Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

AI

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AI C3.ai, Inc.	Technology	4.60%
AMD Advanced Micro Devices, Inc.	Technology	6.90%
AMZN Amazon.com, Inc.	Consumer Cyclical	9.80%
AVAV AeroVironment, Inc.	Industrials	6.80%
CRM salesforce.com, inc.	Technology	7.60%
CRWD CrowdStrike Holdings, Inc.	Technology	8.60%
GOOGL Alphabet Inc Class A	Communication Services	7.50%
IBM International Business Machines Corporation	Technology	7.30%
META Meta Platforms, Inc.	Communication Services	7.80%
MSFT Microsoft Corporation	Technology	7.40%
NVDA NVIDIA Corporation	Technology	10.30%
PLTR Palantir Technologies Inc.	Technology	8%
TER Teradyne, Inc.	Technology	7.40%

Benchmark

S&P 500

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Performance

Performance Chart

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The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	7.94%	-2.79%	10.16%	14.45%	10.68%
AI	1.79%	15.79%	3.32%	28.03%	N/A	N/A
Portfolio components:
NVDA NVIDIA Corporation	-2.23%	27.83%	-7.49%	26.53%	70.95%	74.49%
AMZN Amazon.com, Inc.	-8.39%	11.29%	1.96%	11.01%	10.53%	25.18%
CRWD CrowdStrike Holdings, Inc.	33.15%	18.10%	22.38%	33.08%	40.84%	N/A
PLTR Palantir Technologies Inc.	63.04%	22.31%	91.62%	495.13%	N/A	N/A
META Meta Platforms, Inc.	7.19%	20.53%	12.34%	35.12%	21.81%	23.02%
CRM salesforce.com, inc.	-18.18%	9.04%	-19.93%	-1.38%	9.11%	14.10%
GOOGL Alphabet Inc Class A	-10.90%	8.45%	2.49%	-2.46%	19.09%	19.99%
TER Teradyne, Inc.	-38.71%	5.35%	-28.60%	-44.86%	4.63%	14.90%
MSFT Microsoft Corporation	7.21%	20.46%	8.37%	6.24%	20.69%	27.26%
IBM International Business Machines Corporation	19.22%	6.06%	17.54%	56.13%	23.33%	9.35%
AMD Advanced Micro Devices, Inc.	-8.68%	22.04%	-20.27%	-31.24%	14.86%	47.78%
AVAV AeroVironment, Inc.	9.86%	15.64%	-13.70%	-14.27%	20.94%	20.61%
AI C3.ai, Inc.	-34.01%	11.43%	-39.28%	-5.10%	N/A	N/A

*Annualized

Monthly Returns

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

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	4.97%	-7.02%	-9.64%	5.75%	9.14%								1.79%
2024	5.41%	16.64%	1.93%	-5.54%	9.60%	7.16%	-6.30%	4.06%	5.63%	0.38%	12.28%	1.19%	63.30%
2023	18.37%	3.91%	16.26%	-3.67%	24.59%	2.92%	7.54%	-3.76%	-3.24%	-1.56%	17.76%	3.84%	112.93%
2022	-12.74%	-2.68%	7.85%	-17.11%	-0.89%	-8.19%	10.89%	-8.57%	-12.27%	1.46%	5.18%	-10.53%	-41.33%
2021	4.96%	-2.97%	-1.41%	7.29%	1.20%	8.10%	-1.17%	6.92%	-7.54%	9.63%	1.16%	-4.68%	21.73%
2020												4.94%	4.94%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

AI 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 AI is 68, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVDA NVIDIA Corporation	0.45	1.22	1.15	1.02	2.50
AMZN Amazon.com, Inc.	0.32	0.64	1.08	0.32	0.82
CRWD CrowdStrike Holdings, Inc.	0.63	1.12	1.14	0.68	1.55
PLTR Palantir Technologies Inc.	6.96	5.13	1.69	10.25	35.74
META Meta Platforms, Inc.	0.96	1.54	1.20	1.04	3.16
CRM salesforce.com, inc.	-0.04	0.16	1.02	-0.09	-0.21
GOOGL Alphabet Inc Class A	-0.08	-0.00	1.00	-0.16	-0.34
TER Teradyne, Inc.	-0.84	-1.09	0.86	-0.76	-1.44
MSFT Microsoft Corporation	0.24	0.51	1.07	0.24	0.54
IBM International Business Machines Corporation	2.04	2.69	1.38	3.25	9.90
AMD Advanced Micro Devices, Inc.	-0.59	-0.71	0.91	-0.52	-1.08
AVAV AeroVironment, Inc.	-0.28	-0.07	0.99	-0.27	-0.53
AI C3.ai, Inc.	-0.08	0.14	1.02	-0.15	-0.45

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.

AI Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 0.87
All Time: 0.78

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 0.47 to 0.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of AI 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

AI provided a 0.40% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.40%	0.39%	0.38%	0.47%	0.42%	0.48%	0.51%	0.66%	0.50%	0.53%	0.65%	0.62%
Portfolio components:
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
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%
CRWD CrowdStrike 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%
PLTR Palantir Technologies 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.	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CRM salesforce.com, inc.	0.59%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc Class A	0.47%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TER Teradyne, Inc.	0.62%	0.38%	0.41%	0.50%	0.24%	0.33%	0.53%	1.15%	0.67%	0.94%	1.16%	0.91%
MSFT Microsoft Corporation	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
IBM International Business Machines Corporation	2.59%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%	2.65%
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%
AVAV AeroVironment, 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%
AI C3.ai, 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%

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. 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 was 48.98%, occurring on Dec 28, 2022. Recovery took 146 trading sessions.

The current AI drawdown is 7.06%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-48.98%	Nov 9, 2021	286	Dec 28, 2022	146	Jul 31, 2023	432
-28.26%	Feb 19, 2025	33	Apr 4, 2025	—	—	—
-17.93%	Jul 11, 2024	18	Aug 5, 2024	43	Oct 4, 2024	61
-17.8%	Feb 10, 2021	18	Mar 8, 2021	71	Jun 17, 2021	89
-12.42%	Mar 8, 2024	30	Apr 19, 2024	21	May 20, 2024	51

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 13 assets, with an effective number of assets of 12.61, 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.

	^GSPC	IBM	AVAV	AI	CRWD	PLTR	META	GOOGL	CRM	TER	AMD	AMZN	NVDA	MSFT	Portfolio
^GSPC	1.00	0.51	0.46	0.52	0.55	0.56	0.66	0.71	0.66	0.72	0.65	0.70	0.70	0.77	0.83
IBM	0.51	1.00	0.22	0.22	0.14	0.24	0.25	0.27	0.25	0.32	0.29	0.23	0.23	0.29	0.35
AVAV	0.46	0.22	1.00	0.37	0.35	0.38	0.31	0.28	0.34	0.39	0.31	0.32	0.32	0.31	0.52
AI	0.52	0.22	0.37	1.00	0.54	0.64	0.39	0.36	0.47	0.46	0.43	0.42	0.44	0.40	0.68
CRWD	0.55	0.14	0.35	0.54	1.00	0.58	0.45	0.45	0.58	0.47	0.48	0.55	0.55	0.52	0.74
PLTR	0.56	0.24	0.38	0.64	0.58	1.00	0.47	0.43	0.51	0.48	0.50	0.52	0.52	0.46	0.76
META	0.66	0.25	0.31	0.39	0.45	0.47	1.00	0.63	0.54	0.50	0.53	0.63	0.58	0.62	0.69
GOOGL	0.71	0.27	0.28	0.36	0.45	0.43	0.63	1.00	0.54	0.50	0.55	0.68	0.56	0.72	0.69
CRM	0.66	0.25	0.34	0.47	0.58	0.51	0.54	0.54	1.00	0.50	0.52	0.60	0.56	0.60	0.72
TER	0.72	0.32	0.39	0.46	0.47	0.48	0.50	0.50	0.50	1.00	0.68	0.51	0.66	0.57	0.74
AMD	0.65	0.29	0.31	0.43	0.48	0.50	0.53	0.55	0.52	0.68	1.00	0.55	0.73	0.58	0.76
AMZN	0.70	0.23	0.32	0.42	0.55	0.52	0.63	0.68	0.60	0.51	0.55	1.00	0.59	0.70	0.75
NVDA	0.70	0.23	0.32	0.44	0.55	0.52	0.58	0.56	0.56	0.66	0.73	0.59	1.00	0.64	0.81
MSFT	0.77	0.29	0.31	0.40	0.52	0.46	0.62	0.72	0.60	0.57	0.58	0.70	0.64	1.00	0.75
Portfolio	0.83	0.35	0.52	0.68	0.74	0.76	0.69	0.69	0.72	0.74	0.76	0.75	0.81	0.75	1.00

The correlation results are calculated based on daily price changes starting from Dec 10, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

AI

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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