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做多AI量化多策略

Last updated Dec 8, 2023

🚀 "Discover NexaNeural Funds - your gateway to profiting from the AI era! Specializing in a handpicked portfolio solely dedicated to the most promising AI applications. Join us in navigating the future of tech investments! #AIInvesting #NexaNeural #TechFuture"

Asset Allocation


AMD 10%TSLA 10%NOW 8%CDNS 8%SNPS 8%CRM 8%ADBE 8%GOOG 6%MSFT 6%CRWD 5%PLTR 4%MDB 4%CFLT 4%DDOG 4%WDAY 4%GTLB 3%EquityEquity
PositionCategory/SectorWeight
AMD
Advanced Micro Devices, Inc.
Technology10%
TSLA
Tesla, Inc.
Consumer Cyclical10%
NOW
ServiceNow, Inc.
Technology8%
CDNS
Cadence Design Systems, Inc.
Technology8%
SNPS
Synopsys, Inc.
Technology8%
CRM
salesforce.com, inc.
Technology8%
ADBE
Adobe Inc
Technology8%
GOOG
Alphabet Inc.
Communication Services6%
MSFT
Microsoft Corporation
Technology6%
CRWD
CrowdStrike Holdings, Inc.
Technology5%
PLTR
Palantir Technologies Inc.
Technology4%
MDB
MongoDB, Inc.
Technology4%
CFLT
Confluent, Inc.
Technology4%
DDOG
Datadog, Inc.
Technology4%
WDAY
Workday, Inc.
Technology4%
GTLB
GitLab Inc.
Technology3%

Performance

The chart shows the growth of an initial investment of $10,000 in 做多AI量化多策略, 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


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.75%
6.79%
做多AI量化多策略
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 14, 2021, corresponding to the inception date of GTLB

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
做多AI量化多策略83.22%10.54%17.76%78.61%N/AN/A
AMD
Advanced Micro Devices, Inc.
98.19%13.15%6.05%83.02%45.92%42.92%
NOW
ServiceNow, Inc.
77.11%12.02%28.46%77.00%30.46%29.61%
GOOG
Alphabet Inc.
56.04%4.57%12.86%45.51%21.75%17.85%
MSFT
Microsoft Corporation
56.05%3.10%14.52%53.14%30.15%27.58%
PLTR
Palantir Technologies Inc.
168.22%-8.40%13.36%143.56%N/AN/A
MDB
MongoDB, Inc.
95.20%4.12%2.55%115.50%35.49%N/A
CFLT
Confluent, Inc.
3.60%27.72%-33.74%10.08%N/AN/A
DDOG
Datadog, Inc.
56.46%12.52%19.77%68.42%N/AN/A
CDNS
Cadence Design Systems, Inc.
61.52%2.26%13.76%61.57%43.56%34.54%
SNPS
Synopsys, Inc.
67.29%7.04%22.04%64.96%43.57%30.39%
CRWD
CrowdStrike Holdings, Inc.
128.10%24.85%58.74%112.16%N/AN/A
TSLA
Tesla, Inc.
96.98%9.21%3.31%39.42%59.13%38.43%
CRM
salesforce.com, inc.
87.68%17.47%18.77%90.72%12.87%16.61%
ADBE
Adobe Inc
80.90%4.03%38.66%86.35%20.70%27.12%
WDAY
Workday, Inc.
62.78%23.00%33.20%65.36%11.19%13.02%
GTLB
GitLab Inc.
30.00%32.59%28.81%38.08%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202323.23%6.63%5.36%-2.99%-4.25%-2.06%18.34%

Sharpe Ratio

The current 做多AI量化多策略 Sharpe ratio is 2.70. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.70

The Sharpe ratio of 做多AI量化多策略 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.70
1.20
做多AI量化多策略
Benchmark (^GSPC)
Portfolio components

Dividend yield

做多AI量化多策略 granted a 0.05% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
做多AI量化多策略0.05%0.06%0.04%0.06%0.07%0.10%0.11%0.14%0.14%0.15%0.16%0.19%
AMD
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%
NOW
ServiceNow, 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%
GOOG
Alphabet 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%
MSFT
Microsoft Corporation
0.75%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
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%
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%
CFLT
Confluent, 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%
DDOG
Datadog, 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%
CDNS
Cadence Design Systems, 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%
SNPS
Synopsys, 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%
CRWD
CrowdStrike Holdings, 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%
CRM
salesforce.com, 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%
ADBE
Adobe 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%
WDAY
Workday, 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%
GTLB
GitLab 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%

Expense Ratio

The 做多AI量化多策略 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMD
Advanced Micro Devices, Inc.
1.74
NOW
ServiceNow, Inc.
2.40
GOOG
Alphabet Inc.
1.35
MSFT
Microsoft Corporation
2.05
PLTR
Palantir Technologies Inc.
2.09
MDB
MongoDB, Inc.
2.56
CFLT
Confluent, Inc.
0.12
DDOG
Datadog, Inc.
1.13
CDNS
Cadence Design Systems, Inc.
2.12
SNPS
Synopsys, Inc.
2.34
CRWD
CrowdStrike Holdings, Inc.
2.61
TSLA
Tesla, Inc.
0.61
CRM
salesforce.com, inc.
2.90
ADBE
Adobe Inc
2.64
WDAY
Workday, Inc.
2.13
GTLB
GitLab Inc.
0.56

Asset Correlations Table

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

TSLAGTLBAMDGOOGCFLTPLTRCRWDWDAYMSFTCRMCDNSDDOGADBEMDBSNPSNOW
TSLA1.000.470.530.520.530.580.490.460.520.520.510.520.540.520.520.52
GTLB0.471.000.520.490.700.650.640.570.520.570.540.690.570.710.600.67
AMD0.530.521.000.650.550.600.520.550.670.590.660.560.670.590.710.62
GOOG0.520.490.651.000.530.570.530.570.780.610.630.560.720.570.650.63
CFLT0.530.700.550.531.000.670.640.620.560.610.560.750.590.760.600.70
PLTR0.580.650.600.570.671.000.660.610.550.610.610.690.620.690.640.68
CRWD0.490.640.520.530.640.661.000.670.560.640.620.730.610.740.660.71
WDAY0.460.570.550.570.620.610.671.000.640.710.640.670.670.690.670.74
MSFT0.520.520.670.780.560.550.560.641.000.660.690.620.760.630.730.70
CRM0.520.570.590.610.610.610.640.710.661.000.640.670.730.650.670.76
CDNS0.510.540.660.630.560.610.620.640.690.641.000.620.730.620.910.72
DDOG0.520.690.560.560.750.690.730.670.620.670.621.000.610.860.650.75
ADBE0.540.570.670.720.590.620.610.670.760.730.730.611.000.640.760.75
MDB0.520.710.590.570.760.690.740.690.630.650.620.860.641.000.680.77
SNPS0.520.600.710.650.600.640.660.670.730.670.910.650.760.681.000.76
NOW0.520.670.620.630.700.680.710.740.700.760.720.750.750.770.761.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-5.33%
-4.40%
做多AI量化多策略
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 做多AI量化多策略. 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 做多AI量化多策略 was 51.30%, occurring on Jan 5, 2023. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.3%Nov 9, 2021291Jan 5, 2023
-0.89%Oct 26, 20212Oct 27, 20211Oct 28, 20213
-0.09%Oct 20, 20211Oct 20, 20211Oct 21, 20212

Volatility Chart

The current 做多AI量化多策略 volatility is 6.04%, 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.04%
2.98%
做多AI量化多策略
Benchmark (^GSPC)
Portfolio components
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