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 | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.37% | -0.01% | 9.16% | 8.64% | 25.22% | 19.78% | 11.99% | 13.88% |
Portfolio AI Stocks Portfolio | -0.19% | 9.96% | 33.27% | 33.41% | 69.06% | 55.28% | 34.88% | — |
| Portfolio components: | ||||||||
ADBE Adobe Inc | -0.13% | -20.37% | -44.31% | -45.49% | -48.29% | -26.19% | -19.44% | 7.77% |
AMD Advanced Micro Devices, Inc. | 2.65% | 17.99% | 157.58% | 156.63% | 330.15% | 71.16% | 45.77% | 60.44% |
AMZN Amazon.com, Inc | -4.75% | -12.59% | 0.85% | 1.91% | 11.02% | 21.64% | 5.85% | 20.88% |
ANET Arista Networks, Inc. | 2.88% | 13.33% | 33.22% | 33.53% | 102.39% | 67.41% | 50.26% | 45.29% |
ASML ASML Holding N.V. | -0.02% | 18.15% | 80.96% | 83.17% | 157.02% | 41.76% | 24.38% | 36.42% |
AVGO Broadcom Inc. | -4.52% | -5.16% | 13.72% | 15.27% | 58.01% | 70.37% | 55.97% | 42.25% |
CRM Salesforce, Inc. | -1.09% | -16.40% | -43.03% | -42.97% | -41.90% | -10.08% | -8.78% | 6.89% |
GOOGL Alphabet Inc. Class A | -4.99% | -8.64% | 11.86% | 13.03% | 110.44% | 42.34% | 23.63% | 26.26% |
META Meta Platforms, Inc. | -2.32% | -7.51% | -14.42% | -14.61% | -17.09% | 25.36% | 10.80% | 17.64% |
MRVL Marvell Technology, Inc. | -0.88% | 56.81% | 262.72% | 263.49% | 319.93% | 75.20% | 41.91% | 42.22% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 30, 2020, AI Stocks Portfolio's average daily return is +0.15%, while the average monthly return is +3.00%. At this rate, an investment would double in approximately 2.0 years.
Historically, 67% of months were positive and 33% 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% | 1.53% | 33.27% | ||||||
| 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 13.27%, 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 115.46% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 13.27% 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
- 13.27%
- Beta
- 1.58
- R²
- 0.75
- Upside Capture
- 204.83%
- Downside Capture
- 115.46%
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 58 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 | 2.46 | 2.03 | +0.43 |
| Sortino ratioReturn per unit of downside risk | 2.94 | 2.75 | +0.19 |
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 2.78 | +1.08 |
| Martin ratioReturn relative to average drawdown | 11.68 | 12.44 | -0.76 |
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 | 2 | -1.40 | -2.19 | 0.74 | -0.96 | -1.93 |
AMD Advanced Micro Devices, Inc. | 97 | 4.96 | 4.46 | 1.59 | 11.98 | 24.60 |
AMZN Amazon.com, Inc | 52 | 0.36 | 0.71 | 1.09 | 0.51 | 1.18 |
ANET Arista Networks, Inc. | 85 | 1.94 | 2.44 | 1.31 | 3.63 | 7.56 |
ASML ASML Holding N.V. | 96 | 3.67 | 3.96 | 1.49 | 8.85 | 23.82 |
AVGO Broadcom Inc. | 75 | 1.26 | 1.83 | 1.24 | 2.03 | 4.63 |
CRM Salesforce, Inc. | 4 | -1.10 | -1.63 | 0.81 | -0.94 | -1.93 |
GOOGL Alphabet Inc. Class A | 96 | 3.75 | 4.94 | 1.61 | 5.45 | 19.01 |
META Meta Platforms, Inc. | 21 | -0.47 | -0.48 | 0.94 | -0.52 | -1.04 |
MRVL Marvell Technology, Inc. | 97 | 4.47 | 4.10 | 1.56 | 12.23 | 27.84 |
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Dividends
Dividend yield
AI Stocks Portfolio provided a 0.36% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.36% | 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. | 0.46% | 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. | 1.16% | 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. | 0.08% | 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 4.60%.
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-software complex, with one lonely utility sleeve in VST, so the diversification is real but mostly inside the same growth regime. In some sense it is less a broad equity basket than several versions of the same semiconductor and platform thesis.
The numbers
- 18/18 effective assets means the weights are evenly spread; concentration is not the problem here.
- The diversification ratio is 1.79 at 1Y, then 1.53 / 1.45 / 1.46 at 3Y / 5Y / inception, all solid and in the 74th-84th percentiles on the platform.
- Mean pairwise correlation is 0.48; that is moderate, but the important pairs are higher, with CRM & NOW at 0.72, TSM & ASML at 0.69, and NVDA & AMD at 0.68.
The good
- The weight distribution is clean: no single name dominates, and the portfolio gets real diversification benefit rather than cosmetic spreading.
- VST is structurally different from the rest, and its low correlations to ADBE, NOW, CRM, and MSFT provide a genuine offset.
- The cluster map is at least honest about the thesis: there are separate sleeves in semis, software, and platform tech, not a false claim of broad market exposure.
The bad
- The semis cluster is still a cluster: NVDA (NVIDIA), AVGO (Broadcom), AMD, MU, TSM (Taiwan Semiconductor), ASML, and MRVL tend to move with the same capex and AI-supply-chain narrative.
- The software cluster is also fairly tight, especially CRM, ADBE, and NOW, which leaves less diversification than the ticker count suggests.
- The portfolio’s higher-correlation names also have the highest portfolio correlations, so the names doing the most of the work are the ones most exposed to the same macro and valuation shocks.
The ugly
- If AI spending, semiconductor lead times, or cloud budget growth disappoints together, the semis and software sleeves can stop behaving like separate bets and start behaving like one trade.
- VST helps only if the shock is growth-specific; in a broad de-risking, the utility’s lower correlation may not be enough to offset the drawdown in the rest.
Next steps
- Portfolios with this correlation profile are typically complemented by exposures whose earnings drivers sit outside the chip-and-cloud cycle.
- The 1Y DR running above the longer windows suggests diversification has improved recently, though the improvement is mostly a function of VST and cross-sector dispersion rather than true independence.
- The cluster structure suggests the portfolio is diversified across names more than across economic regimes, which is a respectable thing for a portfolio to be.
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 | 1.79 | 1.53 | 1.45 | 1.46 |
The portfolio has a diversification ratio of 1.46, 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 | 0.85 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.72, 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