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ai-portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MOAT 15%VGT 15%SMH 15%ICLN 15%IBB 15%BOTZ 15%VIG 10%EquityEquity
PositionCategory/SectorWeight
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
Robotics, Technology Equities

15%

IBB
iShares Nasdaq Biotechnology ETF
Health & Biotech Equities

15%

ICLN
iShares Global Clean Energy ETF
Alternative Energy Equities

15%

MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities

15%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

15%

VGT
Vanguard Information Technology ETF
Technology Equities

15%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ai-portfolio, 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


120.00%140.00%160.00%180.00%200.00%220.00%FebruaryMarchAprilMayJuneJuly
227.37%
162.00%
ai-portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 13, 2016, corresponding to the inception date of BOTZ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.84%4.22%16.99%26.69%13.28%11.00%
ai-portfolio12.46%2.33%14.16%18.07%16.69%N/A
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.57%-0.57%2.83%9.74%13.45%12.37%
VGT
Vanguard Information Technology ETF
24.41%9.25%26.79%38.24%23.70%21.36%
SMH
VanEck Vectors Semiconductor ETF
56.81%8.72%59.04%82.50%40.72%30.46%
ICLN
iShares Global Clean Energy ETF
-11.44%-5.10%-7.14%-23.42%5.98%3.87%
IBB
iShares Nasdaq Biotechnology ETF
1.48%0.74%-0.78%9.09%5.47%5.10%
VIG
Vanguard Dividend Appreciation ETF
9.04%2.04%9.64%16.93%11.52%11.21%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
10.19%1.11%13.25%9.93%9.51%N/A

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.71%5.71%2.54%-5.57%6.85%1.40%12.46%
20239.68%-2.68%6.02%-1.56%4.07%4.57%2.53%-4.57%-6.47%-5.63%11.32%8.29%26.24%
2022-10.03%-0.68%1.98%-11.75%1.50%-8.19%11.66%-5.04%-10.68%6.05%9.84%-5.81%-22.14%
20212.11%-0.28%0.27%2.04%0.10%3.93%0.50%3.48%-4.83%6.27%-0.63%0.44%13.76%
2020-0.66%-3.86%-12.22%13.42%7.95%3.93%6.00%8.26%0.24%-0.94%14.95%7.26%49.86%
201910.67%4.74%1.55%4.36%-8.49%8.99%0.98%-1.77%2.03%3.67%5.09%4.60%41.29%
20187.36%-3.53%-1.70%-1.52%3.47%-2.21%3.72%2.91%-0.29%-9.74%3.84%-9.19%-8.11%
20174.58%4.26%1.35%1.43%2.36%0.60%3.80%2.11%2.13%3.65%0.66%1.34%32.10%
20163.04%-3.37%1.47%0.26%1.30%

Expense Ratio

ai-portfolio has a high expense ratio of 0.39%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for BOTZ: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for IBB: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for ICLN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ai-portfolio is 19, indicating that it is in the bottom 19% 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 ai-portfolio is 1919
ai-portfolio
The Sharpe Ratio Rank of ai-portfolio is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of ai-portfolio is 1919Sortino Ratio Rank
The Omega Ratio Rank of ai-portfolio is 1818Omega Ratio Rank
The Calmar Ratio Rank of ai-portfolio is 2121Calmar Ratio Rank
The Martin Ratio Rank of ai-portfolio is 1515Martin 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.


ai-portfolio
Sharpe ratio
The chart of Sharpe ratio for ai-portfolio, currently valued at 1.26, compared to the broader market0.002.004.001.26
Sortino ratio
The chart of Sortino ratio for ai-portfolio, currently valued at 1.86, compared to the broader market-2.000.002.004.006.001.86
Omega ratio
The chart of Omega ratio for ai-portfolio, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.801.22
Calmar ratio
The chart of Calmar ratio for ai-portfolio, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.000.88
Martin ratio
The chart of Martin ratio for ai-portfolio, currently valued at 3.01, compared to the broader market0.0010.0020.0030.0040.0050.003.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.002.37
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.32, compared to the broader market-2.000.002.004.006.003.32
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.75, compared to the broader market0.0010.0020.0030.0040.0050.008.75

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.841.231.150.712.04
VGT
Vanguard Information Technology ETF
2.142.841.362.948.32
SMH
VanEck Vectors Semiconductor ETF
3.123.831.485.7115.14
ICLN
iShares Global Clean Energy ETF
-0.83-1.160.88-0.36-0.91
IBB
iShares Nasdaq Biotechnology ETF
0.610.971.110.281.81
VIG
Vanguard Dividend Appreciation ETF
1.842.621.331.765.58
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.610.991.120.281.14

Sharpe Ratio

The current ai-portfolio Sharpe ratio is 1.26. 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 1.59 to 2.59, 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 ai-portfolio 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.26
2.37
ai-portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ai-portfolio granted a 0.76% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ai-portfolio0.76%0.81%1.09%0.80%0.82%1.79%1.90%1.35%1.45%1.75%1.36%1.25%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.85%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%1.34%0.79%
VGT
Vanguard Information Technology ETF
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
SMH
VanEck Vectors Semiconductor ETF
0.38%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
ICLN
iShares Global Clean Energy ETF
1.60%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%2.82%2.10%
IBB
iShares Nasdaq Biotechnology ETF
0.29%0.26%0.31%0.21%0.21%0.17%0.20%0.30%0.19%0.03%0.15%0.03%
VIG
Vanguard Dividend Appreciation ETF
1.82%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.15%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.17%
0
ai-portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ai-portfolio. 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-portfolio was 33.14%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.

The current ai-portfolio drawdown is 0.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.14%Nov 9, 2021235Oct 14, 2022345Mar 1, 2024580
-31.96%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-20.68%Jan 29, 2018229Dec 24, 201859Mar 21, 2019288
-12.12%Feb 16, 202115Mar 8, 2021103Aug 3, 2021118
-9.37%Mar 8, 202430Apr 19, 202418May 15, 202448

Volatility

Volatility Chart

The current ai-portfolio volatility is 2.74%, 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%FebruaryMarchAprilMayJuneJuly
2.74%
1.57%
ai-portfolio
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.

ICLNIBBSMHVIGBOTZMOATVGT
ICLN1.000.530.540.550.620.590.59
IBB0.531.000.540.570.600.650.61
SMH0.540.541.000.650.750.680.87
VIG0.550.570.651.000.690.870.76
BOTZ0.620.600.750.691.000.750.78
MOAT0.590.650.680.870.751.000.76
VGT0.590.610.870.760.780.761.00
The correlation results are calculated based on daily price changes starting from Sep 14, 2016