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Best AI Score

Last updated Oct 17, 2024

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/SectorWeight
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
4%
TS
4%
TTD
4%
UNH
4%
YUMC
4%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Best AI Score, 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 Quarterly

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
12.10%
16.59%
Best AI Score
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.49%3.72%16.33%33.60%14.41%11.99%
Best AI Score3.92%2.33%12.10%4.93%N/AN/A
Portfolio components:
YUMC
5.22%26.28%19.51%-15.72%N/AN/A
AON
Aon plc		23.96%2.63%16.62%11.22%14.17%17.21%
CHTR
Charter Communications, Inc.		-15.04%-2.69%27.05%-26.34%-5.60%8.69%
BILL
Bill.com Holdings, Inc.		-31.95%9.68%-8.97%-46.43%N/AN/A
KLAC
KLA Corporation		18.14%-7.71%6.37%43.65%35.61%31.39%
PCTY
Paylocity Holding Corporation		3.99%6.27%8.84%-13.69%12.30%22.62%
LNG
Cheniere Energy, Inc.		7.80%0.99%14.40%5.04%24.75%10.68%
HUM
Humana Inc.		-43.74%-17.81%-20.91%-50.53%-1.73%7.92%
GNRC
Generac Holdings Inc.		34.80%21.21%30.52%82.42%14.86%15.43%
EOG
EOG Resources, Inc.		7.60%3.39%-2.67%-2.91%19.74%6.11%
STM
-45.25%-3.09%-30.80%-34.24%N/AN/A
ENPH
Enphase Energy, Inc.		-29.52%-21.43%-14.69%-24.80%30.46%22.77%
TTD
63.90%11.43%45.95%53.63%N/AN/A
NIO
NIO Inc.		-39.25%1.85%37.75%-30.34%29.48%N/A
PAYC
Paycom Software, Inc.		-20.35%-3.24%-11.12%-38.48%-4.02%26.04%
UNH
9.80%-1.15%16.75%8.20%N/AN/A
SE
Sea Limited		145.36%23.70%76.50%117.63%29.90%N/A
TS
-7.06%7.75%-13.55%-2.10%N/AN/A
LBRDP
Liberty Broadband Corporation		15.12%0.11%12.36%21.28%N/AN/A
ON
ON Semiconductor Corporation		-17.36%-3.35%9.69%-22.95%29.76%25.01%
HDB
HDFC Bank Limited		-6.11%-1.11%9.81%9.78%3.04%10.84%
ROP
Roper Technologies, Inc.		3.45%1.78%6.66%14.42%11.33%15.24%
AAPL
Apple Inc		20.84%6.91%39.11%32.49%32.42%26.80%
PODD
Insulet Corporation		6.28%-2.10%39.99%59.18%8.47%20.06%
MPC
Marathon Petroleum Corporation		7.98%-3.64%-18.26%4.60%23.52%18.53%

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
2024-8.01%3.08%2.91%-4.36%3.49%-0.47%4.14%2.25%3.46%3.92%
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%-10.77%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%

Expense Ratio

Best AI Score has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Best AI Score is 2, indicating that it is in the bottom 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Best AI Score is 22
Combined Rank
The Sharpe Ratio Rank of Best AI Score is 22Sharpe Ratio Rank
The Sortino Ratio Rank of Best AI Score is 22Sortino Ratio Rank
The Omega Ratio Rank of Best AI Score is 22Omega Ratio Rank
The Calmar Ratio Rank of Best AI Score is 22Calmar Ratio Rank
The Martin Ratio Rank of Best AI Score is 22Martin 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.

Best AI Score
Sharpe ratio
The chart of Sharpe ratio for Best AI Score, currently valued at 0.20, compared to the broader market0.002.004.000.20
Sortino ratio
The chart of Sortino ratio for Best AI Score, currently valued at 0.39, compared to the broader market-2.000.002.004.006.000.39
Omega ratio
The chart of Omega ratio for Best AI Score, currently valued at 1.05, compared to the broader market0.801.001.201.401.601.801.05
Calmar ratio
The chart of Calmar ratio for Best AI Score, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.000.16
Martin ratio
The chart of Martin ratio for Best AI Score, currently valued at 0.69, compared to the broader market0.0010.0020.0030.0040.0050.000.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.43, compared to the broader market0.0010.0020.0030.0040.0050.0016.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
YUMC
-0.37-0.290.96-0.27-0.53
AON
Aon plc		0.490.781.120.531.25
CHTR
Charter Communications, Inc.		-0.69-0.820.89-0.39-0.94
BILL
Bill.com Holdings, Inc.		-0.93-1.210.83-0.57-1.19
KLAC
KLA Corporation		0.961.411.201.785.13
PCTY
Paylocity Holding Corporation		-0.42-0.360.95-0.28-0.75
LNG
Cheniere Energy, Inc.		0.340.621.070.410.73
HUM
Humana Inc.		-1.35-1.860.70-0.88-1.66
GNRC
Generac Holdings Inc.		1.902.561.320.899.23
EOG
EOG Resources, Inc.		-0.080.041.00-0.09-0.19
STM
-0.92-1.210.85-0.72-1.52
ENPH
Enphase Energy, Inc.		-0.43-0.280.97-0.36-1.46
TTD
1.041.581.231.126.00
NIO
NIO Inc.		-0.51-0.430.95-0.38-0.85
PAYC
Paycom Software, Inc.		-0.80-0.790.84-0.54-1.17
UNH
0.340.631.090.401.09
SE
Sea Limited		2.362.621.391.2511.03
TS
-0.100.051.01-0.09-0.18
LBRDP
Liberty Broadband Corporation		1.372.031.281.208.86
ON
ON Semiconductor Corporation		-0.48-0.390.95-0.56-1.31
HDB
HDFC Bank Limited		0.300.561.080.240.71
ROP
Roper Technologies, Inc.		0.751.031.151.203.31
AAPL
Apple Inc		1.392.071.261.904.50
PODD
Insulet Corporation		1.532.171.291.044.50
MPC
Marathon Petroleum Corporation		0.220.491.060.230.42

Sharpe Ratio

The current Best AI Score Sharpe ratio is 0.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.18 to 2.98, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Best AI Score with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
0.20
2.69
Best AI Score
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Best AI Score granted a 1.12% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Best AI Score1.12%1.12%1.14%0.92%0.82%0.68%0.80%0.58%0.68%0.86%1.74%1.05%
Portfolio components:
YUMC
1.38%1.23%0.88%0.96%0.42%1.00%1.25%0.25%0.00%0.00%0.00%0.00%
AON
Aon plc		0.72%0.83%0.73%0.66%0.84%0.83%1.07%1.05%1.16%1.25%0.98%0.81%
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		0.85%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
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.		0.95%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HUM
Humana Inc.		1.39%0.77%0.62%0.60%0.61%0.60%0.70%0.76%0.43%0.64%0.77%1.04%
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%8.83%
EOG
EOG Resources, Inc.		4.04%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.55%0.39%
STM
1.10%0.48%0.82%0.45%0.50%0.89%1.73%1.10%2.33%5.11%4.55%4.25%
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
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.		0.92%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
1.39%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
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
3.80%3.11%2.56%2.59%4.39%3.62%3.85%2.57%2.41%3.78%2.98%1.97%
LBRDP
Liberty Broadband Corporation		7.29%7.94%7.59%6.00%1.54%0.00%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		1.12%2.08%1.74%0.81%0.00%0.67%0.55%0.50%0.70%0.61%1.97%0.89%
ROP
Roper Technologies, Inc.		0.53%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%0.36%
AAPL
Apple Inc		0.42%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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		2.09%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%

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.

-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-8.04%
-0.30%
Best AI Score
Benchmark (^GSPC)
Portfolio components

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 8.04%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.09%Nov 10, 2021126May 11, 2022305Jul 31, 2023431
-20.7%Aug 1, 202366Nov 1, 2023———
-9.1%Apr 27, 202113May 13, 202120Jun 11, 202133
-8.65%Feb 17, 202114Mar 8, 202134Apr 26, 202148
-6.17%Jan 25, 20213Jan 27, 20217Feb 5, 202110

Volatility

Volatility Chart

The current Best AI Score volatility is 4.94%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
4.94%
3.03%
Best AI Score
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
LBRDPHUMUNHEOGLNGMPCTSCHTRAONYUMCHDBROPNIOPODDENPHSEAAPLGNRCBILLTTDPCTYKLACSTMONPAYC
LBRDP1.000.040.040.030.010.050.030.140.110.110.140.130.150.100.130.160.110.170.140.140.130.130.140.100.14
HUM0.041.000.680.090.130.130.110.210.280.080.110.300.030.210.120.050.190.120.130.110.150.100.090.100.17
UNH0.040.681.000.140.170.160.150.200.360.100.140.360.020.210.110.030.240.130.120.080.180.140.120.140.18
EOG0.030.090.141.000.520.680.680.110.140.160.200.090.150.100.150.110.110.170.140.090.120.180.160.190.14
LNG0.010.130.170.521.000.500.420.150.150.180.200.190.160.140.170.140.170.200.170.170.150.170.180.210.14
MPC0.050.130.160.680.501.000.620.150.200.200.260.130.150.140.180.160.150.220.150.160.130.250.220.270.19
TS0.030.110.150.680.420.621.000.150.190.220.250.130.220.120.190.190.160.240.190.170.160.260.290.300.18
CHTR0.140.210.200.110.150.150.151.000.320.170.200.340.230.270.210.260.290.290.290.300.330.260.270.270.37
AON0.110.280.360.140.150.200.190.321.000.140.290.470.100.290.170.210.360.250.220.260.300.280.290.230.30
YUMC0.110.080.100.160.180.200.220.170.141.000.260.180.470.240.280.390.260.310.260.330.310.310.350.340.32
HDB0.140.110.140.200.200.260.250.200.290.261.000.290.260.320.260.360.310.280.290.320.330.320.370.330.35
ROP0.130.300.360.090.190.130.130.340.470.180.291.000.160.340.230.270.440.350.310.350.410.400.400.340.43
NIO0.150.030.020.150.160.150.220.230.100.470.260.161.000.310.450.510.330.410.430.470.390.380.440.440.40
PODD0.100.210.210.100.140.140.120.270.290.240.320.340.311.000.410.400.360.350.420.420.420.370.360.370.48
ENPH0.130.120.110.150.170.180.190.210.170.280.260.230.450.411.000.420.350.520.470.460.480.460.470.490.50
SE0.160.050.030.110.140.160.190.260.210.390.360.270.510.400.421.000.390.450.540.550.500.440.440.430.51
AAPL0.110.190.240.110.170.150.160.290.360.260.310.440.330.360.350.391.000.410.440.500.490.550.560.520.49
GNRC0.170.120.130.170.200.220.240.290.250.310.280.350.410.350.520.450.411.000.500.530.500.460.460.480.52
BILL0.140.130.120.140.170.150.190.290.220.260.290.310.430.420.470.540.440.501.000.640.600.440.430.450.66
TTD0.140.110.080.090.170.160.170.300.260.330.320.350.470.420.460.550.500.530.641.000.590.540.510.520.61
PCTY0.130.150.180.120.150.130.160.330.300.310.330.410.390.420.480.500.490.500.600.591.000.470.460.470.81
KLAC0.130.100.140.180.170.250.260.260.280.310.320.400.380.370.460.440.550.460.440.540.471.000.740.770.48
STM0.140.090.120.160.180.220.290.270.290.350.370.400.440.360.470.440.560.460.430.510.460.741.000.800.49
ON0.100.100.140.190.210.270.300.270.230.340.330.340.440.370.490.430.520.480.450.520.470.770.801.000.49
PAYC0.140.170.180.140.140.190.180.370.300.320.350.430.400.480.500.510.490.520.660.610.810.480.490.491.00
The correlation results are calculated based on daily price changes starting from Dec 23, 2020