AI driven portfolio

The chart shows the growth of an initial investment of $10,000 in AI driven portfolio, 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 year.

Based on dividend-adjusted daily data since Sep 16, 2022, AI driven portfolio's average daily return is +0.29%, while the average monthly return is +6.03%. At this rate, your investment would double in approximately 1.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Dec 2024 with a return of +49.6%, while the worst month was Aug 2023 at -17.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AI driven portfolio closed higher 54% of trading days. The best single day was Dec 26, 2024 with a return of +15.1%, while the worst single day was Dec 19, 2024 at -12.9%.

AI driven portfolio has an annualized alpha of 59.31%, beta of 1.65, and R² of 0.35 versus S&P 500 Index. Calculated based on daily prices since September 16, 2022.

• This portfolio captured 403.59% of S&P 500 Index gains and 101.34% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.35 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

AI driven portfolio has an expense ratio of 0.12%, 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.

AI driven portfolio ranks 98 for risk / return — in the top 98% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 driven portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 4.47
• All Time: 1.97

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 0.99 to 1.69, 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 driven portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

AI driven portfolio provided a 0.49% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the AI driven portfolio. 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 driven portfolio was 35.47%, occurring on Oct 30, 2023. Recovery took 175 trading sessions.

The current AI driven portfolio drawdown is 12.67%.

The chart below shows the rolling one-month volatility.