AI stocks
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.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NVDA NVIDIA Corporation | Technology | 10% |
GOOG Alphabet Inc. | Communication Services | 10% |
AI C3.ai, Inc. | Technology | 10% |
MU Micron Technology, Inc. | Technology | 10% |
MSFT Microsoft Corporation | Technology | 10% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
IBM International Business Machines Corporation | Technology | 10% |
PLTR Palantir Technologies Inc. | Technology | 10% |
AAPL Apple Inc. | Technology | 10% |
AYX Alteryx, Inc. | Technology | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in AI stocks , 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
The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| AI stocks | 88.03% | 10.96% | 13.75% | 70.89% | N/A | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 220.12% | 10.49% | 18.94% | 173.02% | 63.21% | 62.31% |
GOOG Alphabet Inc. | 50.25% | 4.51% | 6.46% | 31.64% | 19.53% | N/A |
AI C3.ai, Inc. | 176.05% | 28.87% | -4.25% | 132.96% | N/A | N/A |
MU Micron Technology, Inc. | 52.77% | 9.41% | 10.16% | 37.91% | 14.90% | 13.48% |
MSFT Microsoft Corporation | 57.55% | 8.44% | 12.12% | 48.35% | 28.94% | 27.84% |
AMZN Amazon.com, Inc. | 75.04% | 7.32% | 18.33% | 53.96% | 11.73% | 22.60% |
IBM International Business Machines Corporation | 19.61% | 11.67% | 24.03% | 12.98% | 11.53% | 3.80% |
PLTR Palantir Technologies Inc. | 215.73% | 35.86% | 39.60% | 157.89% | N/A | N/A |
AAPL Apple Inc. | 48.01% | 10.07% | 5.97% | 29.67% | 34.94% | 26.90% |
AYX Alteryx, Inc. | -17.35% | 34.84% | -1.11% | -9.55% | -7.00% | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 26.14% | 3.24% | 7.97% | -7.46% | -3.72% | -2.53% | 15.67% |
Dividend yield
AI stocks granted a 0.60% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AI stocks | 0.60% | 0.74% | 0.62% | 0.68% | 0.73% | 0.94% | 0.74% | 0.81% | 0.91% | 0.85% | 0.86% | 0.64% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
GOOG Alphabet 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% |
MU Micron Technology, Inc. | 0.61% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
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% |
IBM International Business Machines Corporation | 4.13% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% | 1.72% |
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% |
AAPL Apple Inc. | 0.50% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
AYX Alteryx, 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% |
Expense Ratio
The AI stocks 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.
Risk-Adjusted Performance
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.51 | ||||
GOOG Alphabet Inc. | 1.02 | ||||
AI C3.ai, Inc. | 1.29 | ||||
MU Micron Technology, Inc. | 0.92 | ||||
MSFT Microsoft Corporation | 1.86 | ||||
AMZN Amazon.com, Inc. | 1.54 | ||||
IBM International Business Machines Corporation | 0.78 | ||||
PLTR Palantir Technologies Inc. | 2.45 | ||||
AAPL Apple Inc. | 1.38 | ||||
AYX Alteryx, Inc. | -0.11 |
Asset Correlations Table
| IBM | AI | AYX | MU | PLTR | GOOG | AMZN | NVDA | AAPL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|
| IBM | 1.00 | 0.18 | 0.13 | 0.31 | 0.18 | 0.31 | 0.22 | 0.20 | 0.33 | 0.28 |
| AI | 0.18 | 1.00 | 0.54 | 0.35 | 0.64 | 0.38 | 0.43 | 0.48 | 0.44 | 0.41 |
| AYX | 0.13 | 0.54 | 1.00 | 0.37 | 0.60 | 0.43 | 0.54 | 0.49 | 0.46 | 0.49 |
| MU | 0.31 | 0.35 | 0.37 | 1.00 | 0.40 | 0.52 | 0.49 | 0.64 | 0.52 | 0.50 |
| PLTR | 0.18 | 0.64 | 0.60 | 0.40 | 1.00 | 0.47 | 0.53 | 0.55 | 0.46 | 0.46 |
| GOOG | 0.31 | 0.38 | 0.43 | 0.52 | 0.47 | 1.00 | 0.70 | 0.63 | 0.68 | 0.75 |
| AMZN | 0.22 | 0.43 | 0.54 | 0.49 | 0.53 | 0.70 | 1.00 | 0.62 | 0.65 | 0.69 |
| NVDA | 0.20 | 0.48 | 0.49 | 0.64 | 0.55 | 0.63 | 0.62 | 1.00 | 0.62 | 0.68 |
| AAPL | 0.33 | 0.44 | 0.46 | 0.52 | 0.46 | 0.68 | 0.65 | 0.62 | 1.00 | 0.73 |
| MSFT | 0.28 | 0.41 | 0.49 | 0.50 | 0.46 | 0.75 | 0.69 | 0.68 | 0.73 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the AI stocks . 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 was 43.94%, occurring on Dec 28, 2022. Recovery took 114 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.94% | Feb 10, 2021 | 475 | Dec 28, 2022 | 114 | Jun 13, 2023 | 589 |
| -14.88% | Aug 2, 2023 | 61 | Oct 26, 2023 | 15 | Nov 16, 2023 | 76 |
| -9.38% | Jun 16, 2023 | 6 | Jun 26, 2023 | 24 | Jul 31, 2023 | 30 |
| -8.69% | Dec 23, 2020 | 9 | Jan 6, 2021 | 11 | Jan 22, 2021 | 20 |
| -2.74% | Jan 26, 2021 | 4 | Jan 29, 2021 | 4 | Feb 4, 2021 | 8 |
Volatility Chart
The current AI stocks volatility is 5.62%, 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.