Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^GSPC S&P 500 Index | 15% | |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 5% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 15% |
GOLD Gold.com, Inc | Financial Services | 10% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | Government Bonds | 20% |
IBDRY Iberdrola SA | Utilities | 2% |
META Meta Platforms, Inc. | Communication Services | 5% |
MSFT Microsoft Corporation | Technology | 5% |
NEE NextEra Energy, Inc. | Utilities | 3% |
NKE NIKE, Inc. | Consumer Cyclical | 3% |
QCOM QUALCOMM Incorporated | Technology | 5% |
STZ Constellation Brands, Inc. | Consumer Defensive | 3% |
TSLA Tesla, Inc. | Consumer Cyclical | 5% |
V Visa Inc. | Financial Services | 2% |
WCC WESCO International, Inc. | Industrials | 2% |
Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in ali, 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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The earliest data available for this chart is Dec 2, 2025, corresponding to the inception date of GOLD
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.41% | 0.56% | 0.02% | 0.39% | 19.41% | 15.27% | 11.03% | 13.48% |
Portfolio ali | 0.27% | -3.82% | -1.01% | — | — | — | — | — |
| Portfolio components: | ||||||||
^GSPC S&P 500 Index | 0.41% | 0.56% | 0.02% | 0.39% | 19.41% | 15.27% | 11.03% | 13.48% |
TSLA Tesla, Inc. | 0.00% | -13.83% | -23.19% | -21.68% | 20.76% | 19.83% | 9.27% | 36.16% |
BRK-B Berkshire Hathaway Inc. | 0.00% | -2.69% | -3.95% | -4.02% | -11.89% | 12.38% | 13.05% | 13.72% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 0.00% | 0.54% | 1.55% | 1.20% | -0.38% | 2.18% | 3.76% | — |
QCOM QUALCOMM Incorporated | 0.00% | -5.48% | -24.50% | -22.63% | -12.97% | 0.53% | 0.71% | 13.39% |
STZ Constellation Brands, Inc. | 0.00% | 0.34% | 10.32% | 5.95% | -19.50% | -13.11% | -5.65% | 1.68% |
WCC WESCO International, Inc. | 0.00% | 9.13% | 20.56% | 31.36% | 83.57% | 26.66% | 28.70% | 19.52% |
IBDRY Iberdrola SA | 0.69% | 6.32% | 13.09% | 26.42% | 49.06% | 26.10% | 17.40% | 20.13% |
NEE NextEra Energy, Inc. | 0.12% | 3.13% | 18.88% | 13.35% | 37.45% | 6.63% | 7.09% | 16.10% |
GOLD Gold.com, Inc | -3.78% | -12.96% | 30.45% | — | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Dec 3, 2025, ali's average daily return is -0.02%, while the average monthly return is -0.30%.
Historically, 60% of months were positive and 40% were negative. The best month was Jan 2026 with a return of +4.1%, while the worst month was Mar 2026 at -7.4%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.
On a daily basis, ali closed higher 56% of trading days. The best single day was Mar 31, 2026 with a return of +2.0%, while the worst single day was Mar 19, 2026 at -2.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.11% | 1.92% | -7.39% | 0.73% | -1.01% | ||||||||
| 2025 | -0.86% | -0.86% |
Benchmark Metrics
ali has an annualized alpha of -1.44%, beta of 0.76, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since December 03, 2025.
- This portfolio participated in 86.72% of S&P 500 Index downside but only 71.83% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.44%
- Beta
- 0.76
- R²
- 0.56
- Upside Capture
- 71.83%
- Downside Capture
- 86.72%
Expense Ratio
ali 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
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 Index | 44 | 1.33 | 1.81 | 1.26 | 2.95 | 11.14 |
TSLA Tesla, Inc. | 49 | 0.43 | 0.92 | 1.11 | 1.34 | 3.36 |
BRK-B Berkshire Hathaway Inc. | 14 | -0.69 | -0.84 | 0.89 | -0.45 | -0.71 |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 6 | -0.05 | -0.03 | 1.00 | -0.12 | -0.23 |
QCOM QUALCOMM Incorporated | 21 | -0.40 | -0.35 | 0.95 | -0.13 | -0.33 |
STZ Constellation Brands, Inc. | 14 | -0.70 | -0.87 | 0.90 | -0.45 | -0.70 |
WCC WESCO International, Inc. | 85 | 2.22 | 2.89 | 1.35 | 5.52 | 17.63 |
IBDRY Iberdrola SA | 90 | 2.70 | 3.43 | 1.49 | 6.59 | 18.17 |
NEE NextEra Energy, Inc. | 74 | 1.58 | 2.07 | 1.28 | 3.57 | 8.47 |
GOLD Gold.com, Inc | — | — | — | — | — | — |
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Dividends
Dividend yield
ali provided a 0.68% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.68% | 0.58% | 0.58% | 0.50% | 0.42% | 0.30% | 0.32% | 0.41% | 0.55% | 0.56% | 0.65% | 0.49% |
| Portfolio components: | ||||||||||||
^GSPC S&P 500 Index | 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% |
BRK-B Berkshire Hathaway 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% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QCOM QUALCOMM Incorporated | 2.79% | 2.06% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% |
STZ Constellation Brands, Inc. | 2.50% | 2.95% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% |
WCC WESCO International, Inc. | 0.62% | 0.74% | 0.91% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBDRY Iberdrola SA | 3.26% | 4.18% | 4.38% | 4.11% | 4.14% | 3.77% | 2.83% | 3.01% | 3.76% | 7.28% | 10.00% | 1.71% |
NEE NextEra Energy, Inc. | 2.46% | 2.82% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% |
GOLD Gold.com, Inc | 0.45% | 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 ali. 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 ali was 11.00%, occurring on Mar 27, 2026. The portfolio has not yet recovered.
The current ali drawdown is 8.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11% | Feb 12, 2026 | 32 | Mar 27, 2026 | — | — | — |
| -1.97% | Jan 13, 2026 | 6 | Jan 20, 2026 | 6 | Jan 28, 2026 | 12 |
| -1.18% | Dec 8, 2025 | 15 | Dec 29, 2025 | 5 | Jan 6, 2026 | 20 |
| -0.45% | Jan 7, 2026 | 1 | Jan 7, 2026 | 1 | Jan 8, 2026 | 2 |
| -0.43% | Feb 3, 2026 | 3 | Feb 5, 2026 | 1 | Feb 6, 2026 | 4 |
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 15 assets, with an effective number of assets of 8.98, 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
| Benchmark | NEE | STZ | IB01.L | IBDRY | GOLD | BRK-B | MSFT | TSLA | V | BABA | QCOM | META | NKE | WCC | ^GSPC | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.02 | 0.14 | 0.14 | 0.33 | 0.22 | 0.18 | 0.39 | 0.41 | 0.46 | 0.52 | 0.55 | 0.55 | 0.45 | 0.57 | 1.00 | 0.65 |
| NEE | 0.02 | 1.00 | 0.28 | 0.09 | 0.23 | 0.10 | 0.20 | -0.23 | 0.02 | -0.09 | 0.11 | 0.00 | -0.18 | 0.20 | 0.18 | 0.02 | 0.26 |
| STZ | 0.14 | 0.28 | 1.00 | 0.24 | -0.06 | -0.10 | 0.15 | -0.25 | -0.08 | 0.03 | 0.26 | 0.02 | -0.14 | 0.20 | 0.16 | 0.15 | 0.11 |
| IB01.L | 0.14 | 0.09 | 0.24 | 1.00 | 0.03 | -0.31 | 0.43 | 0.09 | -0.16 | 0.29 | -0.04 | 0.06 | -0.07 | 0.12 | -0.19 | 0.13 | -0.00 |
| IBDRY | 0.33 | 0.23 | -0.06 | 0.03 | 1.00 | 0.10 | 0.22 | 0.16 | 0.02 | 0.19 | 0.14 | 0.25 | 0.16 | 0.16 | 0.14 | 0.33 | 0.30 |
| GOLD | 0.22 | 0.10 | -0.10 | -0.31 | 0.10 | 1.00 | -0.15 | 0.11 | 0.29 | -0.01 | 0.12 | 0.02 | 0.16 | 0.08 | 0.39 | 0.21 | 0.64 |
| BRK-B | 0.18 | 0.20 | 0.15 | 0.43 | 0.22 | -0.15 | 1.00 | 0.08 | -0.02 | 0.46 | -0.13 | 0.11 | 0.14 | 0.34 | -0.07 | 0.18 | 0.21 |
| MSFT | 0.39 | -0.23 | -0.25 | 0.09 | 0.16 | 0.11 | 0.08 | 1.00 | 0.13 | 0.26 | -0.01 | 0.17 | 0.43 | 0.06 | -0.11 | 0.39 | 0.33 |
| TSLA | 0.41 | 0.02 | -0.08 | -0.16 | 0.02 | 0.29 | -0.02 | 0.13 | 1.00 | -0.06 | 0.35 | 0.28 | 0.36 | 0.24 | 0.36 | 0.41 | 0.45 |
| V | 0.46 | -0.09 | 0.03 | 0.29 | 0.19 | -0.01 | 0.46 | 0.26 | -0.06 | 1.00 | 0.15 | 0.33 | 0.34 | 0.30 | 0.12 | 0.46 | 0.28 |
| BABA | 0.52 | 0.11 | 0.26 | -0.04 | 0.14 | 0.12 | -0.13 | -0.01 | 0.35 | 0.15 | 1.00 | 0.28 | 0.27 | 0.27 | 0.42 | 0.52 | 0.48 |
| QCOM | 0.55 | 0.00 | 0.02 | 0.06 | 0.25 | 0.02 | 0.11 | 0.17 | 0.28 | 0.33 | 0.28 | 1.00 | 0.20 | 0.50 | 0.33 | 0.55 | 0.42 |
| META | 0.55 | -0.18 | -0.14 | -0.07 | 0.16 | 0.16 | 0.14 | 0.43 | 0.36 | 0.34 | 0.27 | 0.20 | 1.00 | 0.20 | 0.21 | 0.55 | 0.45 |
| NKE | 0.45 | 0.20 | 0.20 | 0.12 | 0.16 | 0.08 | 0.34 | 0.06 | 0.24 | 0.30 | 0.27 | 0.50 | 0.20 | 1.00 | 0.40 | 0.45 | 0.50 |
| WCC | 0.57 | 0.18 | 0.16 | -0.19 | 0.14 | 0.39 | -0.07 | -0.11 | 0.36 | 0.12 | 0.42 | 0.33 | 0.21 | 0.40 | 1.00 | 0.57 | 0.52 |
| ^GSPC | 1.00 | 0.02 | 0.15 | 0.13 | 0.33 | 0.21 | 0.18 | 0.39 | 0.41 | 0.46 | 0.52 | 0.55 | 0.55 | 0.45 | 0.57 | 1.00 | 0.65 |
| Portfolio | 0.65 | 0.26 | 0.11 | -0.00 | 0.30 | 0.64 | 0.21 | 0.33 | 0.45 | 0.28 | 0.48 | 0.42 | 0.45 | 0.50 | 0.52 | 0.65 | 1.00 |