Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ADBE Adobe Inc | Technology | 5.56% |
AMD Advanced Micro Devices, Inc. | Technology | 5.56% |
AMZN Amazon.com, Inc | Consumer Cyclical | 5.56% |
ANET Arista Networks, Inc. | Technology | 5.56% |
ASML ASML Holding N.V. | Technology | 5.56% |
AVGO Broadcom Inc. | Technology | 5.56% |
CRM salesforce.com, inc. | Technology | 5.56% |
GOOGL Alphabet Inc Class A | Communication Services | 5.56% |
META Meta Platforms, Inc. | Communication Services | 5.56% |
MRVL Marvell Technology Group Ltd. | Technology | 5.56% |
MSFT Microsoft Corporation | Technology | 5.56% |
MU Micron Technology, Inc. | Technology | 5.56% |
NOW ServiceNow, Inc | Technology | 5.56% |
NVDA NVIDIA Corporation | Technology | 5.56% |
ORCL Oracle Corporation | Technology | 5.56% |
PLTR Palantir Technologies Inc. | Technology | 5.56% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 5.56% |
VST Vistra Corp. | Utilities | 5.56% |
Performance
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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The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.91% | -5.09% | -4.63% | -2.39% | 16.33% | 16.69% | 10.18% | 12.16% |
Portfolio AI Stocks Portfolio | 4.94% | -4.88% | -8.50% | -4.29% | 46.40% | 46.04% | 27.33% | — |
| Portfolio components: | ||||||||
NVDA NVIDIA Corporation | 5.59% | -1.57% | -6.48% | -6.52% | 60.95% | 84.54% | 66.14% | 69.61% |
AVGO Broadcom Inc. | 5.49% | -2.94% | -10.38% | -5.81% | 86.36% | 71.23% | 48.36% | 38.12% |
AMD Advanced Micro Devices, Inc. | 3.77% | 1.61% | -5.01% | 25.74% | 98.00% | 27.56% | 20.20% | 53.34% |
MU Micron Technology, Inc. | 4.98% | -18.04% | 18.42% | 102.21% | 289.74% | 78.45% | 30.25% | 41.16% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 6.78% | -9.52% | 11.52% | 21.66% | 106.05% | 56.00% | 24.08% | 32.45% |
ASML ASML Holding N.V. | 5.33% | -8.94% | 23.62% | 36.86% | 101.57% | 26.02% | 16.89% | 30.71% |
MSFT Microsoft Corporation | 3.12% | -5.75% | -23.28% | -28.23% | -0.64% | 9.54% | 9.74% | 22.44% |
GOOGL Alphabet Inc Class A | 5.14% | -7.70% | -8.06% | 18.45% | 86.60% | 40.86% | 22.18% | 22.38% |
AMZN Amazon.com, Inc | 3.64% | -0.82% | -9.77% | -5.15% | 9.47% | 26.33% | 5.67% | 21.41% |
META Meta Platforms, Inc. | 6.67% | -11.66% | -13.25% | -21.96% | -0.42% | 39.60% | 14.06% | 17.39% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 1, 2020, AI Stocks Portfolio's average daily return is +0.13%, while the average monthly return is +2.58%. At this rate, your investment would double in approximately 2.3 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +22.2%, 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 55% 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% | -4.88% | -8.50% | |||||||||
| 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 10.96%, beta of 1.56, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.
- This portfolio captured 194.54% of S&P 500 Index gains and 117.67% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 10.96% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 1.56 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- 10.96%
- Beta
- 1.56
- R²
- 0.76
- Upside Capture
- 194.54%
- Downside Capture
- 117.67%
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 69 for risk / return — better than 69% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 0.90 | +0.56 |
Sortino ratioReturn per unit of downside risk | 2.07 | 1.39 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 1.40 | +1.12 |
Martin ratioReturn relative to average drawdown | 7.78 | 6.61 | +1.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 83 | 1.48 | 2.17 | 1.27 | 2.92 | 7.39 |
AVGO Broadcom Inc. | 86 | 1.80 | 2.52 | 1.33 | 2.95 | 7.31 |
AMD Advanced Micro Devices, Inc. | 85 | 1.52 | 2.31 | 1.30 | 3.50 | 7.16 |
MU Micron Technology, Inc. | 98 | 4.49 | 3.83 | 1.52 | 9.36 | 31.94 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 95 | 2.76 | 3.33 | 1.42 | 5.90 | 20.02 |
ASML ASML Holding N.V. | 93 | 2.45 | 3.04 | 1.39 | 5.49 | 15.40 |
MSFT Microsoft Corporation | 38 | -0.02 | 0.15 | 1.02 | -0.05 | -0.12 |
GOOGL Alphabet Inc Class A | 95 | 2.85 | 3.79 | 1.47 | 4.27 | 16.70 |
AMZN Amazon.com, Inc | 50 | 0.27 | 0.65 | 1.08 | 0.37 | 0.89 |
META Meta Platforms, Inc. | 40 | -0.01 | 0.29 | 1.04 | -0.01 | -0.04 |
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Dividends
Dividend yield
AI Stocks Portfolio provided a 0.41% dividend yield over the last twelve months.
| 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: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
AVGO Broadcom Inc. | 0.80% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
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% |
MU Micron Technology, Inc. | 0.15% | 0.16% | 0.55% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.98% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
ASML ASML Holding N.V. | 0.71% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
MSFT Microsoft Corporation | 0.94% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
GOOGL Alphabet Inc Class A | 0.29% | 0.27% | 0.32% | 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% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 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.
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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 13.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.19% | Dec 28, 2021 | 202 | Oct 14, 2022 | 185 | Jul 13, 2023 | 387 |
| -32.4% | Jan 24, 2025 | 50 | Apr 4, 2025 | 54 | Jun 24, 2025 | 104 |
| -17.98% | Oct 30, 2025 | 103 | Mar 30, 2026 | — | — | — |
| -17.47% | Jul 11, 2024 | 18 | Aug 5, 2024 | 37 | Sep 26, 2024 | 55 |
| -13.65% | Feb 16, 2021 | 15 | Mar 8, 2021 | 66 | Jun 10, 2021 | 81 |
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 18 assets, with an effective number of assets of 18.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | VST | ORCL | PLTR | MU | CRM | ADBE | GOOGL | META | NOW | TSM | ANET | AMD | AMZN | MRVL | ASML | MSFT | AVGO | NVDA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.42 | 0.58 | 0.53 | 0.59 | 0.60 | 0.63 | 0.69 | 0.65 | 0.60 | 0.62 | 0.64 | 0.62 | 0.68 | 0.65 | 0.70 | 0.74 | 0.69 | 0.68 | 0.85 |
| VST | 0.42 | 1.00 | 0.30 | 0.25 | 0.30 | 0.22 | 0.15 | 0.25 | 0.28 | 0.20 | 0.29 | 0.37 | 0.28 | 0.24 | 0.32 | 0.30 | 0.26 | 0.32 | 0.31 | 0.43 |
| ORCL | 0.58 | 0.30 | 1.00 | 0.36 | 0.36 | 0.42 | 0.42 | 0.39 | 0.40 | 0.44 | 0.40 | 0.47 | 0.38 | 0.41 | 0.39 | 0.40 | 0.52 | 0.47 | 0.44 | 0.59 |
| PLTR | 0.53 | 0.25 | 0.36 | 1.00 | 0.36 | 0.46 | 0.40 | 0.39 | 0.44 | 0.48 | 0.41 | 0.46 | 0.47 | 0.49 | 0.48 | 0.42 | 0.43 | 0.44 | 0.49 | 0.66 |
| MU | 0.59 | 0.30 | 0.36 | 0.36 | 1.00 | 0.35 | 0.37 | 0.44 | 0.44 | 0.36 | 0.63 | 0.49 | 0.57 | 0.44 | 0.60 | 0.63 | 0.44 | 0.61 | 0.60 | 0.70 |
| CRM | 0.60 | 0.22 | 0.42 | 0.46 | 0.35 | 1.00 | 0.66 | 0.47 | 0.50 | 0.71 | 0.40 | 0.48 | 0.43 | 0.56 | 0.47 | 0.46 | 0.57 | 0.46 | 0.50 | 0.66 |
| ADBE | 0.63 | 0.15 | 0.42 | 0.40 | 0.37 | 0.66 | 1.00 | 0.53 | 0.53 | 0.69 | 0.39 | 0.45 | 0.47 | 0.57 | 0.47 | 0.49 | 0.63 | 0.48 | 0.51 | 0.66 |
| GOOGL | 0.69 | 0.25 | 0.39 | 0.39 | 0.44 | 0.47 | 0.53 | 1.00 | 0.60 | 0.47 | 0.46 | 0.47 | 0.50 | 0.64 | 0.49 | 0.51 | 0.64 | 0.50 | 0.52 | 0.67 |
| META | 0.65 | 0.28 | 0.40 | 0.44 | 0.44 | 0.50 | 0.53 | 0.60 | 1.00 | 0.51 | 0.46 | 0.47 | 0.49 | 0.62 | 0.50 | 0.50 | 0.61 | 0.53 | 0.56 | 0.68 |
| NOW | 0.60 | 0.20 | 0.44 | 0.48 | 0.36 | 0.71 | 0.69 | 0.47 | 0.51 | 1.00 | 0.41 | 0.52 | 0.46 | 0.59 | 0.50 | 0.49 | 0.63 | 0.50 | 0.53 | 0.68 |
| TSM | 0.62 | 0.29 | 0.40 | 0.41 | 0.63 | 0.40 | 0.39 | 0.46 | 0.46 | 0.41 | 1.00 | 0.54 | 0.62 | 0.47 | 0.63 | 0.69 | 0.50 | 0.66 | 0.66 | 0.75 |
| ANET | 0.64 | 0.37 | 0.47 | 0.46 | 0.49 | 0.48 | 0.45 | 0.47 | 0.47 | 0.52 | 0.54 | 1.00 | 0.53 | 0.51 | 0.60 | 0.55 | 0.58 | 0.65 | 0.59 | 0.75 |
| AMD | 0.62 | 0.28 | 0.38 | 0.47 | 0.57 | 0.43 | 0.47 | 0.50 | 0.49 | 0.46 | 0.62 | 0.53 | 1.00 | 0.51 | 0.66 | 0.65 | 0.54 | 0.60 | 0.70 | 0.76 |
| AMZN | 0.68 | 0.24 | 0.41 | 0.49 | 0.44 | 0.56 | 0.57 | 0.64 | 0.62 | 0.59 | 0.47 | 0.51 | 0.51 | 1.00 | 0.52 | 0.52 | 0.66 | 0.52 | 0.57 | 0.72 |
| MRVL | 0.65 | 0.32 | 0.39 | 0.48 | 0.60 | 0.47 | 0.47 | 0.49 | 0.50 | 0.50 | 0.63 | 0.60 | 0.66 | 0.52 | 1.00 | 0.65 | 0.53 | 0.67 | 0.68 | 0.78 |
| ASML | 0.70 | 0.30 | 0.40 | 0.42 | 0.63 | 0.46 | 0.49 | 0.51 | 0.50 | 0.49 | 0.69 | 0.55 | 0.65 | 0.52 | 0.65 | 1.00 | 0.56 | 0.66 | 0.66 | 0.77 |
| MSFT | 0.74 | 0.26 | 0.52 | 0.43 | 0.44 | 0.57 | 0.63 | 0.64 | 0.61 | 0.63 | 0.50 | 0.58 | 0.54 | 0.66 | 0.53 | 0.56 | 1.00 | 0.59 | 0.62 | 0.75 |
| AVGO | 0.69 | 0.32 | 0.47 | 0.44 | 0.61 | 0.46 | 0.48 | 0.50 | 0.53 | 0.50 | 0.66 | 0.65 | 0.60 | 0.52 | 0.67 | 0.66 | 0.59 | 1.00 | 0.67 | 0.79 |
| NVDA | 0.68 | 0.31 | 0.44 | 0.49 | 0.60 | 0.50 | 0.51 | 0.52 | 0.56 | 0.53 | 0.66 | 0.59 | 0.70 | 0.57 | 0.68 | 0.66 | 0.62 | 0.67 | 1.00 | 0.81 |
| Portfolio | 0.85 | 0.43 | 0.59 | 0.66 | 0.70 | 0.66 | 0.66 | 0.67 | 0.68 | 0.68 | 0.75 | 0.75 | 0.76 | 0.72 | 0.78 | 0.77 | 0.75 | 0.79 | 0.81 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified but leans toward concentration within a cluster of highly correlated AI and semiconductor-related stocks. Most individual positions exhibit positive correlations with each other, generally ranging from about 0.3 to 0.8, indicating that the holdings tend to move somewhat in tandem rather than independently.
Several pairs of stocks show particularly high correlations, such as ASML and MRVL (0.65), MRVL and AVGO (0.67), and NVDA with ASML, MRVL, AVGO (all around 0.66-0.7). These high correlations suggest overlapping exposure to similar industry drivers, likely semiconductor manufacturing and AI hardware, which reduces the diversification benefit within this segment.
Conversely, some positions like VST and ADBE have relatively lower correlations (around 0.15 to 0.3) with other holdings, providing pockets of diversification that can help mitigate portfolio volatility. These lower correlations indicate that these stocks may respond differently to market or sector-specific events compared to the core semiconductor and AI software names.
The portfolio’s overall correlation with individual positions ranges from about 0.43 (VST) up to 0.81 (NVDA), with the highest correlations clustered around semiconductor and AI hardware companies such as NVDA, ASML, MRVL, and AVGO. This suggests that these positions have a dominant influence on the portfolio’s performance and risk profile.
Given the relatively high correlations among many holdings and the portfolio’s strong alignment with a few key stocks, the portfolio is more concentrated than broadly diversified. While it captures exposure to leading AI and semiconductor companies, the concentration in highly correlated names means it may be more susceptible to sector-specific downturns or shocks. Adding more lowly correlated assets could enhance diversification and reduce portfolio risk.