ai-portfolio
Asset Allocation
Performance
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
Returns
As of Sep 30, 2023, the ai-portfolio returned 10.88% Year-To-Date and 14.27% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -4.87% | 4.35% | 11.68% | 19.59% | 7.97% | 10.48% |
| ai-portfolio | -6.52% | -2.02% | 10.88% | 21.65% | 12.10% | 14.27% |
| Portfolio components: | ||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | -5.44% | 2.72% | 16.84% | 27.99% | 11.72% | 13.69% |
VGT Vanguard Information Technology ETF | -6.54% | 8.03% | 30.65% | 36.11% | 16.54% | 21.01% |
SMH VanEck Vectors Semiconductor ETF | -7.19% | 10.17% | 42.88% | 60.24% | 25.83% | 27.27% |
ICLN iShares Global Clean Energy ETF | -9.08% | -25.59% | -25.85% | -22.77% | 12.62% | 8.77% |
IBB iShares Nasdaq Biotechnology ETF | -4.87% | -5.20% | -6.68% | 4.83% | 0.42% | 4.03% |
VIG Vanguard Dividend Appreciation ETF | -4.26% | 1.88% | 3.85% | 17.35% | 9.02% | 11.55% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | -7.52% | -2.88% | 20.52% | 36.98% | 2.01% | 8.10% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.02% | -1.56% | 4.07% | 4.57% | 2.53% | -4.58% |
Dividend yield
ai-portfolio granted a 0.97% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ai-portfolio | 0.97% | 1.09% | 0.81% | 0.85% | 1.87% | 2.03% | 1.48% | 1.61% | 2.02% | 1.60% | 1.52% | 2.87% |
| Portfolio components: | ||||||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.07% | 1.25% | 1.09% | 1.49% | 1.36% | 1.89% | 1.15% | 1.27% | 2.34% | 1.50% | 0.90% | 0.70% |
VGT Vanguard Information Technology ETF | 0.77% | 0.92% | 0.65% | 0.84% | 1.15% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
SMH VanEck Vectors Semiconductor ETF | 1.66% | 2.37% | 1.04% | 1.42% | 6.29% | 4.18% | 3.31% | 1.92% | 5.19% | 2.93% | 4.02% | 9.94% |
ICLN iShares Global Clean Energy ETF | 1.10% | 0.90% | 1.20% | 0.35% | 1.40% | 2.91% | 2.68% | 4.29% | 2.70% | 3.31% | 2.53% | 4.72% |
IBB iShares Nasdaq Biotechnology ETF | 0.27% | 0.31% | 0.21% | 0.21% | 0.18% | 0.20% | 0.31% | 0.19% | 0.03% | 0.15% | 0.03% | 0.49% |
VIG Vanguard Dividend Appreciation ETF | 2.03% | 1.99% | 1.60% | 1.71% | 1.84% | 2.27% | 2.10% | 2.44% | 2.72% | 2.32% | 2.24% | 2.93% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.22% | 0.23% | 0.17% | 0.19% | 0.84% | 1.47% | 0.01% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The 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.
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 | |
|---|---|---|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.11 | ||||
VGT Vanguard Information Technology ETF | 1.22 | ||||
SMH VanEck Vectors Semiconductor ETF | 1.59 | ||||
ICLN iShares Global Clean Energy ETF | -1.07 | ||||
IBB iShares Nasdaq Biotechnology ETF | 0.15 | ||||
VIG Vanguard Dividend Appreciation ETF | 0.94 | ||||
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 1.25 |
Asset Correlations Table
| ICLN | IBB | SMH | VIG | BOTZ | MOAT | VGT | |
|---|---|---|---|---|---|---|---|
| ICLN | 1.00 | 0.52 | 0.56 | 0.55 | 0.63 | 0.58 | 0.61 |
| IBB | 0.52 | 1.00 | 0.56 | 0.57 | 0.61 | 0.64 | 0.63 |
| SMH | 0.56 | 0.56 | 1.00 | 0.66 | 0.75 | 0.70 | 0.87 |
| VIG | 0.55 | 0.57 | 0.66 | 1.00 | 0.70 | 0.87 | 0.77 |
| BOTZ | 0.63 | 0.61 | 0.75 | 0.70 | 1.00 | 0.75 | 0.78 |
| MOAT | 0.58 | 0.64 | 0.70 | 0.87 | 0.75 | 1.00 | 0.78 |
| VGT | 0.61 | 0.63 | 0.87 | 0.77 | 0.78 | 0.78 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the ai-portfolio. 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-portfolio is 33.14%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.14% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -31.96% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -20.68% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -12.12% | Feb 16, 2021 | 15 | Mar 8, 2021 | 103 | Aug 3, 2021 | 118 |
| -9.07% | May 6, 2019 | 19 | May 31, 2019 | 21 | Jul 1, 2019 | 40 |
Volatility Chart
The current ai-portfolio volatility is 3.43%, 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.