AI LONG TERM BUY

The chart shows the growth of an initial investment of $10,000 in AI LONG TERM BUY, 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.

As of Jun 13, 2026, the AI LONG TERM BUY returned 46.37% Year-To-Date and 54.36% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 22, 1999, AI LONG TERM BUY's average daily return is +0.17%, while the average monthly return is +3.36%. At this rate, an investment would double in approximately 1.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was May 2006 with a return of +271.9%, while the worst month was Sep 2001 at -25.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, AI LONG TERM BUY closed higher 53% of trading days. The best single day was May 15, 2006 with a return of +343.3%, while the worst single day was Jan 27, 2025 at -17.9%.

AI LONG TERM BUY has an annualized alpha of 37.57%, beta of 1.24, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 22, 1999.

• This portfolio captured 246.95% of S&P 500 Index gains and 105.94% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.10 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

AI LONG TERM BUY 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.

AI LONG TERM BUY ranks 78 for risk / return — better than 78% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

The current AI LONG TERM BUY Sharpe ratio is 2.64 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 1.53 to 2.41, 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 LONG TERM BUY compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

AI LONG TERM BUY provided a 0.31% 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 LONG TERM BUY. 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 LONG TERM BUY was 70.47%, occurring on Oct 9, 2002. Recovery took 905 trading sessions.

The current AI LONG TERM BUY drawdown is 8.85%.

The chart below shows the rolling one-month volatility.