Current
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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
The earliest data available for this chart is Dec 9, 2021, corresponding to the inception date of NU
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
Current | 25.96% | 9.23% | 6.57% | 41.72% | N/A | N/A |
Portfolio components: | ||||||
QQQ Invesco QQQ | 12.80% | 5.80% | 5.28% | 22.67% | 20.04% | 17.51% |
XLK Technology Select Sector SPDR Fund | 9.30% | 5.95% | 1.53% | 19.49% | 22.05% | 19.52% |
SMH VanEck Vectors Semiconductor ETF | 28.47% | 5.32% | -0.75% | 44.34% | 33.45% | 27.40% |
BTC-USD Bitcoin | 37.16% | 7.37% | -12.31% | 124.87% | 41.13% | 61.43% |
BRK-B Berkshire Hathaway Inc. | 34.18% | 15.67% | 18.47% | 32.76% | 18.57% | 13.26% |
NU Nu Holdings Ltd. | 70.95% | 32.96% | 26.58% | 109.10% | N/A | N/A |
VOO Vanguard S&P 500 ETF | 16.70% | 6.54% | 8.77% | 24.43% | 14.98% | 12.69% |
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 | 3.68% | 11.60% | 4.70% | -6.01% | 7.58% | 4.34% | -0.43% | 2.45% | 25.96% | ||||
2023 | 11.86% | -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% |
2021 | 1.29% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Current is 67, 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 | |
---|---|---|---|---|---|
QQQ Invesco QQQ | 1.00 | 1.45 | 1.19 | 0.35 | 4.77 |
XLK Technology Select Sector SPDR Fund | 0.59 | 0.92 | 1.12 | 0.18 | 2.74 |
SMH VanEck Vectors Semiconductor ETF | 1.15 | 1.66 | 1.21 | 0.63 | 5.26 |
BTC-USD Bitcoin | 0.93 | 1.60 | 1.16 | 0.78 | 4.42 |
BRK-B Berkshire Hathaway Inc. | 3.97 | 5.14 | 1.68 | 2.94 | 22.20 |
NU Nu Holdings Ltd. | 3.18 | 3.81 | 1.46 | 1.92 | 20.96 |
VOO Vanguard S&P 500 ETF | 1.95 | 2.66 | 1.36 | 0.86 | 11.98 |
Dividends
Dividend yield
Current granted a 0.55% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Current | 0.55% | 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 | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
XLK Technology Select Sector SPDR Fund | 0.73% | 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 | 0.46% | 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 | 1.31% | 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.
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 5.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.59% | Dec 28, 2021 | 289 | Oct 12, 2022 | 274 | Jul 13, 2023 | 563 |
-13.77% | Jul 17, 2024 | 20 | Aug 5, 2024 | — | — | — |
-7.81% | Aug 2, 2023 | 63 | Oct 3, 2023 | 38 | Nov 10, 2023 | 101 |
-7.67% | Apr 2, 2024 | 18 | Apr 19, 2024 | 26 | May 15, 2024 | 44 |
-4.94% | Dec 13, 2021 | 8 | Dec 20, 2021 | 7 | Dec 27, 2021 | 15 |
Volatility
Volatility Chart
The current Current volatility is 7.22%, 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 | BRK-B | NU | SMH | XLK | VOO | QQQ | |
---|---|---|---|---|---|---|---|
BTC-USD | 1.00 | 0.17 | 0.26 | 0.31 | 0.29 | 0.31 | 0.31 |
BRK-B | 0.17 | 1.00 | 0.27 | 0.36 | 0.43 | 0.59 | 0.45 |
NU | 0.26 | 0.27 | 1.00 | 0.43 | 0.43 | 0.46 | 0.47 |
SMH | 0.31 | 0.36 | 0.43 | 1.00 | 0.87 | 0.77 | 0.85 |
XLK | 0.29 | 0.43 | 0.43 | 0.87 | 1.00 | 0.88 | 0.95 |
VOO | 0.31 | 0.59 | 0.46 | 0.77 | 0.88 | 1.00 | 0.91 |
QQQ | 0.31 | 0.45 | 0.47 | 0.85 | 0.95 | 0.91 | 1.00 |