AI
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 25% |
META Meta Platforms, Inc. | Communication Services | 25% |
MSTR MicroStrategy Incorporated | Technology | 25% |
NVDA NVIDIA Corporation | Technology | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AI, 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 every 3 months.
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Apr 20, 2025, the AI returned -1.26% Year-To-Date and 40.90% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| AI | -22.51% | -13.32% | -23.60% | 36.22% | 65.98% | 51.96% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | -24.42% | -14.38% | -26.44% | 33.22% | 70.28% | 69.14% |
META Meta Platforms, Inc. | -14.28% | -14.42% | -12.86% | 4.62% | 23.18% | 19.59% |
MSTR MicroStrategy Incorporated | 9.52% | 5.01% | 46.95% | 170.16% | 90.74% | 33.61% |
IAU iShares Gold Trust | 26.50% | 9.04% | 21.92% | 38.75% | 14.10% | 10.59% |
Monthly Returns
The table below presents the monthly returns of AI, 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 | -8.59% | 2.26% | -12.11% | -5.68% | -22.51% | ||||||||
| 2024 | 22.28% | 29.55% | 14.91% | -5.84% | 26.56% | 11.88% | -4.75% | 1.67% | 2.57% | 9.97% | 6.03% | -3.95% | 170.00% |
| 2023 | 33.45% | 18.02% | 19.42% | 0.85% | 33.41% | 11.57% | 10.71% | 4.54% | -11.22% | -5.32% | 14.36% | 6.41% | 234.27% |
| 2022 | -16.43% | -2.38% | 11.35% | -30.35% | -0.60% | -18.92% | 19.09% | -15.66% | -18.75% | 8.39% | 23.20% | -13.00% | -51.66% |
| 2021 | 1.91% | 5.97% | -1.43% | 10.72% | 4.62% | 21.52% | -2.13% | 13.50% | -8.23% | 20.37% | 23.95% | -9.61% | 105.95% |
| 2020 | 0.46% | 9.25% | -4.42% | 12.36% | 18.39% | 5.74% | 11.58% | 23.65% | -0.42% | -5.93% | 8.79% | -1.52% | 104.29% |
| 2019 | 10.86% | 4.87% | 12.09% | 3.86% | -19.80% | 16.81% | 1.77% | -0.90% | 1.82% | 12.69% | 6.49% | 6.47% | 66.39% |
| 2018 | 21.16% | -2.24% | -4.99% | -1.11% | 11.27% | -4.57% | 0.51% | 12.17% | -1.06% | -21.46% | -18.27% | -14.48% | -27.63% |
| 2017 | 4.64% | -3.80% | 5.39% | -1.07% | 22.94% | 0.32% | 8.66% | 3.34% | 3.58% | 12.48% | -2.28% | -2.82% | 60.83% |
| 2016 | -1.86% | 0.56% | 9.28% | 1.42% | 12.36% | -1.21% | 12.46% | 3.36% | 6.49% | 4.27% | 12.28% | 9.00% | 91.78% |
| 2015 | -1.23% | 7.33% | -1.66% | 1.99% | -0.48% | -1.00% | 6.85% | 1.48% | 2.63% | 6.97% | 4.53% | 2.17% | 33.18% |
| 2014 | 4.80% | 9.86% | -7.47% | 1.80% | 5.59% | 2.11% | 0.77% | 3.79% | -1.59% | 3.66% | 5.02% | -2.27% | 28.06% |
Expense Ratio
AI has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 87, AI is among the top 13% 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.
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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.27 | 0.79 | 1.10 | 0.44 | 1.20 |
META Meta Platforms, Inc. | 0.02 | 0.29 | 1.04 | 0.02 | 0.07 |
MSTR MicroStrategy Incorporated | 1.48 | 2.34 | 1.27 | 3.07 | 6.51 |
IAU iShares Gold Trust | 2.37 | 3.14 | 1.41 | 4.75 | 12.80 |
Dividends
Dividend yield
AI provided a 0.11% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.11% | 0.09% | 0.01% | 0.03% | 0.01% | 0.03% | 0.07% | 0.11% | 0.07% | 0.11% | 0.30% | 0.42% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
META Meta Platforms, Inc. | 0.40% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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. 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 was 65.76%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current AI drawdown is 19.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.76% | Nov 30, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
| -48.91% | Oct 2, 2018 | 58 | Dec 24, 2018 | 285 | Feb 12, 2020 | 343 |
| -35.68% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -35.54% | Jan 7, 2025 | 61 | Apr 4, 2025 | — | — | — |
| -26.07% | Jun 20, 2024 | 34 | Aug 7, 2024 | 45 | Oct 10, 2024 | 79 |
Volatility
Volatility Chart
The current AI volatility is 24.53%, 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
| IAU | MSTR | META | NVDA | |
|---|---|---|---|---|
| IAU | 1.00 | 0.02 | 0.03 | 0.02 |
| MSTR | 0.02 | 1.00 | 0.34 | 0.39 |
| META | 0.03 | 0.34 | 1.00 | 0.47 |
| NVDA | 0.02 | 0.39 | 0.47 | 1.00 |