AI stocks

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

AI stocks

Last updated May 18, 2024

Portfolio of AI stocks, companies that are involved in the development and application of artificial intelligence technology. These include companies specializing in hardware and software solutions for AI, to companies that use AI as a key part of their business operations and offerings.

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc.	Technology	10%
AI C3.ai, Inc.	Technology	10%
AMZN Amazon.com, Inc.	Consumer Cyclical	10%
AYX Alteryx, Inc.	Technology	10%
GOOG Alphabet Inc.	Communication Services	10%
IBM International Business Machines Corporation	Technology	10%
MSFT Microsoft Corporation	Technology	10%
MU Micron Technology, Inc.	Technology	10%
NVDA NVIDIA Corporation	Technology	10%
PLTR Palantir Technologies Inc.	Technology	10%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AI stocks , 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

AI stocks

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	11.18%	5.60%	17.48%	26.33%	13.16%	10.99%
AI stocks	22.29%	7.44%	25.70%	57.37%	N/A	N/A
Portfolio components:
NVDA NVIDIA Corporation	86.75%	9.22%	87.62%	195.90%	88.59%	71.09%
GOOG Alphabet Inc.	25.80%	12.59%	29.47%	43.85%	25.01%	21.01%
AI C3.ai, Inc.	-8.08%	26.45%	-9.96%	4.39%	N/A	N/A
MU Micron Technology, Inc.	46.95%	11.94%	61.91%	84.87%	28.78%	17.02%
MSFT Microsoft Corporation	12.15%	4.13%	14.03%	33.03%	28.06%	28.72%
AMZN Amazon.com, Inc.	21.56%	3.06%	27.22%	58.88%	14.61%	28.54%
IBM International Business Machines Corporation	4.29%	-6.86%	11.56%	37.11%	10.62%	3.80%
PLTR Palantir Technologies Inc.	26.73%	2.98%	6.20%	85.82%	N/A	N/A
AAPL Apple Inc.	-1.12%	13.82%	0.36%	8.97%	33.04%	25.86%
AYX Alteryx, Inc.	2.33%	0.00%	24.99%	25.35%	N/A	N/A

Monthly Returns

The table below presents the monthly returns of AI stocks , 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	2.30%	14.92%	2.00%	-4.58%									22.29%
2023	20.94%	3.73%	13.39%	-7.56%	26.14%	3.24%	7.97%	-7.46%	-3.72%	-2.53%	15.68%	2.99%	91.31%
2022	-9.97%	-2.36%	5.36%	-16.34%	-1.41%	-8.48%	10.07%	-5.36%	-12.13%	3.61%	2.93%	-9.63%	-38.32%
2021	5.62%	-5.95%	-3.35%	5.70%	-1.57%	8.53%	-4.54%	5.15%	-5.93%	5.32%	1.59%	-1.53%	7.85%
2020												6.69%	6.69%

Expense Ratio

AI stocks has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AI stocks is 72, 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.

AI stocks

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

AI stocks

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVDA NVIDIA Corporation	4.17	4.84	1.60	10.44	29.95
GOOG Alphabet Inc.	1.63	2.17	1.31	2.05	9.66
AI C3.ai, Inc.	-0.03	0.61	1.07	-0.02	-0.06
MU Micron Technology, Inc.	2.51	3.41	1.41	2.55	12.74
MSFT Microsoft Corporation	1.65	2.26	1.28	2.69	6.53
AMZN Amazon.com, Inc.	2.10	2.94	1.36	1.56	12.65
IBM International Business Machines Corporation	1.89	2.66	1.39	2.30	7.63
PLTR Palantir Technologies Inc.	1.64	2.52	1.32	1.60	7.10
AAPL Apple Inc.	0.52	0.87	1.11	0.63	1.27
AYX Alteryx, Inc.	0.57	1.13	1.20	0.34	1.72

Sharpe Ratio

The current AI stocks Sharpe ratio is 2.51. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of AI stocks 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.

AI stocks

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

AI stocks granted a 0.55% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
AI stocks	0.55%	0.59%	0.74%	0.62%	0.68%	0.73%	0.94%	0.74%	0.81%	0.91%	0.85%	0.86%
Portfolio components:
NVDA NVIDIA Corporation	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%	1.94%
GOOG Alphabet 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%
AI C3.ai, 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%
MU Micron Technology, Inc.	0.37%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.70%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
AMZN Amazon.com, 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%
IBM International Business Machines Corporation	3.93%	4.05%	4.68%	4.74%	5.17%	4.79%	5.46%	3.84%	3.31%	3.63%	2.65%	1.97%
PLTR Palantir Technologies 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%
AAPL Apple Inc.	0.51%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
AYX Alteryx, 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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

AI stocks

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AI stocks . 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 AI stocks was 43.94%, occurring on Dec 28, 2022. Recovery took 114 trading sessions.

The current AI stocks drawdown is 0.38%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.94%	Feb 10, 2021	475	Dec 28, 2022	114	Jun 13, 2023	589
-14.88%	Aug 2, 2023	61	Oct 26, 2023	15	Nov 16, 2023	76
-9.38%	Jun 16, 2023	6	Jun 26, 2023	24	Jul 31, 2023	30
-8.69%	Dec 23, 2020	9	Jan 6, 2021	11	Jan 22, 2021	20
-8.6%	Mar 26, 2024	18	Apr 19, 2024	11	May 6, 2024	29

Volatility

Volatility Chart

The current AI stocks volatility is 6.86%, 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.

AI stocks

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.

	IBM	AI	AYX	MU	PLTR	GOOG	AAPL	NVDA	AMZN	MSFT
IBM	1.00	0.19	0.12	0.31	0.20	0.28	0.32	0.22	0.23	0.29
AI	0.19	1.00	0.51	0.35	0.65	0.35	0.43	0.45	0.42	0.40
AYX	0.12	0.51	1.00	0.35	0.56	0.39	0.43	0.45	0.50	0.45
MU	0.31	0.35	0.35	1.00	0.41	0.48	0.48	0.63	0.48	0.49
PLTR	0.20	0.65	0.56	0.41	1.00	0.44	0.45	0.54	0.52	0.46
GOOG	0.28	0.35	0.39	0.48	0.44	1.00	0.65	0.59	0.69	0.74
AAPL	0.32	0.43	0.43	0.48	0.45	0.65	1.00	0.58	0.63	0.70
NVDA	0.22	0.45	0.45	0.63	0.54	0.59	0.58	1.00	0.62	0.66
AMZN	0.23	0.42	0.50	0.48	0.52	0.69	0.63	0.62	1.00	0.69
MSFT	0.29	0.40	0.45	0.49	0.46	0.74	0.70	0.66	0.69	1.00