George Current

Asset Allocation

Position	Category/Sector	Target Weight
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	Government Bonds, Ultrashort Bond	35.70%
DIVO Amplify CWP Enhanced Dividend Income ETF	Derivative Income	13.90%
ICMUX Intrepid Income Fund	Multisector Bonds	13.70%
CET Central Securities Corp.	Financial Services	13.60%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	9.40%
TSLA Tesla, Inc.	Consumer Cyclical	8.50%
NVDA NVIDIA Corporation	Technology	5.20%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in George 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 Every 3 months.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio George Current	0.52%	-1.30%	3.38%	3.59%	15.39%	16.03%	13.01%	—
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	0.03%	0.29%	1.60%	1.76%	3.85%	4.63%	3.43%	2.20%
CET Central Securities Corp.	1.30%	-0.13%	4.87%	5.08%	19.87%	19.61%	11.50%	16.62%
DIVO Amplify CWP Enhanced Dividend Income ETF	0.72%	2.16%	6.43%	5.62%	19.84%	15.47%	10.91%	—
ICMUX Intrepid Income Fund	0.00%	0.47%	2.09%	2.58%	7.67%	9.63%	6.09%	5.83%
NVDA NVIDIA Corporation	0.16%	-12.86%	10.16%	17.38%	44.72%	71.13%	63.13%	67.95%
TSLA Tesla, Inc.	1.82%	-8.32%	-9.63%	-11.45%	24.94%	16.25%	14.86%	39.72%
VTI Vanguard Total Stock Market ETF	0.57%	-0.28%	9.62%	9.69%	26.27%	20.60%	12.20%	15.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 14, 2016, George Current's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 72% of months were positive and 28% were negative. The best month was Aug 2020 with a return of +12.1%, while the worst month was Mar 2020 at -7.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, George Current closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +5.6%, while the worst single day was Mar 16, 2020 at -6.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.86%	-0.41%	-2.21%	3.67%	2.52%	-0.98%							3.38%
2025	1.28%	-2.27%	-2.88%	0.29%	5.38%	1.94%	1.23%	1.80%	4.51%	1.13%	-0.35%	0.95%	13.46%
2024	-0.25%	3.90%	2.31%	-0.86%	2.92%	2.83%	1.96%	0.55%	3.26%	0.32%	5.70%	0.63%	25.67%
2023	7.34%	2.80%	1.62%	-1.20%	3.17%	5.58%	2.03%	-0.63%	-1.85%	-2.33%	5.40%	2.34%	26.52%
2022	-3.77%	-1.00%	3.11%	-5.74%	-0.79%	-4.76%	6.10%	-2.53%	-4.15%	3.06%	2.48%	-4.96%	-12.94%
2021	1.31%	0.73%	1.95%	2.59%	0.84%	2.78%	0.48%	2.05%	-1.26%	7.22%	1.42%	1.12%	23.14%

Benchmark Metrics

George Current has an annualized alpha of 8.06%, beta of 0.53, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 14, 2016.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.44%) than losses (45.53%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 8.06% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.53 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 8.06%

Beta: 0.53

R²: 0.74

Upside Capture: 69.44%

Downside Capture: 45.53%

See how alpha, beta & R² have trended over time →

Expense Ratio

George Current has an expense ratio of 0.26%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

ICMUX

Intrepid Income Fund

DIVO

Amplify CWP Enhanced Dividend Income ETF

BIL

SPDR Bloomberg 1-3 Month T-Bill ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

George Current ranks 54 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for George Current and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.95	1.86	+0.09
Sortino ratioReturn per unit of downside risk	2.74	2.53	+0.21
Omega ratioGain probability vs. loss probability	1.35	1.34	+0.01
Calmar ratioReturn relative to maximum drawdown	3.32	2.53	+0.79
Martin ratioReturn relative to average drawdown	13.34	11.37	+1.97

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	100	19.63	175.17	88.41	357.44	2,834.34
CET Central Securities Corp.	81	1.55	2.20	1.28	2.22	8.98
DIVO Amplify CWP Enhanced Dividend Income ETF	70	2.02	2.99	1.35	3.12	11.23
ICMUX Intrepid Income Fund	97	3.89	6.46	1.97	5.65	19.74
NVDA NVIDIA Corporation	74	1.20	1.75	1.21	2.07	4.94
TSLA Tesla, Inc.	61	0.62	1.13	1.13	0.92	2.10
VTI Vanguard Total Stock Market ETF	67	1.97	2.67	1.35	2.79	12.52

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current George Current Sharpe ratio is 1.95 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of George Current compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

George Current provided a 4.09% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.09%	4.29%	4.31%	4.46%	3.42%	2.75%	2.46%	3.02%	2.76%	1.84%	1.25%	2.15%
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	3.86%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%
CET Central Securities Corp.	5.08%	5.32%	4.92%	4.90%	7.34%	8.41%	5.68%	3.78%	5.84%	3.65%	4.50%	10.41%
DIVO Amplify CWP Enhanced Dividend Income ETF	6.36%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	0.00%	0.00%
ICMUX Intrepid Income Fund	7.57%	7.96%	7.85%	9.10%	8.17%	5.99%	5.56%	3.35%	3.07%	2.86%	3.01%	3.53%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
TSLA Tesla, 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%
VTI Vanguard Total Stock Market ETF	1.03%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

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 George 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 George Current was 23.44%, occurring on Mar 18, 2020. Recovery took 75 trading sessions.

The current George Current drawdown is 1.30%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-23.44%Mar 2020	27d	3mo 20d	4mo 17dFeb 2020 - Jul 2020
Bear market2022	-15.76%Oct 2022	9mo 13d	7mo 25d	1y 5moJan 2022 - Jun 2023
2025 selloff2025	-11.60%Apr 2025	3mo 21d	2mo 16d	6mo 7dDec 2024 - Jun 2025
Rate-hike selloffLate 2018	-9.54%Dec 2018	2mo 23d	4mo	6mo 23dOct 2018 - Apr 2019
2020 pullback2020	-7.70%Sep 2020	7d	2mo 10d	2mo 17dSep 2020 - Nov 2020

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 7 assets, with an effective number of assets of 4.93, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.32	1.29	1.26	1.29

The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

George Current correlation to the S&P 500 Index

George Current has a 0.86 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Dec 14, 2016	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BIL has the lowest at 0.00.

0.00

0.38

0.49

0.65

0.74

0.78

0.99

Portfolio Correlations

Correlation vs. George Current. VTI has the highest portfolio correlation at 0.83, while BIL has the lowest at -0.01.

-0.01

0.36

0.63

0.71

0.71

0.80

0.83

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	BIL	ICMUX	TSLA	NVDA	DIVO	CET	VTI
BIL	1.00	0.03	-0.03	0.00	-0.01	-0.00	-0.00
ICMUX	0.03	1.00	0.21	0.19	0.35	0.36	0.40
TSLA	-0.03	0.21	1.00	0.43	0.29	0.38	0.50
NVDA	0.00	0.19	0.43	1.00	0.39	0.48	0.64
DIVO	-0.01	0.35	0.29	0.39	1.00	0.64	0.78
CET	-0.00	0.36	0.38	0.48	0.64	1.00	0.75
VTI	-0.00	0.40	0.50	0.64	0.78	0.75	1.00

The correlation results are calculated based on daily price changes starting from Dec 14, 2016

Diversification Analysis

Find what George Current is missing

See which holdings overlap, where George Current is concentrated, and which low-correlation assets could fill the gaps.

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