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% |
Benchmark: S&P 500 Index · Rebalance: Every 3 months
Find the right asset allocation for AI Stocks Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
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.
Loading charts...
Compare your portfolio against anything
Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.70% | 0.09% | 7.94% | 9.41% | 20.07% | 17.84% | 11.25% | 13.26% | 8.09% |
Portfolio AI Stocks Portfolio | 2.16% | 0.63% | 27.30% | 28.13% | 49.86% | 48.55% | 32.46% | — | 36.29% |
| Portfolio components: | |||||||||
ADBE Adobe Inc | 1.01% | 13.97% | -14.61% | -28.45% | -28.00% | -23.03% | -16.63% | 10.06% | 19.58% |
AMD Advanced Micro Devices, Inc. | -1.90% | -8.05% | 101.14% | 122.33% | 177.32% | 59.38% | 35.00% | 54.21% | 9.59% |
AMZN Amazon.com, Inc | 15.32% | 11.91% | 13.49% | 17.66% | 26.46% | 27.29% | 10.30% | 21.72% | 30.20% |
ANET Arista Networks, Inc. | 5.46% | 12.73% | 27.24% | 37.64% | 53.40% | 57.23% | 49.97% | 45.01% | 38.48% |
ASML ASML Holding N.V. | -1.36% | -7.81% | 15.03% | 53.00% | 137.71% | 33.26% | 17.48% | 32.27% | 26.74% |
AVGO Broadcom Inc. | 0.37% | 8.00% | 17.93% | 12.89% | 35.86% | 63.70% | 54.52% | 40.86% | 40.74% |
CRM Salesforce, Inc. | 1.83% | 10.78% | -12.88% | -30.18% | -25.99% | -5.84% | -5.00% | 8.81% | 19.35% |
GOOGL Alphabet Inc. Class A | 6.73% | -1.05% | 5.50% | 13.93% | 88.84% | 39.78% | 21.67% | 24.55% | 25.41% |
META Meta Platforms, Inc. | 3.28% | -4.49% | -22.16% | -15.51% | -25.53% | 20.28% | 9.53% | 16.39% | 20.02% |
MRVL Marvell Technology, Inc. | 2.32% | -23.52% | 137.84% | 121.03% | 152.46% | 42.13% | 25.86% | 33.34% | 11.20% |
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 +2.91%. At this rate, an investment would double in approximately 2.0 years.
Historically, 65% of months were positive and 35% 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 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% | -5.10% | 21.44% | 18.40% | -0.39% | -2.01% | 28.13% | |||||
| 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 12.16%, 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 204.83% of S&P 500 Index gains and 119.01% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 12.16% 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
- 12.16%
- Beta
- 1.58
- R²
- 0.75
- Upside Capture
- 204.83%
- Downside Capture
- 119.01%
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 43 for risk / return — above 43% of Portfolios peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return 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 | 1.55 | 1.42 | +0.13 |
| Sortino ratioReturn per unit of downside risk | 2.04 | 1.98 | +0.06 |
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.00 | +0.52 |
| Martin ratioReturn relative to average drawdown | 6.84 | 8.49 | -1.65 |
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 | 14 | -0.78 | -1.00 | 0.88 | -0.64 | -1.21 |
AMD Advanced Micro Devices, Inc. | 93 | 2.40 | 2.98 | 1.37 | 6.16 | 12.22 |
AMZN Amazon.com, Inc | 59 | 0.46 | 0.94 | 1.11 | 0.74 | 1.58 |
ANET Arista Networks, Inc. | 71 | 0.83 | 1.44 | 1.18 | 1.64 | 3.37 |
ASML ASML Holding N.V. | 96 | 2.98 | 3.37 | 1.41 | 6.23 | 21.34 |
AVGO Broadcom Inc. | 67 | 0.71 | 1.27 | 1.16 | 1.17 | 2.34 |
CRM Salesforce, Inc. | 16 | -0.69 | -0.83 | 0.90 | -0.65 | -1.20 |
GOOGL Alphabet Inc. Class A | 94 | 2.70 | 3.70 | 1.46 | 4.11 | 11.67 |
META Meta Platforms, Inc. | 11 | -0.73 | -0.91 | 0.89 | -0.84 | -1.52 |
MRVL Marvell Technology, Inc. | 86 | 1.73 | 2.38 | 1.31 | 2.79 | 8.95 |
Loading charts...
Dividends
Dividend yield
AI Stocks Portfolio provided a 0.38% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.38% | 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. | 0.56% | 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. | 0.65% | 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. | 0.93% | 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. | 0.38% | 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. | 0.13% | 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.
Loading charts...
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 8.28%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-45.19%Oct 2022 | 9mo 20d | 9mo 2d | 1y 6moDec 2021 - Jul 2023 | Bear market2022 |
-32.40%Apr 2025 | 2mo 10d | 2mo 21d | 5mo 1dJan 2025 - Jun 2025 | 2025 selloff2025 |
-17.98%Mar 2026 | 5mo 1d | 18d | 5mo 19dOct 2025 - Apr 2026 | — |
-17.47%Aug 2024 | 25d | 1mo 22d | 2mo 17dJul 2024 - Sep 2024 | — |
-13.65%Mar 2021 | 20d | 3mo 4d | 3mo 24dFeb 2021 - Jun 2021 | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
AI Analysis
The gist
The portfolio is a concentrated bet on the AI-and-software complex, with one utility name, Vistra (VST), standing off to the side as the portfolio’s main source of non-chip behavior. The diversification is real, but it is mostly happening inside a single growth regime.
The numbers
- The diversification ratio is 1.83 at 1Y, versus the 85.0th percentile on the platform; incept is 1.48 at the 75.5th percentile, which is good, though not the sort of good that would make the market blush.
- Effective asset count is 18.0 of 18, so the weights are spread evenly; the issue is correlation, not concentration.
- Average pairwise correlation is 0.47, with a high of 0.72 between CRM and NOW, and 0.69 between Taiwan Semiconductor (TSM) and ASML.
The good
- The portfolio has several distinct mini-clusters: semiconductors, hyperscalers, enterprise software, and VST, so it is not just one stock in a trench coat.
- The 1Y diversification ratio being materially above the longer windows suggests the recent mix has helped offset some single-name volatility.
The bad
- Many of the largest positions have portfolio correlations in the 0.70-0.80 range, so the portfolio behaves like a coherent tech factor basket more than a collection of independent bets.
- The semis cluster is especially tight: NVIDIA (NVDA), Advanced Micro Devices (AMD), ASML, TSM, Broadcom (AVGO), Marvell (MRVL), and Micron (MU) are all linked by the same capex-and-demand cycle.
- To be fair, VST is genuinely different, but one utility does not fully unwind the common exposure to AI spend, cloud budgets, and valuation multiples.
The ugly
- If AI infrastructure spending slows or gets repriced, the correlations inside semis, software, and cloud-adjacent names can all rise together, which is how diversified-looking growth portfolios discover they were one trade after all.
Next steps
- Portfolios with this correlation profile are often paired with exposures whose earnings drivers sit outside the semiconductor and software cycle.
- The drop from 1Y DR 1.83 to 5Y DR 1.46 suggests the portfolio has become more tied to the same macro-growth tape over time.
- The cluster map implies the portfolio is already doing what it says on the tin; the remaining work would be in finding drivers that do not rhyme so neatly with NVDA.
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 | 1.84 | 1.56 | 1.46 | 1.48 |
The portfolio has a diversification ratio of 1.48, in line with the typical range across portfolios.
AI Stocks Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer 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