ai_10

The chart shows the growth of an initial investment of $10,000 in ai_10, 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 month.

Based on dividend-adjusted daily data since Oct 19, 2021, ai_10's average daily return is +0.17%, while the average monthly return is +3.57%. At this rate, an investment would double in approximately 1.6 years.

Historically, 58% of months were positive and 42% were negative. The best month was May 2023 with a return of +38.9%, while the worst month was Jun 2022 at -14.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ai_10 closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +13.2%, while the worst single day was Jan 27, 2025 at -8.3%.

ai_10 has an annualized alpha of 26.96%, beta of 1.53, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since October 19, 2021.

• This portfolio captured 245.81% of S&P 500 Index gains and 103.91% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 26.96% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 1.53 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

ai_10 has an expense ratio of 0.19%, 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_10 ranks 6 for risk / return — in the bottom 6% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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. Learn how to interpret the Sharpe ratio.

The current ai_10 Sharpe ratio is 0.30 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of ai_10 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

ai_10 provided a 9.74% 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_10. 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_10 was 40.43%, occurring on Oct 14, 2022. Recovery took 141 trading sessions.

The current ai_10 drawdown is 18.76%.

The chart below shows the rolling one-month volatility.