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AI Focused
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Risk-Adjusted Performance
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AI Focused

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

NVDA 25%MSFT 20%GOOGL 20%AMZN 10%PLTR 10%TSLA 10%AI 5%EquityEquity
PositionCategory/SectorTarget Weight
AI
C3.ai, Inc.		Technology
5%
AMZN
Amazon.com, Inc.		Consumer Cyclical
10%
GOOGL
Alphabet Inc Class A		Communication Services
20%
MSFT
Microsoft Corporation		Technology
20%
NVDA
NVIDIA Corporation		Technology
25%
PLTR
Palantir Technologies Inc.		Technology
10%
TSLA
Tesla, Inc.		Consumer Cyclical
10%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%3.96%-2.00%12.02%14.19%10.85%
AI Focused3.78%10.76%8.45%47.47%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		0.63%18.02%-2.51%23.29%72.51%74.01%
MSFT
Microsoft Corporation		9.64%5.96%7.23%11.75%21.26%27.46%
GOOGL
Alphabet Inc Class A		-9.17%4.70%0.38%0.04%19.21%20.07%
AMZN
Amazon.com, Inc.		-6.55%7.91%-2.71%16.19%10.92%25.27%
PLTR
Palantir Technologies Inc.		74.24%6.03%98.49%507.84%N/AN/A
TSLA
Tesla, Inc.		-14.21%20.63%-2.98%94.55%44.15%35.54%
AI
C3.ai, Inc.		-22.77%18.28%-26.53%-10.08%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of AI Focused, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.05%-8.23%-8.73%6.54%16.36%3.78%
20243.83%18.11%3.41%-2.17%10.25%9.44%-2.09%-0.56%6.73%2.66%15.55%5.34%94.36%
202323.94%6.01%15.47%-3.56%29.97%6.39%8.68%-2.72%-5.94%-3.67%14.75%1.25%125.17%
2022-12.41%-3.21%8.51%-21.58%-3.05%-8.46%15.52%-11.01%-11.86%1.23%6.96%-13.45%-45.64%
20217.42%-3.52%-1.62%9.02%-0.23%11.72%-0.44%9.57%-6.03%16.80%4.71%-5.38%46.98%
20204.54%4.54%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

AI Focused 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 81, AI Focused is among the top 19% 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.

The Risk-Adjusted Performance Rank of AI Focused is 8181
Overall Rank
The Sharpe Ratio Rank of AI Focused is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AI Focused is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AI Focused is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AI Focused is 8686
Calmar Ratio Rank
The Martin Ratio Rank of AI Focused is 7373
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		0.380.841.110.511.24
MSFT
Microsoft Corporation		0.470.621.080.330.73
GOOGL
Alphabet Inc Class A		0.010.121.01-0.07-0.15
AMZN
Amazon.com, Inc.		0.420.751.090.411.04
PLTR
Palantir Technologies Inc.		7.095.331.7211.3639.09
TSLA
Tesla, Inc.		1.312.101.251.643.87
AI
C3.ai, Inc.		-0.110.791.090.120.35

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.

AI Focused Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 1.29
  • All Time: 1.00

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 0.59 to 1.12, 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 AI Focused 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

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

TTM20242023202220212020201920182017201620152014
Portfolio0.24%0.21%0.16%0.24%0.15%0.22%0.31%0.45%0.45%0.59%0.77%0.92%
Portfolio components:
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%
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%
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%
AMZN
Amazon.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%
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%
AI
C3.ai, 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%

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 AI Focused. 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 Focused was 51.94%, occurring on Jan 5, 2023. Recovery took 109 trading sessions.

The current AI Focused drawdown is 2.15%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.94%Nov 22, 2021282Jan 5, 2023109Jun 13, 2023391
-28.28%Dec 26, 202470Apr 8, 2025———
-19.87%Jul 11, 202418Aug 5, 202458Oct 25, 202476
-18.6%Feb 10, 202118Mar 8, 202168Jun 14, 202186
-13.28%Aug 1, 202362Oct 26, 202313Nov 14, 202375
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 7 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCAITSLAPLTRGOOGLNVDAAMZNMSFTPortfolio
^GSPC1.000.520.570.560.710.700.700.770.82
AI0.521.000.460.630.360.440.430.400.63
TSLA0.570.461.000.510.440.480.470.450.68
PLTR0.560.630.511.000.430.520.520.450.73
GOOGL0.710.360.440.431.000.560.680.720.74
NVDA0.700.440.480.520.561.000.590.640.86
AMZN0.700.430.470.520.680.591.000.700.76
MSFT0.770.400.450.450.720.640.701.000.78
Portfolio0.820.630.680.730.740.860.760.781.00
The correlation results are calculated based on daily price changes starting from Dec 10, 2020
Go to the full Correlations tool for more customization options