AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	25%
PLTR Palantir Technologies Inc.	Technology	20%
MU Micron Technology, Inc.	Technology	15%
AVGO Broadcom Inc.	Technology	15%
TSLA Tesla, Inc.	Consumer Cyclical	15%
AMD Advanced Micro Devices, Inc.	Technology	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI, 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	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI	0.15%	1.81%	39.65%	45.16%	116.43%	91.50%	60.48%	—
Portfolio components:
AMD Advanced Micro Devices, Inc.	4.73%	14.83%	138.87%	142.70%	331.70%	60.16%	44.46%	60.93%
AVGO Broadcom Inc.	-0.91%	-8.33%	10.62%	6.58%	50.41%	67.17%	55.09%	40.96%
MU Micron Technology, Inc.	-1.43%	22.15%	244.07%	307.41%	746.93%	144.69%	66.21%	55.83%
NVDA NVIDIA Corporation	0.16%	-9.03%	10.16%	17.38%	41.70%	71.13%	63.13%	67.95%
PLTR Palantir Technologies Inc.	-2.36%	-1.58%	-27.99%	-30.28%	-5.33%	99.99%	39.00%	—
TSLA Tesla, Inc.	1.82%	-8.72%	-9.63%	-11.45%	27.36%	16.25%	14.86%	39.72%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 30, 2020, AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI's average daily return is +0.23%, while the average monthly return is +4.89%. At this rate, an investment would double in approximately 1.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +52.3%, while the worst month was Apr 2022 at -21.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +19.8%, while the worst single day was Jan 27, 2025 at -10.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.63%	-6.01%	-4.59%	23.52%	28.81%	-5.55%							39.65%
2025	-0.62%	-4.91%	-7.85%	9.50%	19.82%	11.88%	7.75%	0.73%	17.07%	17.19%	-6.46%	4.35%	85.78%
2024	3.53%	23.52%	4.75%	-3.51%	8.50%	11.95%	-1.03%	1.68%	11.01%	2.02%	18.82%	8.72%	131.15%
2023	24.17%	8.47%	11.03%	-5.23%	38.94%	7.29%	11.37%	-5.34%	-4.63%	-6.48%	19.38%	5.87%	151.06%
2022	-16.41%	-1.56%	6.94%	-21.54%	-1.11%	-15.25%	18.32%	-13.61%	-10.53%	3.91%	8.21%	-13.55%	-48.55%
2021	11.51%	-6.17%	-2.53%	3.64%	0.30%	13.03%	-3.63%	8.59%	-4.39%	16.72%	10.81%	-2.94%	50.50%

Benchmark Metrics

AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI has an annualized alpha of 33.64%, beta of 1.95, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since September 30, 2020.

This portfolio captured 315.23% of S&P 500 Index gains and 110.81% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 33.64% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 1.95 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha: 33.64%

Beta: 1.95

R²: 0.60

Upside Capture: 315.23%

Downside Capture: 110.81%

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

Expense Ratio

AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI 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

AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI ranks 88 for risk / return — in the top 88% 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 AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI 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	3.17	1.86	+1.30
Sortino ratioReturn per unit of downside risk	3.37	2.53	+0.84
Omega ratioGain probability vs. loss probability	1.47	1.34	+0.13
Calmar ratioReturn relative to maximum drawdown	6.66	2.53	+4.13
Martin ratioReturn relative to average drawdown	20.92	11.37	+9.55

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
AMD Advanced Micro Devices, Inc.	98	5.01	4.54	1.60	12.04	24.74
AVGO Broadcom Inc.	74	1.11	1.69	1.22	1.77	4.11
MU Micron Technology, Inc.	99	10.83	6.14	1.78	24.91	94.64
NVDA NVIDIA Corporation	75	1.20	1.75	1.21	2.07	4.94
PLTR Palantir Technologies Inc.	38	-0.11	0.20	1.03	-0.14	-0.25
TSLA Tesla, Inc.	61	0.62	1.13	1.13	0.92	2.10

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.

The current AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI Sharpe ratio is 3.17 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 1.54 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 AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI 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

AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI provided a 0.14% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.14%	0.13%	0.23%	0.34%	0.61%	0.38%	0.49%	0.60%	0.58%	0.35%	0.33%	0.47%
Portfolio components:
AMD 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%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
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	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
PLTR 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%
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%

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 AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI. 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 AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI was 53.35%, occurring on Oct 14, 2022. Recovery took 163 trading sessions.

The current AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI drawdown is 9.35%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-53.35%Oct 2022	10mo 18d	7mo 28d	1y 6moNov 2021 - Jun 2023
2025 selloff2025	-35.27%Apr 2025	1mo 14d	1mo 29d	3mo 13dFeb 2025 - Jun 2025
2024 bear market2024	-23.90%Aug 2024	27d	1mo 20d	2mo 17dJul 2024 - Sep 2024
2021 bear market2021	-23.08%May 2021	3mo 2d	2mo 23d	5mo 25dFeb 2021 - Aug 2021
2026 correction2026	-17.38%Mar 2026	2mo	16d	2mo 16dJan 2026 - Apr 2026

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 6 assets, with an effective number of assets of 5.56, 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	1.43	1.37	1.32	1.33

The portfolio has a diversification ratio of 1.33, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI correlation to the S&P 500 Index

AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI has a 0.75 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020	0.75

Benchmark Correlations

Correlation vs. S&P 500 Index. AVGO has the highest benchmark correlation at 0.69, while PLTR has the lowest at 0.52.

PLTR

0.52

TSLA

0.56

0.59

AMD

0.62

NVDA

0.67

AVGO

0.69

Portfolio Correlations

Correlation vs. AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI. NVDA has the highest portfolio correlation at 0.82, while TSLA has the lowest at 0.68.

TSLA

0.68

0.71

0.74

0.74

0.75

0.82

Asset Correlations Table

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

	TSLA	PLTR	MU	AMD	AVGO	NVDA
TSLA	1.00	0.48	0.37	0.45	0.44	0.46
PLTR	0.48	1.00	0.35	0.45	0.43	0.48
MU	0.37	0.35	1.00	0.57	0.61	0.58
AMD	0.45	0.45	0.57	1.00	0.60	0.68
AVGO	0.44	0.43	0.61	0.60	1.00	0.66
NVDA	0.46	0.48	0.58	0.68	0.66	1.00

The correlation results are calculated based on daily price changes starting from Sep 30, 2020

Diversification Analysis

Find what AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI is missing

See which holdings overlap, where AGGRESIVE 5 YEAR PORTFOLIO ACCORDING TO AI is concentrated, and which low-correlation assets could fill the gaps.

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