%49.91%N/AN/A
Portfolio components:
QQQ
Invesco QQQ		25.79%3.10%13.59%34.02%21.42%18.39%
XLK
Technology Select Sector SPDR Fund		23.33%1.00%11.25%30.69%23.47%20.55%
SMH
VanEck Vectors Semiconductor ETF		44.03%-3.61%7.68%57.29%33.67%28.85%
BTC-USD
Bitcoin		108.10%33.17%32.73%147.50%58.81%72.54%
BRK-B
Berkshire Hathaway Inc.		30.74%1.37%12.97%31.63%16.33%12.38%
NU
Nu Holdings Ltd.		90.16%7.90%31.02%79.39%N/AN/A
VOO
Vanguard S&P 500 ETF		26.88%2.17%13.46%35.00%15.93%13.41%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.68%11.60%4.70%-6.01%7.58%4.34%-0.43%2.45%0.77%0.30%40.73%
202311.86%-0.03%8.07%0.95%6.64%7.36%2.91%-2.63%-4.08%1.25%9.91%5.46%57.56%
2022-7.42%-1.02%4.35%-12.46%-2.58%-12.96%12.86%-5.76%-9.65%6.77%5.89%-6.85%-28.17%
20211.29%1.29%

Expense Ratio

Current has an expense ratio of 0.12%, 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.

SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
XLK
Technology Select Sector SPDR Fund
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Current is 13, indicating that it is in the bottom 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Current is 1313
Combined Rank
The Sharpe Ratio Rank of Current is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of Current is 1313Sortino Ratio Rank
The Omega Ratio Rank of Current is 1313Omega Ratio Rank
The Calmar Ratio Rank of Current is 77Calmar Ratio Rank
The Martin Ratio Rank of Current is 1717Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Current
Sharpe ratio
The chart of Sharpe ratio for Current, currently valued at 1.62, compared to the broader market0.002.004.006.001.62
Sortino ratio
The chart of Sortino ratio for Current, currently valued at 2.21, compared to the broader market-2.000.002.004.006.002.21
Omega ratio
The chart of Omega ratio for Current, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.802.001.27
Calmar ratio
The chart of Calmar ratio for Current, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.75
Martin ratio
The chart of Martin ratio for Current, currently valued at 8.33, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ		1.481.991.270.626.26
XLK
Technology Select Sector SPDR Fund		0.981.401.190.394.02
SMH
VanEck Vectors Semiconductor ETF		0.570.971.120.241.98
BTC-USD
Bitcoin		1.101.801.180.944.49
BRK-B
Berkshire Hathaway Inc.		1.602.341.300.967.54
NU
Nu Holdings Ltd.		1.802.431.301.3810.24
VOO
Vanguard S&P 500 ETF		2.212.951.411.0613.25

Sharpe Ratio

The current Current Sharpe ratio is 1.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.97, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Current with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
1.62
2.90
Current
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Current provided a 0.51% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.51%0.61%1.06%0.60%0.79%1.80%1.51%1.23%1.14%1.66%1.30%1.37%
Portfolio components:
QQQ
Invesco QQQ		0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%
XLK
Technology Select Sector SPDR Fund		0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
SMH
VanEck Vectors Semiconductor ETF		0.41%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
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%
BRK-B
Berkshire Hathaway 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%
NU
Nu Holdings Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.

-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.32%
-0.29%
Current
Benchmark (^GSPC)
Portfolio components

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 34.59%, occurring on Oct 12, 2022. Recovery took 274 trading sessions.

The current Current drawdown is 0.32%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.59%Dec 28, 2021289Oct 12, 2022274Jul 13, 2023563
-13.77%Jul 17, 202420Aug 5, 202470Oct 14, 202490
-7.81%Aug 2, 202363Oct 3, 202338Nov 10, 2023101
-7.67%Apr 2, 202418Apr 19, 202426May 15, 202444
-4.94%Dec 13, 20218Dec 20, 20217Dec 27, 202115

Volatility

Volatility Chart

The current Current volatility is 5.82%, 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.

2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.82%
3.86%
Current
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BTC-USDBRK-BNUSMHXLKQQQVOO
BTC-USD1.000.180.270.300.290.310.32
BRK-B0.181.000.260.340.410.430.58
NU0.270.261.000.420.410.460.46
SMH0.300.340.421.000.880.850.77
XLK0.290.410.410.881.000.940.87
QQQ0.310.430.460.850.941.000.91
VOO0.320.580.460.770.870.911.00
The correlation results are calculated based on daily price changes starting from Dec 10, 2021