ai-portfolio
Asset Allocation
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
The earliest data available for this chart is Sep 13, 2016, corresponding to the inception date of BOTZ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| ai-portfolio | 11.48% | -1.48% | 0.21% | 12.28% | 13.23% | N/A |
| Portfolio components: | ||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 11.77% | -1.53% | 9.00% | 12.23% | 12.55% | 13.07% |
VGT Vanguard Information Technology ETF | 31.34% | 2.11% | 9.77% | 31.45% | 22.00% | 20.77% |
SMH VanEck Vectors Semiconductor ETF | 38.79% | -1.38% | -8.37% | 40.07% | 29.31% | 27.34% |
ICLN iShares Global Clean Energy ETF | -24.80% | -3.22% | -16.37% | -23.92% | 0.82% | 3.64% |
IBB iShares Nasdaq Biotechnology ETF | -2.03% | -2.43% | -3.18% | -0.50% | 1.82% | 3.29% |
VIG Vanguard Dividend Appreciation ETF | 17.35% | -1.84% | 7.77% | 17.96% | 11.67% | 11.31% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 13.46% | -2.71% | 5.12% | 13.91% | 8.15% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.71% | 5.71% | 2.54% | -5.57% | 6.85% | 1.40% | 2.24% | 1.51% | 1.31% | -3.29% | 2.47% | 11.48% | |
| 2023 | 9.68% | -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% |
| 2021 | 2.11% | -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% |
| 2019 | 10.67% | 4.73% | 1.55% | 4.36% | -8.49% | 8.99% | 0.98% | -1.77% | 2.03% | 3.67% | 5.09% | 4.60% | 41.29% |
| 2018 | 7.36% | -3.53% | -1.70% | -1.52% | 3.47% | -2.21% | 3.72% | 2.91% | -0.29% | -9.74% | 3.84% | -9.19% | -8.11% |
| 2017 | 4.58% | 4.26% | 1.35% | 1.43% | 2.36% | 0.60% | 3.80% | 2.11% | 2.13% | 3.65% | 0.66% | 1.34% | 32.10% |
| 2016 | 3.04% | -3.37% | 1.47% | 0.26% | 1.30% |
Expense Ratio
ai-portfolio features an expense ratio of 0.39%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ai-portfolio is 12, meaning it’s performing worse than 88% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.17 | 1.63 | 1.21 | 2.10 | 5.91 |
VGT Vanguard Information Technology ETF | 1.55 | 2.05 | 1.28 | 2.18 | 7.80 |
SMH VanEck Vectors Semiconductor ETF | 1.25 | 1.76 | 1.22 | 1.75 | 4.38 |
ICLN iShares Global Clean Energy ETF | -0.90 | -1.19 | 0.86 | -0.33 | -1.64 |
IBB iShares Nasdaq Biotechnology ETF | 0.19 | 0.37 | 1.05 | 0.11 | 0.73 |
VIG Vanguard Dividend Appreciation ETF | 1.88 | 2.64 | 1.34 | 3.78 | 11.75 |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.74 | 1.13 | 1.14 | 0.49 | 2.96 |
Dividends
Dividend yield
ai-portfolio provided a 0.55% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.55% | 0.81% | 1.09% | 0.80% | 0.82% | 1.79% | 1.90% | 1.35% | 1.45% | 1.75% | 1.36% | 1.25% |
| Portfolio components: | ||||||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.00% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
VGT Vanguard Information Technology ETF | 0.59% | 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 | 0.00% | 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 | 1.82% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.83% | 2.11% |
IBB iShares Nasdaq Biotechnology ETF | 0.29% | 0.26% | 0.31% | 0.21% | 0.20% | 0.17% | 0.19% | 0.30% | 0.19% | 0.03% | 0.15% | 0.03% |
VIG Vanguard Dividend Appreciation ETF | 1.27% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 5.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.14% | Nov 9, 2021 | 235 | Oct 14, 2022 | 345 | Mar 1, 2024 | 580 |
| -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 |
| -9.96% | Jul 17, 2024 | 14 | Aug 5, 2024 | 37 | Sep 26, 2024 | 51 |
Volatility
Volatility Chart
The current ai-portfolio volatility is 4.61%, 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.
Diversification
Asset Correlations Table
| ICLN | IBB | SMH | VIG | BOTZ | MOAT | VGT | |
|---|---|---|---|---|---|---|---|
| ICLN | 1.00 | 0.53 | 0.53 | 0.54 | 0.61 | 0.58 | 0.57 |
| IBB | 0.53 | 1.00 | 0.53 | 0.58 | 0.60 | 0.65 | 0.61 |
| SMH | 0.53 | 0.53 | 1.00 | 0.65 | 0.75 | 0.67 | 0.87 |
| VIG | 0.54 | 0.58 | 0.65 | 1.00 | 0.69 | 0.87 | 0.76 |
| BOTZ | 0.61 | 0.60 | 0.75 | 0.69 | 1.00 | 0.74 | 0.79 |
| MOAT | 0.58 | 0.65 | 0.67 | 0.87 | 0.74 | 1.00 | 0.75 |
| VGT | 0.57 | 0.61 | 0.87 | 0.76 | 0.79 | 0.75 | 1.00 |