Ai Grok

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	30%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	20%
MSFT Microsoft Corporation	Technology	20%
MU Micron Technology, Inc.	Technology	15%
VRT Vertiv Holdings Co.	Industrials	15%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Ai Grok, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.59%	3.75%	12.52%	12.40%	29.80%	21.85%	15.43%	14.70%
Portfolio Ai Grok	5.54%	10.09%	64.18%	75.22%	141.75%	86.92%	58.79%	—
Portfolio components:
MSFT Microsoft Corporation	2.24%	-3.39%	-15.34%	-14.23%	-12.87%	8.08%	13.15%	25.57%
MU Micron Technology, Inc.	10.77%	52.76%	288.85%	365.00%	868.89%	158.14%	73.85%	58.31%
NVDA NVIDIA Corporation	3.47%	-3.95%	16.29%	22.37%	53.89%	73.97%	68.83%	69.91%
TSM Taiwan Semiconductor Manufacturing Company Limited	4.06%	11.33%	48.87%	56.39%	117.08%	66.91%	36.08%	37.27%
VRT Vertiv Holdings Co.	2.95%	-14.42%	96.40%	95.69%	189.10%	144.79%	68.36%	—

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 30, 2018, Ai Grok's average daily return is +0.19%, while the average monthly return is +3.83%. At this rate, an investment would double in approximately 1.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was May 2026 with a return of +21.3%, while the worst month was Jun 2022 at -15.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Ai Grok closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +15.3%, while the worst single day was Mar 16, 2020 at -17.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.62%	6.36%	-5.47%	20.20%	21.33%	4.05%							64.18%
2025	0.44%	-5.47%	-11.80%	-1.17%	20.97%	16.34%	8.04%	-3.93%	16.59%	13.94%	-4.88%	2.10%	55.99%
2024	14.27%	18.33%	13.59%	-0.55%	13.75%	7.44%	-6.59%	-2.14%	5.56%	7.64%	4.68%	-0.92%	101.09%
2023	17.88%	8.05%	9.76%	1.64%	20.97%	5.89%	5.28%	10.12%	-7.27%	2.50%	11.16%	3.61%	131.02%
2022	-10.25%	-7.88%	0.41%	-15.05%	-1.59%	-15.50%	16.20%	-6.65%	-11.78%	9.12%	15.39%	-9.70%	-36.19%
2021	5.45%	3.84%	-2.83%	3.63%	2.01%	14.77%	-0.81%	6.79%	-6.47%	7.99%	16.22%	-1.68%	57.79%

Benchmark Metrics

Ai Grok has an annualized alpha of 29.88%, beta of 1.44, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since July 30, 2018.

This portfolio captured 274.58% of S&P 500 Index gains and 116.87% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 29.88% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 29.88%

Beta: 1.44

R²: 0.65

Upside Capture: 274.58%

Downside Capture: 116.87%

See how alpha, beta & R² have trended over time →

Expense Ratio

Ai Grok 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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Ai Grok ranks 95 for risk / return — in the top 95% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Ai Grok and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	4.21	2.35	+1.86
Sortino ratioReturn per unit of downside risk	4.40	3.22	+1.18
Omega ratioGain probability vs. loss probability	1.58	1.41	+0.17
Calmar ratioReturn relative to maximum drawdown	9.55	3.26	+6.29
Martin ratioReturn relative to average drawdown	31.40	12.12	+19.28

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	22	-0.51	-0.55	0.93	-0.37	-0.74
MU Micron Technology, Inc.	99	12.50	6.58	1.83	30.05	112.28
NVDA NVIDIA Corporation	80	1.56	2.14	1.26	2.60	5.89
TSM Taiwan Semiconductor Manufacturing Company Limited	95	3.21	3.75	1.46	6.95	23.50
VRT Vertiv Holdings Co.	95	3.28	3.63	1.45	7.39	20.23

Sharpe Ratio

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 Grok Sharpe ratio is 4.21 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 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 Grok compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Ai Grok provided a 0.40% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.40%	0.39%	0.49%	0.60%	0.89%	0.51%	0.55%	1.01%	1.20%	0.92%	1.13%	1.33%
Portfolio components:
MSFT Microsoft Corporation	0.89%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
MU Micron Technology, Inc.	0.05%	0.16%	0.55%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.13%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
TSM Taiwan Semiconductor Manufacturing Company Limited	0.80%	1.00%	1.18%	1.78%	2.49%	1.57%	1.56%	3.46%	3.64%	2.32%	2.61%	2.54%
VRT Vertiv Holdings Co.	0.08%	0.11%	0.10%	0.05%	0.07%	0.04%	0.05%	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 Ai Grok. 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 Grok was 46.79%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current Ai Grok drawdown is 7.07%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-46.79%Oct 2022	10mo 18d	7mo 13d	1y 5moNov 2021 - May 2023
2025 selloff2025	-38.60%Apr 2025	2mo 10d	2mo 24d	5mo 4dJan 2025 - Jun 2025
COVID crash2020	-31.81%Mar 2020	25d	2mo 3d	2mo 28dFeb 2020 - May 2020
Rate-hike selloffLate 2018	-28.14%Dec 2018	3mo 20d	9mo 25d	1y 1moSep 2018 - Oct 2019
2024 bear market2024	-24.15%Aug 2024	1mo 18d	2mo 11d	3mo 29dJun 2024 - Oct 2024

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 5 assets, with an effective number of assets of 4.65, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.34	1.25	1.23	1.23

The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Ai Grok correlation to the S&P 500 Index

Ai Grok has a 0.70 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jul 30, 2018	0.77

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.76, while VRT has the lowest at 0.53.

VRT

0.53

0.61

TSM

0.62

NVDA

0.67

MSFT

0.76

Portfolio Correlations

Correlation vs. Ai Grok. NVDA has the highest portfolio correlation at 0.90, while VRT has the lowest at 0.65.

VRT

0.65

MSFT

0.69

0.78

TSM

0.81

NVDA

0.90

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	VRT	MSFT	MU	TSM	NVDA
VRT	1.00	0.37	0.42	0.45	0.48
MSFT	0.37	1.00	0.45	0.51	0.62
MU	0.42	0.45	1.00	0.63	0.61
TSM	0.45	0.51	0.63	1.00	0.66
NVDA	0.48	0.62	0.61	0.66	1.00

The correlation results are calculated based on daily price changes starting from Jul 30, 2018

Diversification Analysis

Find what Ai Grok is missing

See which holdings overlap, where Ai Grok is concentrated, and which low-correlation assets could fill the gaps.

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