AITitan
AI has initiated the fourth industrial revolution, with countless applications emerging. With network effects and the Matthew effect, will AI applications see the rise of companies worth 10 trillion US dollars? We shall wait and see.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AITitan, 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 Quarterly
The earliest data available for this chart is Oct 14, 2021, corresponding to the inception date of GTLB
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
AITitan | 11.02% | 7.19% | 9.09% | 46.13% | N/A | N/A |
Portfolio components: | ||||||
Advanced Micro Devices, Inc. | 12.78% | 1.16% | 4.97% | 72.85% | 37.55% | 50.59% |
Cadence Design Systems, Inc. | 4.44% | 3.76% | 3.20% | 21.71% | 34.33% | 31.91% |
Microsoft Corporation | 15.50% | 0.92% | 11.35% | 29.02% | 25.92% | 26.89% |
Meta Platforms, Inc. | 68.12% | 4.57% | 38.19% | 96.61% | 25.52% | 23.08% |
CrowdStrike Holdings, Inc. | 21.78% | 8.77% | 6.29% | 78.08% | 44.35% | N/A |
Adobe Inc | -18.64% | -5.84% | 4.87% | -7.89% | 11.84% | 21.40% |
ServiceNow, Inc. | 34.90% | 8.08% | 37.46% | 67.64% | 31.09% | 30.31% |
salesforce.com, inc. | 14.09% | 8.04% | 11.48% | 50.66% | 13.96% | 16.76% |
MongoDB, Inc. | -32.69% | 2.11% | -24.64% | -18.17% | 16.64% | N/A |
Confluent, Inc. | -1.58% | 16.90% | -18.10% | -16.44% | N/A | N/A |
Datadog, Inc. | 6.08% | 12.75% | 2.60% | 60.13% | 30.94% | N/A |
Palantir Technologies Inc. | 161.68% | 21.96% | 104.51% | 205.85% | N/A | N/A |
Atlassian Corporation Plc | -19.39% | 18.93% | 11.28% | 7.73% | 9.71% | N/A |
Alphabet Inc. | 21.73% | 3.54% | 4.20% | 36.43% | 22.26% | 19.98% |
Cloudflare, Inc. | 7.52% | 9.72% | 2.43% | 60.20% | 39.82% | N/A |
Zscaler, Inc. | -14.31% | 10.53% | 9.78% | 21.07% | 34.10% | N/A |
UiPath Inc. | -48.87% | -0.78% | -33.05% | -15.78% | N/A | N/A |
GitLab Inc. | -13.07% | 5.96% | 4.31% | 30.75% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of AITitan, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 4.62% | 11.44% | -5.23% | -7.89% | -6.64% | 10.54% | -6.63% | 3.08% | 2.54% | 11.02% | |||
2023 | 13.88% | 2.18% | 9.95% | -6.26% | 26.83% | 4.86% | 6.21% | -4.77% | -2.65% | -2.29% | 18.99% | 8.80% | 98.65% |
2022 | -15.86% | -4.46% | -0.75% | -17.18% | -11.43% | -1.52% | 10.23% | -1.78% | -14.19% | -1.93% | -3.04% | -5.80% | -52.04% |
2021 | 6.32% | -0.95% | -5.05% | -0.01% |
Expense Ratio
AITitan has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AITitan is 10, indicating that it is in the bottom 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Advanced Micro Devices, Inc. | 1.51 | 2.09 | 1.27 | 1.78 | 3.54 |
Cadence Design Systems, Inc. | 0.69 | 1.24 | 1.15 | 0.95 | 2.08 |
Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
Meta Platforms, Inc. | 2.81 | 3.74 | 1.53 | 5.46 | 17.06 |
CrowdStrike Holdings, Inc. | 1.74 | 2.21 | 1.32 | 1.80 | 4.65 |
Adobe Inc | -0.13 | 0.05 | 1.01 | -0.12 | -0.27 |
ServiceNow, Inc. | 2.18 | 2.68 | 1.40 | 3.45 | 11.65 |
salesforce.com, inc. | 1.54 | 1.89 | 1.34 | 1.48 | 3.99 |
MongoDB, Inc. | -0.33 | -0.12 | 0.98 | -0.29 | -0.51 |
Confluent, Inc. | -0.20 | 0.26 | 1.04 | -0.19 | -0.58 |
Datadog, Inc. | 1.29 | 2.17 | 1.29 | 0.97 | 5.47 |
Palantir Technologies Inc. | 3.22 | 4.04 | 1.53 | 4.39 | 16.47 |
Atlassian Corporation Plc | 0.20 | 0.54 | 1.08 | 0.12 | 0.32 |
Alphabet Inc. | 1.51 | 2.03 | 1.28 | 1.75 | 4.55 |
Cloudflare, Inc. | 1.25 | 2.00 | 1.26 | 0.83 | 3.12 |
Zscaler, Inc. | 0.55 | 0.92 | 1.14 | 0.40 | 0.98 |
UiPath Inc. | -0.25 | 0.05 | 1.01 | -0.18 | -0.40 |
GitLab Inc. | 0.52 | 1.12 | 1.15 | 0.43 | 1.08 |
Dividends
Dividend yield
AITitan provided a 0.10% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AITitan | 0.10% | 0.04% | 0.06% | 0.04% | 0.06% | 0.07% | 0.10% | 0.11% | 0.14% | 0.14% | 0.15% | 0.16% |
Portfolio components: | ||||||||||||
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% |
Cadence Design Systems, 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% |
Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Meta Platforms, Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Adobe 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% |
ServiceNow, 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% |
salesforce.com, inc. | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MongoDB, 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% |
Confluent, 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% |
Datadog, 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% |
Palantir Technologies 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% |
Atlassian Corporation Plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Cloudflare, 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% |
Zscaler, 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% |
UiPath 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% |
GitLab 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the AITitan. 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 AITitan was 61.96%, occurring on Nov 9, 2022. The portfolio has not yet recovered.
The current AITitan drawdown is 8.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-61.96% | Nov 10, 2021 | 252 | Nov 9, 2022 | — | — | — |
-2.58% | Oct 26, 2021 | 2 | Oct 27, 2021 | 2 | Oct 29, 2021 | 4 |
-0.18% | Oct 20, 2021 | 1 | Oct 20, 2021 | 1 | Oct 21, 2021 | 2 |
-0.03% | Oct 22, 2021 | 1 | Oct 22, 2021 | 1 | Oct 25, 2021 | 2 |
Volatility
Volatility Chart
The current AITitan volatility is 7.02%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
META | AMD | GOOG | GTLB | CDNS | MSFT | PLTR | CRM | CFLT | PATH | ADBE | TEAM | CRWD | DDOG | MDB | ZS | NET | NOW | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
META | 1.00 | 0.55 | 0.64 | 0.41 | 0.56 | 0.64 | 0.54 | 0.56 | 0.48 | 0.52 | 0.62 | 0.47 | 0.49 | 0.48 | 0.50 | 0.49 | 0.50 | 0.58 |
AMD | 0.55 | 1.00 | 0.57 | 0.47 | 0.62 | 0.62 | 0.54 | 0.55 | 0.50 | 0.51 | 0.60 | 0.46 | 0.49 | 0.51 | 0.52 | 0.52 | 0.53 | 0.56 |
GOOG | 0.64 | 0.57 | 1.00 | 0.42 | 0.56 | 0.73 | 0.49 | 0.56 | 0.47 | 0.49 | 0.64 | 0.50 | 0.48 | 0.51 | 0.50 | 0.53 | 0.50 | 0.58 |
GTLB | 0.41 | 0.47 | 0.42 | 1.00 | 0.50 | 0.49 | 0.58 | 0.54 | 0.66 | 0.65 | 0.53 | 0.63 | 0.59 | 0.65 | 0.69 | 0.62 | 0.67 | 0.62 |
CDNS | 0.56 | 0.62 | 0.56 | 0.50 | 1.00 | 0.69 | 0.58 | 0.60 | 0.53 | 0.50 | 0.68 | 0.53 | 0.61 | 0.58 | 0.59 | 0.62 | 0.59 | 0.69 |
MSFT | 0.64 | 0.62 | 0.73 | 0.49 | 0.69 | 1.00 | 0.52 | 0.61 | 0.52 | 0.49 | 0.71 | 0.54 | 0.56 | 0.59 | 0.59 | 0.57 | 0.55 | 0.68 |
PLTR | 0.54 | 0.54 | 0.49 | 0.58 | 0.58 | 0.52 | 1.00 | 0.56 | 0.63 | 0.69 | 0.55 | 0.59 | 0.63 | 0.64 | 0.64 | 0.67 | 0.71 | 0.63 |
CRM | 0.56 | 0.55 | 0.56 | 0.54 | 0.60 | 0.61 | 0.56 | 1.00 | 0.57 | 0.61 | 0.68 | 0.62 | 0.59 | 0.62 | 0.60 | 0.62 | 0.61 | 0.73 |
CFLT | 0.48 | 0.50 | 0.47 | 0.66 | 0.53 | 0.52 | 0.63 | 0.57 | 1.00 | 0.66 | 0.54 | 0.64 | 0.60 | 0.72 | 0.73 | 0.67 | 0.71 | 0.65 |
PATH | 0.52 | 0.51 | 0.49 | 0.65 | 0.50 | 0.49 | 0.69 | 0.61 | 0.66 | 1.00 | 0.57 | 0.68 | 0.62 | 0.64 | 0.67 | 0.67 | 0.69 | 0.65 |
ADBE | 0.62 | 0.60 | 0.64 | 0.53 | 0.68 | 0.71 | 0.55 | 0.68 | 0.54 | 0.57 | 1.00 | 0.59 | 0.55 | 0.56 | 0.60 | 0.62 | 0.59 | 0.72 |
TEAM | 0.47 | 0.46 | 0.50 | 0.63 | 0.53 | 0.54 | 0.59 | 0.62 | 0.64 | 0.68 | 0.59 | 1.00 | 0.60 | 0.70 | 0.69 | 0.68 | 0.72 | 0.69 |
CRWD | 0.49 | 0.49 | 0.48 | 0.59 | 0.61 | 0.56 | 0.63 | 0.59 | 0.60 | 0.62 | 0.55 | 0.60 | 1.00 | 0.69 | 0.69 | 0.78 | 0.71 | 0.67 |
DDOG | 0.48 | 0.51 | 0.51 | 0.65 | 0.58 | 0.59 | 0.64 | 0.62 | 0.72 | 0.64 | 0.56 | 0.70 | 0.69 | 1.00 | 0.81 | 0.74 | 0.76 | 0.70 |
MDB | 0.50 | 0.52 | 0.50 | 0.69 | 0.59 | 0.59 | 0.64 | 0.60 | 0.73 | 0.67 | 0.60 | 0.69 | 0.69 | 0.81 | 1.00 | 0.75 | 0.76 | 0.71 |
ZS | 0.49 | 0.52 | 0.53 | 0.62 | 0.62 | 0.57 | 0.67 | 0.62 | 0.67 | 0.67 | 0.62 | 0.68 | 0.78 | 0.74 | 0.75 | 1.00 | 0.76 | 0.71 |
NET | 0.50 | 0.53 | 0.50 | 0.67 | 0.59 | 0.55 | 0.71 | 0.61 | 0.71 | 0.69 | 0.59 | 0.72 | 0.71 | 0.76 | 0.76 | 0.76 | 1.00 | 0.71 |
NOW | 0.58 | 0.56 | 0.58 | 0.62 | 0.69 | 0.68 | 0.63 | 0.73 | 0.65 | 0.65 | 0.72 | 0.69 | 0.67 | 0.70 | 0.71 | 0.71 | 0.71 | 1.00 |