Asset Allocation
Find the right asset allocation for AI2GO
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AI2GO, 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.
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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.42% | 2.45% | 8.74% | 10.66% | 21.02% | 19.50% | 11.63% | 13.41% |
Portfolio AI2GO | -0.73% | 5.89% | — | — | — | — | — | — |
| Portfolio components: | ||||||||
AAPL Apple Inc | -0.28% | 6.66% | 21.80% | 16.20% | 49.92% | 19.35% | 17.39% | 30.40% |
ABBNY ABB Ltd | -1.65% | -1.09% | 39.32% | 41.73% | 76.34% | 41.93% | 26.21% | 21.61% |
ABBV AbbVie Inc. | -0.73% | 10.37% | 14.57% | 10.36% | 33.11% | 26.78% | 20.75% | 19.05% |
ABSI Absci Corporation | -7.59% | 62.83% | 217.84% | 203.72% | 297.00% | 87.04% | — | — |
AEP American Electric Power Company, Inc. | 1.18% | 5.41% | 17.61% | 19.24% | 32.64% | 20.72% | 13.70% | 10.70% |
AGX Argan, Inc. | -8.32% | 1.07% | 102.53% | 101.59% | 198.69% | 153.06% | 71.89% | 33.33% |
ALNY Alnylam Pharmaceuticals, Inc. | -4.49% | 3.24% | -24.99% | -24.87% | -5.14% | 13.91% | 11.07% | 16.66% |
AMD Advanced Micro Devices, Inc. | 2.04% | 14.22% | 174.59% | 160.50% | 281.02% | 71.13% | 43.75% | 59.79% |
AMGN Amgen Inc. | -0.06% | 2.64% | 13.05% | 12.64% | 26.77% | 21.19% | 11.65% | 11.70% |
AMZN Amazon.com, Inc | -0.69% | 1.59% | -0.82% | 6.29% | 9.03% | 23.97% | 5.70% | 20.69% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 6, 2026, AI2GO's average daily return is +0.27%, while the average monthly return is +5.08%. At this rate, an investment would double in approximately 1.2 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +13.8%, while the worst month was Mar 2026 at -4.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, AI2GO closed higher 61% of trading days. The best single day was Feb 6, 2026 with a return of +4.0%, while the worst single day was Jun 5, 2026 at -4.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.33% | -4.76% | 13.75% | 10.55% | 5.41% | -1.78% | 33.08% |
Benchmark Metrics
AI2GO has an annualized alpha of 39.33%, beta of 1.40, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since February 06, 2026.
- This portfolio captured 196.58% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -9.47%) - a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 39.33% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 39.33%
- Beta
- 1.40
- R²
- 0.77
- Upside Capture
- 196.58%
- Downside Capture
- -9.47%
Expense Ratio
AI2GO has an expense ratio of 0.01%, 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.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for AI2GO and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.65 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.28 | — |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.28 | — |
| Martin ratioReturn relative to average drawdown | — | 9.88 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AAPL Apple Inc | 90 | 2.05 | 2.83 | 1.37 | 3.57 | 8.50 |
ABBNY ABB Ltd | 94 | 2.39 | 3.32 | 1.42 | 4.76 | 17.90 |
ABBV AbbVie Inc. | 78 | 1.22 | 1.87 | 1.23 | 1.82 | 4.04 |
ABSI Absci Corporation | 93 | 2.77 | 3.22 | 1.39 | 5.38 | 9.92 |
AEP American Electric Power Company, Inc. | 87 | 1.69 | 2.51 | 1.30 | 3.51 | 8.56 |
AGX Argan, Inc. | 95 | 2.70 | 3.23 | 1.41 | 8.23 | 22.73 |
ALNY Alnylam Pharmaceuticals, Inc. | 37 | -0.20 | -0.03 | 1.00 | -0.17 | -0.29 |
AMD Advanced Micro Devices, Inc. | 97 | 4.22 | 4.03 | 1.52 | 10.41 | 21.27 |
AMGN Amgen Inc. | 72 | 0.91 | 1.56 | 1.18 | 1.49 | 3.33 |
AMZN Amazon.com, Inc | 55 | 0.34 | 0.68 | 1.08 | 0.48 | 1.06 |
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Dividends
Dividend yield
AI2GO provided a 0.97% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.97% | 1.16% | 1.33% | 1.41% | 1.43% | 1.13% | 1.42% | 1.33% | 1.38% | 1.50% | 2.50% | 1.85% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.33% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
ABBNY ABB Ltd | 1.18% | 1.39% | 1.79% | 2.07% | 2.88% | 2.29% | 2.77% | 3.31% | 4.35% | 2.84% | 3.47% | 4.21% |
ABBV AbbVie Inc. | 2.72% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ABSI Absci Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AEP American Electric Power Company, Inc. | 2.79% | 3.24% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% |
AGX Argan, Inc. | 0.30% | 0.52% | 0.93% | 2.24% | 2.71% | 1.94% | 7.31% | 2.49% | 1.98% | 4.44% | 1.42% | 2.16% |
ALNY Alnylam Pharmaceuticals, 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% |
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% |
AMGN Amgen Inc. | 2.70% | 2.91% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% |
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% |
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 AI2GO. 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 AI2GO was 8.23%, occurring on Mar 30, 2026. Recovery took 9 trading sessions.
The current AI2GO drawdown is 1.78%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -8.23%Mar 2026 | 27d | 14d | 1mo 11dMar 2026 - Apr 2026 |
2026 pullback2026 | -7.00%Jun 2026 | 5d | 12d | 17dJun 2026 - Jun 2026 |
2026 pullback2026 | -4.25%May 2026 | 7d | 7d | 14dMay 2026 - May 2026 |
2026 pullback2026 | -2.62%Jun 2026 | 0s | 6d | 6dJun 2026 - Jun 2026 |
2026 pullback2026 | -2.32%Jul 2026 | 7d | — | 11d 11hJul 2026 - now |
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 95 assets, with an effective number of assets of 95.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 2.21 |
The portfolio has a diversification ratio of 2.21, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
AI2GO correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 6, 2026 | 0.85 |
Benchmark Correlations
Correlation vs. S&P 500 Index. ABBNY has the highest benchmark correlation at 0.76, while DUK has the lowest at -0.29.
Asset Correlations Table
Find what AI2GO is missing
See which holdings overlap, where AI2GO is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification