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current
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current

Last updated Jul 25, 2024

Asset Allocation

BTC-USD 2%VUAG.L 24.5%SMH 24.5%EQQQ.L 24.5%VEVE.AS 24.5%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

2%

EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		Large Cap Growth Equities

24.50%

SMH
VanEck Vectors Semiconductor ETF		Technology Equities

24.50%

VEVE.AS
Vanguard FTSE Developed World UCITS ETF		Global Equities

24.50%

VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		Large Cap Blend Equities

24.50%

S&P 500

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

60.00%80.00%100.00%120.00%140.00%160.00%180.00%200.00%FebruaryMarchAprilMayJuneJuly
172.65%
87.71%
current
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 16, 2019, corresponding to the inception date of VUAG.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
current19.41%-3.02%15.07%28.83%20.59%N/A
Portfolio components:
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		14.47%-0.33%11.76%20.59%14.00%N/A
SMH
VanEck Vectors Semiconductor ETF		35.28%-9.33%25.65%51.14%34.45%28.86%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		12.78%-3.47%8.97%22.09%19.41%20.92%
BTC-USD
Bitcoin		55.63%8.17%57.30%125.18%47.15%60.34%
VEVE.AS
Vanguard FTSE Developed World UCITS ETF		10.97%0.23%8.92%14.37%9.37%N/A

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
20242.91%7.35%4.02%-3.66%5.32%6.27%19.41%
202310.29%-0.84%6.52%-0.21%6.07%5.82%3.77%-1.88%-5.13%-2.73%10.82%6.82%45.11%
2022-8.69%-2.15%3.36%-10.55%-0.93%-10.99%10.72%-5.13%-9.39%3.55%7.43%-5.51%-27.12%
20211.42%3.70%3.10%3.67%0.19%3.49%2.10%3.38%-4.65%6.73%2.99%2.43%32.06%
20200.74%-7.60%-9.64%12.13%4.60%4.95%6.56%7.96%-2.99%-1.81%13.73%6.40%37.28%
2019-5.11%7.82%3.15%-2.84%2.23%4.07%3.51%5.46%19.08%

Expense Ratio

current has an expense ratio of 0.21%, 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%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
Expense ratio chart for EQQQ.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
VEVE.AS
Vanguard FTSE Developed World UCITS ETF
Expense ratio chart for VEVE.AS: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
Expense ratio chart for VUAG.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of current is 90, placing it in the top 10% 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 9090
current
The Sharpe Ratio Rank of current is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of current is 9191Sortino Ratio Rank
The Omega Ratio Rank of current is 9595Omega Ratio Rank
The Calmar Ratio Rank of current is 7676Calmar Ratio Rank
The Martin Ratio Rank of current is 9494Martin 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 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for current, currently valued at 2.67, compared to the broader market-2.000.002.004.006.002.67
Omega ratio
The chart of Omega ratio for current, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for current, currently valued at 1.44, compared to the broader market0.002.004.006.008.001.44
Martin ratio
The chart of Martin ratio for current, currently valued at 15.94, compared to the broader market0.0010.0020.0030.0040.0015.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		-0.110.031.010.99-1.70
SMH
VanEck Vectors Semiconductor ETF		2.463.001.402.1116.23
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		2.002.681.361.3013.63
BTC-USD
Bitcoin		2.643.041.321.5914.62
VEVE.AS
Vanguard FTSE Developed World UCITS ETF		2.924.151.541.0220.40

Sharpe Ratio

The current current Sharpe ratio is 2.65. 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 1.24 to 1.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

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 Ratio1.002.003.004.005.00FebruaryMarchAprilMayJuneJuly
2.06
1.58
current
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

current granted a 0.11% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
current0.11%0.15%0.58%0.25%0.34%1.47%0.92%0.70%0.40%1.05%0.57%0.76%
Portfolio components:
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF		0.44%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		0.00%0.00%0.01%0.00%0.00%0.01%0.01%0.01%0.01%0.01%0.01%0.01%
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%
VEVE.AS
Vanguard FTSE Developed World UCITS ETF		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.

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-6.89%
-4.73%
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 33.42%, occurring on Oct 11, 2022. Recovery took 401 trading sessions.

The current current drawdown is 6.06%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.42%Jan 4, 2022281Oct 11, 2022401Nov 16, 2023682
-31.64%Feb 20, 202033Mar 23, 2020109Jul 10, 2020142
-9.21%Sep 3, 202019Sep 21, 202045Nov 5, 202064
-7.77%Feb 16, 202119Mar 6, 202130Apr 5, 202149
-7.41%Mar 22, 202429Apr 19, 202426May 15, 202455

Volatility

Volatility Chart

The current current volatility is 5.25%, 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%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
5.25%
3.80%
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-USDSMHVEVE.ASEQQQ.LVUAG.L
BTC-USD1.000.210.180.190.17
SMH0.211.000.460.490.44
VEVE.AS0.180.461.000.760.84
EQQQ.L0.190.490.761.000.86
VUAG.L0.170.440.840.861.00
The correlation results are calculated based on daily price changes starting from May 17, 2019