AI 5
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AI 5, 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 Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Sep 19, 2024, the AI 5 returned 48.54% Year-To-Date and 46.48% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
AI 5 | 51.95% | -1.81% | 12.34% | 93.37% | 50.43% | 46.87% |
Portfolio components: | ||||||
NVIDIA Corporation | 128.98% | -10.90% | 24.01% | 168.48% | 92.73% | 73.96% |
Microsoft Corporation | 17.30% | 3.27% | 2.54% | 37.79% | 27.00% | 27.05% |
Advanced Micro Devices, Inc. | 6.33% | 0.22% | -12.28% | 56.21% | 39.25% | 45.32% |
Taiwan Semiconductor Manufacturing Company Limited | 62.60% | -2.41% | 20.78% | 94.63% | 33.44% | 26.69% |
Broadcom Inc. | 51.60% | 1.22% | 25.00% | 104.68% | 47.01% | 37.99% |
Monthly Returns
The table below presents the monthly returns of AI 5, 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 | 11.61% | 14.83% | 4.21% | -5.02% | 10.30% | 11.27% | -5.43% | 1.92% | 51.95% | ||||
2023 | 16.41% | 4.42% | 15.72% | -2.78% | 24.06% | 4.74% | 2.31% | -1.22% | -7.18% | -0.55% | 14.44% | 11.03% | 110.62% |
2022 | -10.97% | -2.31% | 1.72% | -17.26% | 4.69% | -15.58% | 14.21% | -9.41% | -16.76% | 0.27% | 23.10% | -8.92% | -37.37% |
2021 | 2.32% | 2.59% | -2.81% | 4.12% | 2.02% | 11.27% | 3.01% | 5.85% | -5.86% | 13.91% | 14.01% | -0.19% | 60.44% |
2020 | 0.06% | -0.85% | -4.97% | 13.06% | 5.71% | 7.78% | 19.86% | 12.64% | -1.85% | -3.98% | 13.26% | 4.85% | 83.50% |
2019 | 10.18% | 3.19% | 9.09% | 6.53% | -12.59% | 11.77% | 2.85% | 0.31% | 1.14% | 10.57% | 8.10% | 8.54% | 74.75% |
2018 | 16.44% | -4.13% | -5.57% | -1.39% | 11.51% | 0.28% | 7.47% | 13.46% | 9.64% | -19.00% | 0.08% | -5.23% | 19.38% |
2017 | 3.65% | 7.16% | 3.66% | -1.52% | 8.06% | 1.35% | 7.10% | 1.65% | 0.33% | 7.06% | -0.71% | -2.84% | 40.09% |
2016 | -8.89% | 0.70% | 15.62% | -0.20% | 16.81% | 4.76% | 15.14% | 6.06% | 1.73% | 2.60% | 10.28% | 11.14% | 102.37% |
2015 | -3.43% | 15.72% | -5.97% | 1.26% | 4.10% | -5.18% | -4.70% | -1.65% | 2.55% | 12.26% | 7.56% | 8.34% | 32.05% |
2014 | -2.38% | 9.52% | 5.44% | 0.54% | 3.27% | 2.10% | -3.51% | 9.44% | -3.49% | -0.33% | 5.23% | -1.44% | 25.90% |
2013 | 5.53% | -0.13% | 1.30% | 6.72% | 13.66% | -0.58% | -3.94% | -0.37% | 7.00% | 1.17% | 2.85% | 4.70% | 43.64% |
Expense Ratio
AI 5 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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of AI 5 is 75, placing it in the top 25% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
---|---|---|---|---|---|
NVIDIA Corporation | 3.10 | 3.40 | 1.43 | 5.94 | 18.70 |
Microsoft Corporation | 1.73 | 2.27 | 1.29 | 2.23 | 6.82 |
Advanced Micro Devices, Inc. | 1.12 | 1.72 | 1.22 | 1.29 | 2.86 |
Taiwan Semiconductor Manufacturing Company Limited | 2.49 | 3.14 | 1.40 | 2.45 | 13.56 |
Broadcom Inc. | 2.22 | 2.82 | 1.36 | 4.01 | 12.44 |
Dividends
Dividend yield
AI 5 granted a 0.66% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AI 5 | 0.66% | 0.85% | 1.34% | 0.91% | 1.14% | 1.70% | 1.76% | 1.27% | 1.37% | 1.44% | 1.43% | 1.70% |
Portfolio components: | ||||||||||||
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Advanced Micro Devices, 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% |
Taiwan Semiconductor Manufacturing Company Limited | 1.31% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
Broadcom Inc. | 1.26% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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 5. 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 5 was 49.67%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current AI 5 drawdown is 12.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-49.67% | Dec 28, 2021 | 202 | Oct 14, 2022 | 153 | May 25, 2023 | 355 |
-32.77% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
-31.09% | Feb 18, 2011 | 440 | Nov 16, 2012 | 227 | Oct 14, 2013 | 667 |
-29.74% | Oct 2, 2018 | 58 | Dec 24, 2018 | 79 | Apr 18, 2019 | 137 |
-27.71% | Apr 16, 2010 | 96 | Aug 31, 2010 | 79 | Dec 22, 2010 | 175 |
Volatility
Volatility Chart
The current AI 5 volatility is 12.59%, 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
MSFT | AMD | TSM | AVGO | NVDA | |
---|---|---|---|---|---|
MSFT | 1.00 | 0.46 | 0.47 | 0.49 | 0.54 |
AMD | 0.46 | 1.00 | 0.48 | 0.47 | 0.61 |
TSM | 0.47 | 0.48 | 1.00 | 0.53 | 0.55 |
AVGO | 0.49 | 0.47 | 0.53 | 1.00 | 0.56 |
NVDA | 0.54 | 0.61 | 0.55 | 0.56 | 1.00 |