做多AI量化多策略
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Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 10% |
TSLA Tesla, Inc. | Consumer Cyclical | 10% |
NOW ServiceNow, Inc. | Technology | 8% |
CDNS Cadence Design Systems, Inc. | Technology | 8% |
SNPS Synopsys, Inc. | Technology | 8% |
CRM salesforce.com, inc. | Technology | 8% |
ADBE Adobe Inc | Technology | 8% |
GOOG Alphabet Inc. | Communication Services | 6% |
MSFT Microsoft Corporation | Technology | 6% |
CRWD CrowdStrike Holdings, Inc. | Technology | 5% |
PLTR Palantir Technologies Inc. | Technology | 4% |
MDB MongoDB, Inc. | Technology | 4% |
CFLT Confluent, Inc. | Technology | 4% |
DDOG Datadog, Inc. | Technology | 4% |
WDAY Workday, Inc. | Technology | 4% |
GTLB GitLab Inc. | Technology | 3% |
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
The earliest data available for this chart is Oct 14, 2021, corresponding to the inception date of GTLB
Returns
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
做多AI量化多策略 | 83.22% | 10.54% | 17.76% | 78.61% | N/A | N/A |
Portfolio components: | ||||||
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/A | N/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/A | N/A |
DDOG Datadog, Inc. | 56.46% | 12.52% | 19.77% | 68.42% | N/A | N/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/A | N/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/A | N/A |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 23.23% | 6.63% | 5.36% | -2.99% | -4.25% | -2.06% | 18.34% |
Dividend yield
做多AI量化多策略 granted a 0.05% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
TSLA | GTLB | AMD | GOOG | CFLT | PLTR | CRWD | WDAY | MSFT | CRM | CDNS | DDOG | ADBE | MDB | SNPS | NOW | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLA | 1.00 | 0.47 | 0.53 | 0.52 | 0.53 | 0.58 | 0.49 | 0.46 | 0.52 | 0.52 | 0.51 | 0.52 | 0.54 | 0.52 | 0.52 | 0.52 |
GTLB | 0.47 | 1.00 | 0.52 | 0.49 | 0.70 | 0.65 | 0.64 | 0.57 | 0.52 | 0.57 | 0.54 | 0.69 | 0.57 | 0.71 | 0.60 | 0.67 |
AMD | 0.53 | 0.52 | 1.00 | 0.65 | 0.55 | 0.60 | 0.52 | 0.55 | 0.67 | 0.59 | 0.66 | 0.56 | 0.67 | 0.59 | 0.71 | 0.62 |
GOOG | 0.52 | 0.49 | 0.65 | 1.00 | 0.53 | 0.57 | 0.53 | 0.57 | 0.78 | 0.61 | 0.63 | 0.56 | 0.72 | 0.57 | 0.65 | 0.63 |
CFLT | 0.53 | 0.70 | 0.55 | 0.53 | 1.00 | 0.67 | 0.64 | 0.62 | 0.56 | 0.61 | 0.56 | 0.75 | 0.59 | 0.76 | 0.60 | 0.70 |
PLTR | 0.58 | 0.65 | 0.60 | 0.57 | 0.67 | 1.00 | 0.66 | 0.61 | 0.55 | 0.61 | 0.61 | 0.69 | 0.62 | 0.69 | 0.64 | 0.68 |
CRWD | 0.49 | 0.64 | 0.52 | 0.53 | 0.64 | 0.66 | 1.00 | 0.67 | 0.56 | 0.64 | 0.62 | 0.73 | 0.61 | 0.74 | 0.66 | 0.71 |
WDAY | 0.46 | 0.57 | 0.55 | 0.57 | 0.62 | 0.61 | 0.67 | 1.00 | 0.64 | 0.71 | 0.64 | 0.67 | 0.67 | 0.69 | 0.67 | 0.74 |
MSFT | 0.52 | 0.52 | 0.67 | 0.78 | 0.56 | 0.55 | 0.56 | 0.64 | 1.00 | 0.66 | 0.69 | 0.62 | 0.76 | 0.63 | 0.73 | 0.70 |
CRM | 0.52 | 0.57 | 0.59 | 0.61 | 0.61 | 0.61 | 0.64 | 0.71 | 0.66 | 1.00 | 0.64 | 0.67 | 0.73 | 0.65 | 0.67 | 0.76 |
CDNS | 0.51 | 0.54 | 0.66 | 0.63 | 0.56 | 0.61 | 0.62 | 0.64 | 0.69 | 0.64 | 1.00 | 0.62 | 0.73 | 0.62 | 0.91 | 0.72 |
DDOG | 0.52 | 0.69 | 0.56 | 0.56 | 0.75 | 0.69 | 0.73 | 0.67 | 0.62 | 0.67 | 0.62 | 1.00 | 0.61 | 0.86 | 0.65 | 0.75 |
ADBE | 0.54 | 0.57 | 0.67 | 0.72 | 0.59 | 0.62 | 0.61 | 0.67 | 0.76 | 0.73 | 0.73 | 0.61 | 1.00 | 0.64 | 0.76 | 0.75 |
MDB | 0.52 | 0.71 | 0.59 | 0.57 | 0.76 | 0.69 | 0.74 | 0.69 | 0.63 | 0.65 | 0.62 | 0.86 | 0.64 | 1.00 | 0.68 | 0.77 |
SNPS | 0.52 | 0.60 | 0.71 | 0.65 | 0.60 | 0.64 | 0.66 | 0.67 | 0.73 | 0.67 | 0.91 | 0.65 | 0.76 | 0.68 | 1.00 | 0.76 |
NOW | 0.52 | 0.67 | 0.62 | 0.63 | 0.70 | 0.68 | 0.71 | 0.74 | 0.70 | 0.76 | 0.72 | 0.75 | 0.75 | 0.77 | 0.76 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2021 | 291 | Jan 5, 2023 | — | — | — |
-0.89% | Oct 26, 2021 | 2 | Oct 27, 2021 | 1 | Oct 28, 2021 | 3 |
-0.09% | Oct 20, 2021 | 1 | Oct 20, 2021 | 1 | Oct 21, 2021 | 2 |
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.