Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
NVDA NVIDIA Corporation | Technology | 5.56% |
AVGO Broadcom Inc. | Technology | 5.56% |
AMD Advanced Micro Devices, Inc. | Technology | 5.56% |
MU Micron Technology, Inc. | Technology | 5.56% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 5.56% |
ASML ASML Holding N.V. | Technology | 5.56% |
MSFT Microsoft Corporation | Technology | 5.56% |
GOOGL Alphabet Inc. Class A | Communication Services | 5.56% |
AMZN Amazon.com, Inc | Consumer Cyclical | 5.56% |
META Meta Platforms, Inc. | Communication Services | 5.56% |
CRM Salesforce, Inc. | Technology | 5.56% |
ORCL Oracle Corporation | Technology | 5.56% |
ADBE Adobe Inc | Technology | 5.56% |
ANET Arista Networks, Inc. | Technology | 5.56% |
PLTR Palantir Technologies Inc. | Technology | 5.56% |
MRVL Marvell Technology, Inc. | Technology | 5.56% |
VST Vistra Corp. | Utilities | 5.56% |
NOW ServiceNow, Inc | Technology | 5.56% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in AI Stocks Portfolio, 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 | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.42% | 1.94% | 8.74% | 10.66% | 21.02% | 19.50% | 11.63% | 13.41% |
Portfolio AI Stocks Portfolio | 0.25% | 3.47% | 29.27% | 31.66% | 56.88% | 53.17% | 33.58% | — |
| Portfolio components: | ||||||||
ADBE Adobe Inc | 0.44% | 9.62% | -33.03% | -36.10% | -38.45% | -23.76% | -18.03% | 8.65% |
AMD Advanced Micro Devices, Inc. | 2.04% | 9.05% | 174.59% | 160.50% | 281.02% | 71.13% | 43.75% | 59.79% |
AMZN Amazon.com, Inc | -0.69% | 2.85% | -0.82% | 6.29% | 9.03% | 23.97% | 5.70% | 20.69% |
ANET Arista Networks, Inc. | 1.23% | 14.53% | 52.14% | 42.68% | 72.20% | 67.14% | 51.24% | 45.55% |
ASML ASML Holding N.V. | -0.38% | -3.55% | 41.59% | 68.59% | 125.89% | 37.99% | 22.29% | 34.65% |
AVGO Broadcom Inc. | -0.28% | 4.85% | 16.37% | 15.99% | 46.84% | 67.52% | 55.70% | 41.62% |
CRM Salesforce, Inc. | 0.50% | -1.55% | -36.85% | -38.04% | -36.18% | -9.10% | -7.48% | 7.33% |
GOOGL Alphabet Inc. Class A | -0.48% | -0.70% | 8.85% | 14.26% | 98.79% | 45.44% | 23.48% | 25.69% |
META Meta Platforms, Inc. | 5.97% | 18.14% | 2.66% | 1.56% | -6.43% | 31.29% | 14.01% | 19.06% |
MRVL Marvell Technology, Inc. | -3.04% | -15.67% | 183.57% | 177.90% | 225.01% | 56.45% | 33.34% | 38.11% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 30, 2020, AI Stocks Portfolio's average daily return is +0.14%, while the average monthly return is +2.95%. At this rate, an investment would double in approximately 2.0 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +21.7%, while the worst month was Apr 2022 at -15.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AI Stocks Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +14.4%, while the worst single day was Jan 27, 2025 at -9.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.65% | -4.42% | -5.10% | 21.44% | 18.40% | -0.39% | 0.69% | 31.66% | |||||
| 2025 | 3.92% | -8.36% | -10.91% | 3.96% | 13.46% | 13.53% | 5.42% | -2.04% | 10.61% | 9.56% | -5.80% | 1.35% | 35.74% |
| 2024 | 7.44% | 12.60% | 4.75% | -5.37% | 6.88% | 9.77% | -3.91% | 2.60% | 6.89% | 0.57% | 9.64% | 3.14% | 68.62% |
| 2023 | 15.92% | 0.11% | 12.86% | -1.03% | 20.35% | 3.98% | 6.09% | -0.97% | -5.09% | -0.55% | 14.77% | 5.50% | 94.78% |
| 2022 | -10.91% | -4.34% | 2.49% | -15.16% | 0.11% | -11.96% | 13.62% | -8.74% | -13.32% | 3.72% | 11.42% | -9.36% | -38.51% |
| 2021 | 3.90% | -1.53% | 1.13% | 4.21% | 0.92% | 9.15% | 2.53% | 5.34% | -6.15% | 10.34% | 4.65% | 1.72% | 41.40% |
Benchmark Metrics
AI Stocks Portfolio has an annualized alpha of 12.46%, beta of 1.58, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since September 30, 2020.
- This portfolio captured 203.17% of S&P 500 Index gains and 117.33% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 12.46% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 1.58 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- 12.46%
- Beta
- 1.58
- R²
- 0.75
- Upside Capture
- 203.17%
- Downside Capture
- 117.33%
Expense Ratio
AI Stocks Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
AI Stocks Portfolio ranks 57 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for AI Stocks Portfolio 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 | 1.97 | 1.65 | +0.32 |
| Sortino ratioReturn per unit of downside risk | 2.45 | 2.28 | +0.17 |
| Omega ratioGain probability vs. loss probability | 1.33 | 1.30 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 2.28 | +0.89 |
| Martin ratioReturn relative to average drawdown | 9.15 | 9.88 | -0.73 |
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 |
|---|---|---|---|---|---|---|
ADBE Adobe Inc | 6 | -1.13 | -1.65 | 0.80 | -0.83 | -1.65 |
AMD Advanced Micro Devices, Inc. | 97 | 4.22 | 4.03 | 1.52 | 10.41 | 21.27 |
AMZN Amazon.com, Inc | 55 | 0.34 | 0.68 | 1.08 | 0.48 | 1.06 |
ANET Arista Networks, Inc. | 82 | 1.40 | 1.99 | 1.25 | 2.69 | 5.57 |
ASML ASML Holding N.V. | 95 | 2.78 | 3.18 | 1.39 | 7.09 | 18.39 |
AVGO Broadcom Inc. | 74 | 1.00 | 1.57 | 1.20 | 1.62 | 3.45 |
CRM Salesforce, Inc. | 7 | -0.97 | -1.37 | 0.84 | -0.86 | -1.64 |
GOOGL Alphabet Inc. Class A | 96 | 3.43 | 4.67 | 1.57 | 5.02 | 15.88 |
META Meta Platforms, Inc. | 36 | -0.20 | -0.03 | 1.00 | -0.23 | -0.44 |
MRVL Marvell Technology, Inc. | 96 | 3.00 | 3.23 | 1.44 | 8.26 | 18.47 |
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Dividends
Dividend yield
AI Stocks Portfolio provided a 0.41% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.41% | 0.37% | 0.41% | 0.53% | 0.79% | 0.53% | 0.61% | 0.82% | 0.72% | 0.53% | 1.45% | 0.68% |
| Portfolio components: | ||||||||||||
ADBE Adobe 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% |
AMD Advanced Micro Devices, 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% |
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% |
ANET Arista Networks, 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% |
ASML ASML Holding N.V. | 0.49% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
AVGO Broadcom Inc. | 0.64% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
CRM Salesforce, Inc. | 1.05% | 0.63% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc. Class A | 0.24% | 0.27% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.31% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRVL Marvell Technology, Inc. | 0.10% | 0.28% | 0.22% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% |
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 AI Stocks Portfolio. 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 Portfolio was 45.19%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.
The current AI Stocks Portfolio drawdown is 5.75%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -45.19%Oct 2022 | 9mo 20d | 9mo 2d | 1y 6moDec 2021 - Jul 2023 |
2025 selloff2025 | -32.40%Apr 2025 | 2mo 10d | 2mo 21d | 5mo 1dJan 2025 - Jun 2025 |
2026 correction2026 | -17.98%Mar 2026 | 5mo 1d | 18d | 5mo 19dOct 2025 - Apr 2026 |
2024 correction2024 | -17.47%Aug 2024 | 25d | 1mo 22d | 2mo 17dJul 2024 - Sep 2024 |
2021 correction2021 | -13.65%Mar 2021 | 20d | 3mo 4d | 3mo 24dFeb 2021 - Jun 2021 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
The gist
The portfolio is a concentrated bet on the AI-and-cloud complex, with a small utility sleeve in VST; it is diversified in name count, but the correlations say it is still mostly one trade in several slightly different wrappers.
The numbers
- Diversification ratio: 1.81 over 1Y, 1.54 over 3Y, 1.45 over 5Y, 1.47 since inception; that sits around the 75th–85th percentile on the platform, so the portfolio is genuinely diversified relative to many others, even if not in a soothing, bond-like way.
- Effective asset count: 18.0 of 18; the weights are perfectly even, so the portfolio avoids simple single-name concentration.
- Mean pairwise correlation: 0.47, with a top pair at 0.72; that is a lot of shared macro and sector air, just nicely distributed across many tickers.
The good
- The equal weights prevent one name, such as NVIDIA (NVDA) or Microsoft (MSFT), from dominating the risk budget.
- The portfolio contains several distinct earnings engines: semiconductors, software, internet platforms, and VST’s regulated-utility-like profile.
- VST is the odd one out in a useful way; its low correlations help keep the portfolio from becoming a pure chip basket.
The bad
- The largest cluster is the semiconductor block — NVIDIA (NVDA), Advanced Micro Devices (AMD), Taiwan Semiconductor (TSM), ASML Holding (ASML), Broadcom (AVGO), Micron (MU), Marvell (MRVL) — so a lot of the portfolio still depends on the same capex and AI demand narrative.
- The software cluster around Salesforce (CRM), Adobe (ADBE), and ServiceNow (NOW) is tightly linked too, which means some diversification is optical rather than economic.
- Diversification weakened from 1Y 1.81 to the 5Y/incept 1.45–1.47 range; to be fair, that says recent cross-correlations have been doing their usual modern-market thing.
The ugly
- If AI infrastructure spending slows, several clusters can de-rate together: NVDA, AVGO, AMD, TSM, ASML, MRVL, ANET, and even the adjacent software names tend to share the same disappointment channel.
- In a broad growth selloff, the low pairwise correlations can compress quickly, and VST may help less than it looks if rates and defensives are being repriced at the same time.
Next steps
- Portfolios with this correlation structure are often clearer when the cluster map itself is the thesis, because the numbers already show which names are doing the real work.
- Exposures whose earnings drivers sit outside semis, cloud software, and mega-cap internet would typically
Diversification Metrics
Number of Effective Assets
The portfolio contains 18 assets, with an effective number of assets of 18.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.81 | 1.54 | 1.45 | 1.47 |
The portfolio has a diversification ratio of 1.47, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
AI Stocks Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.84 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.71, while VST has the lowest at 0.42.
Asset Correlations Table
Find what AI Stocks Portfolio is missing
See which holdings overlap, where AI Stocks Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification