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AI stocks

Last updated Mar 23, 2023

Portfolio of AI stocks, companies that are involved in the development and application of artificial intelligence technology. These include companies specializing in hardware and software solutions for AI, to companies that use AI as a key part of their business operations and offerings.

Expense Ratio

0.00%

Dividend Yield

0.95%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in AI stocks in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,463 for a total return of roughly -5.37%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-30.00%-20.00%-10.00%0.00%10.00%NovemberDecember2023FebruaryMarch
-5.37%
7.51%
AI stocks
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 23, 2023, the AI stocks returned 30.21% Year-To-Date and -3.41% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.20%2.84%4.19%-12.48%3.23%3.23%
AI stocks 2.53%33.33%21.95%-10.36%-2.40%-2.40%
NVDA
NVIDIA Corporation
27.15%86.09%105.13%2.61%38.71%38.71%
GOOG
Alphabet Inc.
12.34%19.76%6.25%-24.25%7.98%7.98%
AI
C3.ai, Inc.
4.40%122.43%86.44%7.24%-43.80%-43.80%
MU
Micron Technology, Inc.
3.95%22.73%22.97%-21.87%-6.04%-6.04%
MSFT
Microsoft Corporation
7.60%16.07%16.82%-7.79%13.62%13.62%
AMZN
Amazon.com, Inc.
1.55%17.51%-16.73%-40.14%-18.02%-18.02%
IBM
International Business Machines Corporation
-8.63%-11.36%1.16%0.36%5.75%5.75%
PLTR
Palantir Technologies Inc.
-9.46%29.75%8.32%-37.23%-39.96%-39.96%
AAPL
Apple Inc.
4.18%22.51%3.72%-5.29%13.07%13.07%
AYX
Alteryx, Inc.
-15.16%12.20%-11.10%-18.51%-27.37%-27.37%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current AI stocks Sharpe ratio is -0.25. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.26
-0.54
AI stocks
Benchmark (^GSPC)
Portfolio components

Dividends

AI stocks granted a 0.95% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.95%0.75%0.65%0.75%0.82%1.08%0.87%0.95%1.10%1.03%1.04%0.82%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-22.56%
-17.68%
AI stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the AI stocks . A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the AI stocks is 43.94%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.94%Feb 10, 2021475Dec 28, 2022
-8.69%Dec 23, 20209Jan 6, 202111Jan 22, 202120
-2.74%Jan 26, 20214Jan 29, 20214Feb 4, 20218
-2.36%Dec 11, 20202Dec 14, 20202Dec 16, 20204

Volatility Chart

Current AI stocks volatility is 15.33%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2023FebruaryMarch
24.19%
19.59%
AI stocks
Benchmark (^GSPC)
Portfolio components