Current Apr 24
Current Apr 24 WO IBIT SVOL BTC - AS GLD
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current Apr 24, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 19, 2024, the Current Apr 24 returned 26.06% Year-To-Date and 19.43% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Current Apr 24 | 26.06% | -2.51% | 7.97% | 43.52% | 23.93% | 19.54% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 18.92% | 0.49% | 7.93% | 29.44% | 15.31% | 12.95% |
VGT Vanguard Information Technology ETF | 16.75% | -2.72% | 6.88% | 34.73% | 22.22% | 20.16% |
VOO Vanguard S&P 500 ETF | 18.91% | 0.47% | 7.91% | 29.41% | 15.31% | 12.97% |
SMH VanEck Vectors Semiconductor ETF | 32.13% | -6.85% | 2.10% | 61.84% | 34.34% | 27.98% |
BRK-B Berkshire Hathaway Inc. | 28.02% | 1.84% | 10.35% | 24.48% | 17.07% | 12.64% |
GLD SPDR Gold Trust | 23.19% | 1.31% | 16.61% | 31.31% | 10.54% | 7.28% |
Monthly Returns
The table below presents the monthly returns of Current Apr 24, 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 | 3.29% | 7.70% | 5.15% | -3.25% | 7.52% | 5.10% | -0.40% | 1.19% | 26.06% | ||||
| 2023 | 10.45% | -1.06% | 8.19% | -1.48% | 7.44% | 4.22% | 3.81% | -1.78% | -5.87% | -0.79% | 10.52% | 5.48% | 44.76% |
| 2022 | -6.32% | -0.50% | 2.44% | -10.18% | 1.02% | -10.56% | 10.28% | -6.58% | -9.89% | 3.72% | 11.86% | -5.44% | -21.07% |
| 2021 | 0.31% | 2.20% | 1.37% | 2.94% | 2.88% | 1.71% | 1.67% | 2.37% | -4.83% | 5.78% | 4.53% | 3.25% | 26.62% |
| 2020 | 0.68% | -4.76% | -8.35% | 11.56% | 4.82% | 5.27% | 8.37% | 6.00% | -2.79% | -1.56% | 11.05% | 5.59% | 39.45% |
| 2019 | 7.29% | 4.36% | 1.88% | 5.83% | -9.04% | 9.58% | 3.00% | 0.08% | 1.44% | 4.45% | 2.84% | 7.33% | 45.07% |
| 2018 | 6.94% | -1.10% | -1.97% | -3.01% | 5.24% | -2.62% | 2.13% | 3.35% | -0.66% | -7.03% | 1.77% | -4.28% | -2.14% |
| 2017 | 3.83% | 3.52% | 1.81% | 0.91% | 4.04% | -2.62% | 3.71% | 3.10% | 1.78% | 5.20% | 0.36% | 0.98% | 29.80% |
| 2016 | -3.24% | 3.24% | 5.99% | -1.41% | 2.64% | 1.81% | 6.75% | 1.85% | 2.30% | -1.62% | 1.03% | 1.42% | 22.30% |
| 2015 | -0.80% | 4.06% | -2.45% | 0.28% | 3.86% | -5.17% | -2.03% | -3.58% | -0.91% | 7.32% | -0.04% | -1.06% | -1.19% |
| 2014 | -1.72% | 5.51% | 1.62% | -0.54% | 1.69% | 4.72% | -1.48% | 4.46% | -2.11% | 0.36% | 4.82% | 0.27% | 18.59% |
| 2013 | 3.89% | 0.57% | 1.76% | 0.48% | 1.83% | -3.55% | 4.54% | -0.91% | 2.82% | 2.54% | 0.02% | 3.11% | 18.17% |
Expense Ratio
Current Apr 24 has an expense ratio of 0.25%, 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 Apr 24 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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 2.22 | 2.98 | 1.40 | 2.41 | 12.08 |
VGT Vanguard Information Technology ETF | 1.57 | 2.09 | 1.28 | 2.13 | 7.62 |
VOO Vanguard S&P 500 ETF | 2.21 | 2.98 | 1.40 | 2.41 | 12.12 |
SMH VanEck Vectors Semiconductor ETF | 1.71 | 2.24 | 1.30 | 2.33 | 7.24 |
BRK-B Berkshire Hathaway Inc. | 1.74 | 2.37 | 1.30 | 2.22 | 6.32 |
GLD SPDR Gold Trust | 2.16 | 3.04 | 1.38 | 2.42 | 13.01 |
Dividends
Dividend yield
Current Apr 24 granted a 0.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current Apr 24 | 0.45% | 0.52% | 1.27% | 0.66% | 0.87% | 2.73% | 1.93% | 1.49% | 1.11% | 2.14% | 1.32% | 1.60% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
VGT Vanguard Information Technology ETF | 0.66% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SMH VanEck Vectors Semiconductor ETF | 0.45% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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% |
GLD SPDR Gold Trust | 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 Apr 24. 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 Apr 24 was 31.00%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.
The current Current Apr 24 drawdown is 6.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31% | Dec 28, 2021 | 202 | Oct 14, 2022 | 164 | Jun 12, 2023 | 366 |
| -26.69% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -15.89% | Mar 13, 2018 | 199 | Dec 24, 2018 | 40 | Feb 22, 2019 | 239 |
| -15.16% | May 29, 2015 | 62 | Aug 25, 2015 | 151 | Apr 1, 2016 | 213 |
| -14.78% | May 2, 2011 | 108 | Oct 3, 2011 | 18 | Oct 27, 2011 | 126 |
Volatility
Volatility Chart
The current Current Apr 24 volatility is 6.58%, 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
| GLD | BRK-B | SMH | VGT | IVV | VOO | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | -0.03 | 0.02 | 0.03 | 0.04 | 0.04 |
| BRK-B | -0.03 | 1.00 | 0.48 | 0.55 | 0.73 | 0.73 |
| SMH | 0.02 | 0.48 | 1.00 | 0.86 | 0.76 | 0.76 |
| VGT | 0.03 | 0.55 | 0.86 | 1.00 | 0.89 | 0.89 |
| IVV | 0.04 | 0.73 | 0.76 | 0.89 | 1.00 | 1.00 |
| VOO | 0.04 | 0.73 | 0.76 | 0.89 | 1.00 | 1.00 |