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AI

Currency in USD · Last updated May 28, 2025

Asset Allocation

CRWD 12.5%ANET 12.5%MSFT 12.5%CRM 12.5%AMZN 12.5%PANW 12.5%AAPL 12.5%NVDA 12.5%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
12.50%
AMZN
Amazon.com, Inc.		Consumer Cyclical
12.50%
ANET
Arista Networks, Inc.		Technology
12.50%
CRM
salesforce.com, inc.		Technology
12.50%
CRWD
CrowdStrike Holdings, Inc.		Technology
12.50%
MSFT
Microsoft Corporation		Technology
12.50%
NVDA
NVIDIA Corporation		Technology
12.50%
PANW
Palo Alto Networks, Inc.		Technology
12.50%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.68%7.17%-1.66%11.63%14.34%10.88%
AI-1.26%10.46%-1.52%18.76%36.21%N/A
Portfolio components:
CRWD
CrowdStrike Holdings, Inc.		38.01%11.14%29.62%34.36%42.81%N/A
ANET
Arista Networks, Inc.		-16.32%18.71%-9.40%20.69%46.02%35.70%
MSFT
Microsoft Corporation		9.72%17.78%8.05%7.92%21.53%27.48%
CRM
salesforce.com, inc.		-16.96%3.49%-19.01%2.40%9.04%14.39%
AMZN
Amazon.com, Inc.		-6.09%9.01%-0.89%13.98%11.41%25.38%
PANW
Palo Alto Networks, Inc.		3.02%4.74%-5.42%16.58%37.43%20.83%
AAPL
Apple Inc		-19.86%-4.21%-14.62%5.88%20.95%21.24%
NVDA
NVIDIA Corporation		0.91%22.06%-1.02%27.31%74.16%73.90%
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.83%-5.18%-10.33%4.47%9.17%-1.26%
20249.25%8.45%1.50%-5.51%7.47%13.12%-6.66%3.14%2.82%2.37%8.49%1.24%53.76%
202314.46%6.62%15.09%-1.93%15.84%4.61%2.90%2.99%-6.00%2.81%17.32%3.80%108.16%
2022-9.62%0.59%7.68%-16.44%-7.85%-5.63%15.09%-4.42%-10.92%4.38%2.01%-13.01%-35.43%
20211.19%-2.08%-2.63%9.55%2.01%9.42%2.30%7.77%-4.83%12.54%5.56%-0.34%46.55%
20208.54%-6.45%-4.52%16.14%11.86%7.03%11.95%12.59%-4.50%-5.86%14.73%9.61%92.08%
20195.32%7.65%-5.32%-3.07%4.45%2.90%2.26%14.37%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

AI 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

The current rank of AI is 40, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of AI is 4040
Overall Rank
The Sharpe Ratio Rank of AI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of AI is 4646
Sortino Ratio Rank
The Omega Ratio Rank of AI is 3939
Omega Ratio Rank
The Calmar Ratio Rank of AI is 5050
Calmar Ratio Rank
The Martin Ratio Rank of AI is 3232
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
CRWD
CrowdStrike Holdings, Inc.		0.651.251.160.831.87
ANET
Arista Networks, Inc.		0.390.751.110.340.86
MSFT
Microsoft Corporation		0.310.631.080.330.73
CRM
salesforce.com, inc.		0.060.211.03-0.05-0.12
AMZN
Amazon.com, Inc.		0.410.751.090.401.05
PANW
Palo Alto Networks, Inc.		0.461.051.130.802.38
AAPL
Apple Inc		0.180.471.060.160.50
NVDA
NVIDIA Corporation		0.461.311.171.162.84

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 Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: 0.59
  • 5-Year: 1.19
  • All Time: 1.18

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 0.55 to 1.08, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of AI 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 provided a 0.23% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.23%0.20%0.16%0.23%0.15%0.21%0.31%0.49%0.45%0.59%0.68%0.73%
Portfolio components:
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%
ANET
Arista Networks, 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		0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
CRM
salesforce.com, inc.		0.58%0.48%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%
PANW
Palo Alto Networks, 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%
AAPL
Apple Inc		0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

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. 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 40.47%, occurring on Jan 5, 2023. Recovery took 99 trading sessions.

The current AI drawdown is 6.98%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.47%Nov 22, 2021282Jan 5, 202399May 30, 2023381
-34.42%Feb 20, 202018Mar 16, 202039May 11, 202057
-27.46%Dec 17, 202474Apr 4, 2025———
-17.72%Jul 9, 202420Aug 5, 202447Oct 10, 202467
-16.13%Feb 17, 202114Mar 8, 202166Jun 10, 202180
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 8 assets, with an effective number of assets of 8.00, 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.
^GSPCCRWDPANWAAPLANETCRMNVDAAMZNMSFTPortfolio
^GSPC1.000.470.550.720.640.650.690.670.770.78
CRWD0.471.000.590.380.500.550.510.520.490.77
PANW0.550.591.000.450.520.550.510.500.520.73
AAPL0.720.380.451.000.490.520.560.600.680.68
ANET0.640.500.520.491.000.540.590.530.590.76
CRM0.650.550.550.520.541.000.570.600.630.76
NVDA0.690.510.510.560.590.571.000.610.660.80
AMZN0.670.520.500.600.530.600.611.000.700.76
MSFT0.770.490.520.680.590.630.660.701.000.80
Portfolio0.780.770.730.680.760.760.800.760.801.00
The correlation results are calculated based on daily price changes starting from Jun 13, 2019
Go to the full Correlations tool for more customization options