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Best AI Score

Currency in USD · Last updated May 30, 2025

Asset Allocation

YUMC 4%AON 4%CHTR 4%BILL 4%KLAC 4%PCTY 4%LNG 4%HUM 4%GNRC 4%EOG 4%STM 4%ENPH 4%TTD 4%NIO 4%PAYC 4%UNH 4%SE 4%TS 4%LBRDP 4%ON 4%HDB 4%ROP 4%AAPL 4%PODD 4%MPC 4%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
4%
AON
Aon plc		Financial Services
4%
BILL
Bill.com Holdings, Inc.		Technology
4%
CHTR
Charter Communications, Inc.		Communication Services
4%
ENPH
Enphase Energy, Inc.		Technology
4%
EOG
EOG Resources, Inc.		Energy
4%
GNRC
Generac Holdings Inc.		Industrials
4%
HDB
HDFC Bank Limited		Financial Services
4%
HUM
Humana Inc.		Healthcare
4%
KLAC
KLA Corporation		Technology
4%
LBRDP
Liberty Broadband Corporation		Communication Services
4%
LNG
Cheniere Energy, Inc.		Energy
4%
MPC
Marathon Petroleum Corporation		Energy
4%
NIO
NIO Inc.		Consumer Cyclical
4%
ON
ON Semiconductor Corporation		Technology
4%
PAYC
Paycom Software, Inc.		Technology
4%
PCTY
Paylocity Holding Corporation		Technology
4%
PODD
Insulet Corporation		Healthcare
4%
ROP
Roper Technologies, Inc.		Industrials
4%
SE
Sea Limited		Communication Services
4%
STM
STMicroelectronics N.V.		Technology
4%
TS
Tenaris S.A.		Energy
4%
TTD
The Trade Desk, Inc.		Technology
4%
UNH
UnitedHealth Group Incorporated		Healthcare
4%
YUMC
Yum China Holdings, Inc.		Consumer Cyclical
4%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Dec 22, 2020, corresponding to the inception date of LBRDP

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
Best AI Score-3.45%4.41%-9.72%7.92%N/AN/A
Portfolio components:
YUMC
Yum China Holdings, Inc.		-8.44%1.35%-5.26%25.36%-0.06%N/A
AON
Aon plc		4.00%5.09%-4.60%35.42%14.48%14.99%
CHTR
Charter Communications, Inc.		15.61%1.13%-0.18%43.52%-6.14%8.44%
BILL
Bill.com Holdings, Inc.		-48.44%-4.15%-51.59%-14.82%-8.91%N/A
KLAC
KLA Corporation		20.68%7.97%17.52%-0.81%35.45%31.49%
PCTY
Paylocity Holding Corporation		-4.30%-0.62%-8.02%31.61%7.99%19.38%
LNG
Cheniere Energy, Inc.		10.78%2.76%6.26%53.86%40.88%12.78%
HUM
Humana Inc.		-7.81%-11.10%-20.81%-32.08%-9.99%1.58%
GNRC
Generac Holdings Inc.		-21.23%6.78%-35.11%-18.37%1.88%11.39%
EOG
EOG Resources, Inc.		-9.98%-1.60%-17.20%-8.46%21.77%4.80%
STM
STMicroelectronics N.V.		0.53%10.13%-1.21%-38.15%0.86%12.93%
ENPH
Enphase Energy, Inc.		-39.74%-7.18%-41.99%-68.32%-6.59%15.53%
TTD
The Trade Desk, Inc.		-36.00%40.26%-41.49%-19.73%19.28%N/A
NIO
NIO Inc.		-18.81%-12.59%-20.98%-34.44%-2.32%N/A
PAYC
Paycom Software, Inc.		26.81%14.61%12.07%64.17%-2.39%22.23%
UNH
UnitedHealth Group Incorporated		-40.06%-26.62%-50.12%-36.32%1.28%11.57%
SE
Sea Limited		51.15%19.63%40.92%138.82%14.98%N/A
TS
Tenaris S.A.		-8.48%3.89%-9.77%7.31%25.65%4.67%
LBRDP
Liberty Broadband Corporation		1.99%0.29%4.71%14.03%N/AN/A
ON
ON Semiconductor Corporation		-33.35%5.84%-40.92%-41.73%20.57%12.47%
HDB
HDFC Bank Limited		18.06%3.71%12.93%33.28%13.90%10.94%
ROP
Roper Technologies, Inc.		10.03%1.82%0.98%8.92%8.29%13.16%
AAPL
Apple Inc		-19.60%-5.36%-15.17%5.49%21.05%21.31%
PODD
Insulet Corporation		24.50%28.83%21.83%84.73%11.50%27.28%
MPC
Marathon Petroleum Corporation		16.55%17.64%4.12%-4.48%39.66%15.65%
*Annualized

Monthly Returns

The table below presents the monthly returns of Best AI Score, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.23%-3.12%-2.66%-4.09%4.41%-3.45%
2024-8.01%3.08%2.91%-4.36%3.49%-0.47%4.14%2.25%3.46%-1.50%9.95%-6.49%7.25%
20237.44%-4.02%4.80%-3.47%-1.80%9.46%8.91%-9.93%-2.88%-7.42%3.93%5.14%8.08%
2022-7.80%4.32%0.77%-10.78%3.11%-6.96%12.89%1.28%-7.65%2.22%7.87%-7.70%-10.84%
2021-0.04%7.57%0.15%3.34%-0.03%7.08%1.29%6.07%-2.24%10.21%-2.20%-2.63%31.32%
20200.31%0.31%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Best AI Score 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Best AI Score is 13, meaning it’s performing worse than 87% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Best AI Score is 1313
Overall Rank
The Sharpe Ratio Rank of Best AI Score is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of Best AI Score is 1111
Sortino Ratio Rank
The Omega Ratio Rank of Best AI Score is 1212
Omega Ratio Rank
The Calmar Ratio Rank of Best AI Score is 1313
Calmar Ratio Rank
The Martin Ratio Rank of Best AI Score is 1111
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
YUMC
Yum China Holdings, Inc.		0.611.211.150.432.25
AON
Aon plc		1.662.271.321.765.93
CHTR
Charter Communications, Inc.		1.091.901.240.694.41
BILL
Bill.com Holdings, Inc.		-0.240.091.01-0.18-0.54
KLAC
KLA Corporation		-0.020.261.04-0.08-0.15
PCTY
Paylocity Holding Corporation		1.011.361.160.453.28
LNG
Cheniere Energy, Inc.		1.862.281.332.417.36
HUM
Humana Inc.		-0.73-0.860.88-0.55-1.14
GNRC
Generac Holdings Inc.		-0.47-0.520.94-0.24-0.88
EOG
EOG Resources, Inc.		-0.30-0.350.95-0.47-1.20
STM
STMicroelectronics N.V.		-0.73-0.980.88-0.59-1.01
ENPH
Enphase Energy, Inc.		-1.01-1.700.79-0.77-1.56
TTD
The Trade Desk, Inc.		-0.31-0.050.99-0.31-0.68
NIO
NIO Inc.		-0.51-0.210.98-0.29-0.84
PAYC
Paycom Software, Inc.		1.562.221.310.766.39
UNH
UnitedHealth Group Incorporated		-0.82-1.020.82-0.70-2.16
SE
Sea Limited		3.193.471.471.5615.88
TS
Tenaris S.A.		0.250.311.040.080.25
LBRDP
Liberty Broadband Corporation		1.011.751.241.835.40
ON
ON Semiconductor Corporation		-0.72-0.970.89-0.61-1.52
HDB
HDFC Bank Limited		1.271.671.241.064.33
ROP
Roper Technologies, Inc.		0.420.621.090.601.50
AAPL
Apple Inc		0.170.511.070.190.57
PODD
Insulet Corporation		2.163.061.411.7313.76
MPC
Marathon Petroleum Corporation		-0.13-0.080.99-0.19-0.56

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Best AI Score Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.37
  • All Time: 0.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.13, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Best AI Score compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Best AI Score provided a 1.22% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.22%1.09%1.12%1.14%0.92%0.82%0.68%0.79%0.58%0.68%0.86%1.74%
Portfolio components:
YUMC
Yum China Holdings, Inc.		1.83%1.33%1.23%0.88%0.96%0.42%1.00%1.25%0.25%0.00%0.00%0.00%
AON
Aon plc		0.74%0.74%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%
CHTR
Charter Communications, 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%
BILL
Bill.com Holdings, 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%
KLAC
KLA Corporation		0.89%0.96%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%
PCTY
Paylocity Holding Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LNG
Cheniere Energy, Inc.		0.82%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HUM
Humana Inc.		1.52%1.40%0.77%0.62%0.60%0.61%0.60%0.70%0.76%0.43%0.64%0.77%
GNRC
Generac Holdings 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%
EOG
EOG Resources, Inc.		3.47%2.97%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.56%
STM
STMicroelectronics N.V.		1.44%1.32%0.48%0.82%0.45%0.50%0.86%1.47%0.93%2.10%5.11%4.55%
ENPH
Enphase Energy, 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%
TTD
The Trade Desk, 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%
NIO
NIO 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%
PAYC
Paycom Software, Inc.		0.58%0.73%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated		2.78%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
SE
Sea Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TS
Tenaris S.A.		4.96%3.55%3.11%2.56%2.59%4.39%3.62%3.85%2.57%2.41%3.78%2.98%
LBRDP
Liberty Broadband Corporation		7.20%7.22%7.95%7.59%6.01%1.54%0.00%0.00%0.00%0.00%0.00%0.00%
ON
ON Semiconductor Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HDB
HDFC Bank Limited		0.92%1.09%2.08%1.74%0.81%0.00%0.68%0.55%0.50%0.70%0.61%1.99%
ROP
Roper Technologies, Inc.		0.55%0.58%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%
AAPL
Apple Inc		0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
PODD
Insulet Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MPC
Marathon Petroleum Corporation		2.21%2.43%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%

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 Best AI Score. 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 Best AI Score was 27.09%, occurring on May 11, 2022. Recovery took 305 trading sessions.

The current Best AI Score drawdown is 10.15%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.09%Nov 10, 2021126May 11, 2022305Jul 31, 2023431
-21.89%Dec 5, 202484Apr 8, 2025———
-20.7%Aug 1, 202366Nov 1, 2023258Nov 11, 2024324
-9.1%Apr 27, 202113May 13, 202120Jun 11, 202133
-8.65%Feb 17, 202114Mar 8, 202134Apr 26, 202148
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 25 assets, with an effective number of assets of 25.00, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCLBRDPHUMUNHEOGLNGMPCCHTRTSAONYUMCHDBNIOPODDROPENPHSEAAPLBILLGNRCTTDPCTYKLACSTMONPAYCPortfolio
^GSPC1.000.160.260.290.280.300.360.420.370.480.360.440.410.480.620.440.520.720.530.570.600.600.710.670.670.620.82
LBRDP0.161.000.050.030.050.030.070.140.040.100.090.120.150.090.120.130.150.110.150.180.130.130.120.140.100.140.19
HUM0.260.051.000.650.080.120.140.190.120.260.080.100.040.200.300.120.040.180.140.120.100.140.110.110.120.160.26
UNH0.290.030.651.000.130.160.150.170.150.330.080.140.020.200.340.090.010.200.110.120.060.160.130.100.110.150.24
EOG0.280.050.080.131.000.510.660.120.650.140.160.170.150.100.110.160.120.130.140.190.100.130.190.170.200.160.37
LNG0.300.030.120.160.511.000.490.150.400.160.150.190.160.170.190.150.170.150.190.210.190.150.200.180.200.150.37
MPC0.360.070.140.150.660.491.000.170.600.200.190.230.150.150.160.200.170.160.170.230.170.140.260.240.270.200.41
CHTR0.420.140.190.170.120.150.171.000.150.320.170.180.200.260.360.200.260.290.280.290.290.340.250.260.260.360.42
TS0.370.040.120.150.650.400.600.151.000.190.240.250.240.140.150.200.200.170.200.260.190.180.260.290.300.190.46
AON0.480.100.260.330.140.160.200.320.191.000.150.280.100.280.470.160.200.340.220.250.230.290.270.260.230.300.39
YUMC0.360.090.080.080.160.150.190.170.240.151.000.250.470.230.180.260.370.260.260.310.310.300.300.350.340.310.49
HDB0.440.120.100.140.170.190.230.180.250.280.251.000.250.310.290.250.330.300.280.270.280.310.300.340.310.330.45
NIO0.410.150.040.020.150.160.150.200.240.100.470.251.000.300.150.430.470.330.400.410.440.370.370.420.420.370.61
PODD0.480.090.200.200.100.170.150.260.140.280.230.310.301.000.330.370.400.350.420.350.410.410.380.360.360.460.56
ROP0.620.120.300.340.110.190.160.360.150.470.180.290.150.331.000.230.280.440.310.350.340.400.410.380.340.430.49
ENPH0.440.130.120.090.160.150.200.200.200.160.260.250.430.370.231.000.390.340.410.480.420.450.430.450.470.470.63
SE0.520.150.040.010.120.170.170.260.200.200.370.330.470.400.280.391.000.380.530.440.540.490.450.420.420.490.64
AAPL0.720.110.180.200.130.150.160.290.170.340.260.300.330.350.440.340.381.000.420.390.480.480.520.550.510.480.60
BILL0.530.150.140.110.140.190.170.280.200.220.260.280.400.420.310.410.530.421.000.490.620.600.430.410.430.640.68
GNRC0.570.180.120.120.190.210.230.290.260.250.310.270.410.350.350.480.440.390.491.000.530.500.460.460.480.510.68
TTD0.600.130.100.060.100.190.170.290.190.230.310.280.440.410.340.420.540.480.620.531.000.570.520.490.510.590.71
PCTY0.600.130.140.160.130.150.140.340.180.290.300.310.370.410.400.450.490.480.600.500.571.000.460.450.450.800.69
KLAC0.710.120.110.130.190.200.260.250.260.270.300.300.370.380.410.430.450.520.430.460.520.461.000.720.750.460.70
STM0.670.140.110.100.170.180.240.260.290.260.350.340.420.360.380.450.420.550.410.460.490.450.721.000.780.480.71
ON0.670.100.120.110.200.200.270.260.300.230.340.310.420.360.340.470.420.510.430.480.510.450.750.781.000.480.73
PAYC0.620.140.160.150.160.150.200.360.190.300.310.330.370.460.430.470.490.480.640.510.590.800.460.480.481.000.72
Portfolio0.820.190.260.240.370.370.410.420.460.390.490.450.610.560.490.630.640.600.680.680.710.690.700.710.730.721.00
The correlation results are calculated based on daily price changes starting from Dec 23, 2020
Go to the full Correlations tool for more customization options