AI2

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

AI2

Currency in USD · Last updated May 31, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	10%
CRM salesforce.com, inc.	Technology	10%
GOOGL Alphabet Inc Class A	Communication Services	10%
MDB MongoDB, Inc.	Technology	10%
MSFT Microsoft Corporation	Technology	10%
NVDA NVIDIA Corporation	Technology	10%
PEGA Pegasystems Inc.	Technology	10%
PLTR Palantir Technologies Inc.	Technology	10%
SNOW Snowflake Inc.	Technology	10%
TSLA Tesla, Inc.	Consumer Cyclical	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	6.15%	-2.00%	12.92%	14.19%	10.85%
AI2	3.19%	12.17%	4.02%	52.35%	N/A	N/A
Portfolio components:
MSFT Microsoft Corporation	9.64%	16.68%	9.13%	11.87%	21.26%	27.46%
PLTR Palantir Technologies Inc.	74.24%	11.26%	96.45%	506.44%	N/A	N/A
TSLA Tesla, Inc.	-14.21%	22.79%	0.38%	93.78%	44.15%	35.54%
GOOGL Alphabet Inc Class A	-9.17%	8.15%	1.89%	0.26%	19.21%	20.07%
AAPL Apple Inc	-19.60%	-5.36%	-15.17%	5.49%	21.05%	21.31%
MDB MongoDB, Inc.	-18.89%	9.68%	-41.45%	-39.09%	-4.04%	N/A
PEGA Pegasystems Inc.	5.39%	6.59%	3.43%	71.91%	0.81%	16.50%
SNOW Snowflake Inc.	33.20%	28.95%	17.66%	45.92%	N/A	N/A
CRM salesforce.com, inc.	-20.50%	-1.24%	-19.36%	22.44%	8.86%	13.87%
NVDA NVIDIA Corporation	0.63%	24.06%	-2.24%	22.32%	72.51%	74.01%

*Annualized

Monthly Returns

The table below presents the monthly returns of AI2, 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
2025	5.30%	-8.62%	-12.53%	9.30%	12.17%								3.19%
2024	-0.14%	14.67%	-2.69%	-2.59%	-1.57%	8.82%	2.53%	1.28%	5.66%	2.62%	21.86%	0.80%	60.79%
2023	18.03%	5.17%	10.88%	-2.48%	22.28%	9.81%	7.03%	-5.83%	-5.88%	-3.99%	19.63%	0.12%	96.58%
2022	-13.01%	-6.04%	5.77%	-18.05%	-14.28%	-3.25%	12.48%	-6.74%	-12.10%	2.92%	-1.70%	-9.21%	-50.24%
2021	6.42%	-5.02%	-5.92%	7.78%	-1.23%	11.73%	0.31%	9.97%	-1.93%	14.05%	0.47%	-2.83%	36.23%
2020										-2.33%	33.23%	1.62%	32.24%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

AI2 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, AI2 is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	0.47	0.62	1.08	0.33	0.73
PLTR Palantir Technologies Inc.	7.09	5.33	1.72	11.36	39.09
TSLA Tesla, Inc.	1.31	2.10	1.25	1.64	3.87
GOOGL Alphabet Inc Class A	0.01	0.12	1.01	-0.07	-0.15
AAPL Apple Inc	0.17	0.51	1.07	0.19	0.57
MDB MongoDB, Inc.	-0.60	-0.69	0.90	-0.58	-1.40
PEGA Pegasystems Inc.	1.34	2.07	1.30	1.10	4.13
SNOW Snowflake Inc.	0.81	1.38	1.19	0.50	2.27
CRM salesforce.com, inc.	0.67	0.23	1.03	-0.03	-0.07
NVDA NVIDIA Corporation	0.38	0.84	1.11	0.51	1.24

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

AI2 Sharpe ratios as of May 31, 2025 (values are recalculated daily):

1-Year: 1.48
All Time: 0.74

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.60 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of AI2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

AI2 provided a 0.24% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.24%	0.20%	0.15%	0.22%	0.13%	0.18%	0.27%	0.42%	0.39%	0.51%	0.59%	0.64%
Portfolio components:
MSFT Microsoft Corporation	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
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%
TSLA Tesla, 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%
GOOGL Alphabet Inc Class A	0.47%	0.32%	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%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
MDB MongoDB, 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%
PEGA Pegasystems Inc.	0.12%	0.10%	0.25%	0.35%	0.11%	0.09%	0.15%	0.25%	0.25%	0.33%	0.44%	0.51%
SNOW Snowflake 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%
CRM salesforce.com, inc.	0.61%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the AI2. 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 AI2 was 56.28%, occurring on Jan 5, 2023. Recovery took 274 trading sessions.

The current AI2 drawdown is 5.50%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-56.28%	Nov 9, 2021	291	Jan 5, 2023	274	Feb 8, 2024	565
-31.66%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-21.89%	Feb 10, 2021	18	Mar 8, 2021	105	Aug 5, 2021	123
-13.34%	Jul 11, 2024	18	Aug 5, 2024	32	Sep 19, 2024	50
-12.98%	Feb 16, 2024	44	Apr 19, 2024	49	Jul 1, 2024	93

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	TSLA	PLTR	AAPL	PEGA	GOOGL	SNOW	MDB	NVDA	CRM	MSFT	Portfolio
^GSPC	1.00	0.56	0.54	0.72	0.58	0.71	0.53	0.52	0.69	0.65	0.77	0.78
TSLA	0.56	1.00	0.50	0.49	0.39	0.44	0.46	0.45	0.47	0.44	0.45	0.69
PLTR	0.54	0.50	1.00	0.40	0.55	0.40	0.58	0.56	0.50	0.51	0.44	0.78
AAPL	0.72	0.49	0.40	1.00	0.43	0.60	0.41	0.42	0.52	0.50	0.67	0.64
PEGA	0.58	0.39	0.55	0.43	1.00	0.46	0.54	0.59	0.47	0.61	0.51	0.72
GOOGL	0.71	0.44	0.40	0.60	0.46	1.00	0.44	0.44	0.55	0.53	0.72	0.64
SNOW	0.53	0.46	0.58	0.41	0.54	0.44	1.00	0.71	0.50	0.55	0.51	0.77
MDB	0.52	0.45	0.56	0.42	0.59	0.44	0.71	1.00	0.53	0.58	0.55	0.78
NVDA	0.69	0.47	0.50	0.52	0.47	0.55	0.50	0.53	1.00	0.56	0.64	0.74
CRM	0.65	0.44	0.51	0.50	0.61	0.53	0.55	0.58	0.56	1.00	0.61	0.73
MSFT	0.77	0.45	0.44	0.67	0.51	0.72	0.51	0.55	0.64	0.61	1.00	0.73
Portfolio	0.78	0.69	0.78	0.64	0.72	0.64	0.77	0.78	0.74	0.73	0.73	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

AI2

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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