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AI stocks

Last updated Feb 24, 2024

Portfolio of AI stocks, companies that are involved in the development and application of artificial intelligence technology. These include companies specializing in hardware and software solutions for AI, to companies that use AI as a key part of their business operations and offerings.

Asset Allocation


NVDA 10%GOOG 10%AI 10%MU 10%MSFT 10%AMZN 10%IBM 10%PLTR 10%AAPL 10%AYX 10%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

10%

GOOG
Alphabet Inc.
Communication Services

10%

AI
C3.ai, Inc.
Technology

10%

MU
Micron Technology, Inc.
Technology

10%

MSFT
Microsoft Corporation
Technology

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

IBM
International Business Machines Corporation
Technology

10%

PLTR
Palantir Technologies Inc.
Technology

10%

AAPL
Apple Inc.
Technology

10%

AYX
Alteryx, Inc.
Technology

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in AI stocks , 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


10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2024February
52.39%
38.55%
AI stocks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of AI

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
AI stocks 12.24%7.26%31.24%70.67%N/AN/A
NVDA
NVIDIA Corporation
59.16%29.14%71.30%238.62%82.07%67.99%
GOOG
Alphabet Inc.
3.09%-5.53%11.17%62.61%21.23%N/A
AI
C3.ai, Inc.
-8.92%4.10%-10.29%16.69%N/AN/A
MU
Micron Technology, Inc.
0.77%-2.33%35.37%48.84%15.51%13.71%
MSFT
Microsoft Corporation
9.32%1.77%27.54%66.00%31.21%29.20%
AMZN
Amazon.com, Inc.
15.17%9.97%31.31%87.16%16.50%25.64%
IBM
International Business Machines Corporation
14.59%0.00%30.40%48.84%12.18%4.94%
PLTR
Palantir Technologies Inc.
33.78%40.49%58.09%183.93%N/AN/A
AAPL
Apple Inc.
-5.08%-5.02%2.45%25.07%34.43%27.28%
AYX
Alteryx, Inc.
1.78%1.33%66.44%-27.49%-8.21%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.31%
20237.97%-7.46%-3.72%-2.53%15.68%2.99%

Sharpe Ratio

The current AI stocks Sharpe ratio is 2.60. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.60

The Sharpe ratio of AI stocks lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2024February
2.60
2.23
AI stocks
Benchmark (^GSPC)
Portfolio components

Dividend yield

AI stocks granted a 0.54% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AI stocks 0.54%0.59%0.74%0.62%0.68%0.73%0.94%0.74%0.81%0.91%0.85%0.86%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
GOOG
Alphabet 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%
AI
C3.ai, 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%
MU
Micron Technology, Inc.
0.53%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AMZN
Amazon.com, 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%
IBM
International Business Machines Corporation
3.58%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
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%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
AYX
Alteryx, 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%

Expense Ratio

The AI stocks 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
AI stocks
2.60
NVDA
NVIDIA Corporation
5.78
GOOG
Alphabet Inc.
2.12
AI
C3.ai, Inc.
0.17
MU
Micron Technology, Inc.
1.49
MSFT
Microsoft Corporation
2.83
AMZN
Amazon.com, Inc.
2.71
IBM
International Business Machines Corporation
2.63
PLTR
Palantir Technologies Inc.
2.47
AAPL
Apple Inc.
1.21
AYX
Alteryx, Inc.
-0.52

Asset Correlations Table

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

IBMAIAYXMUPLTRGOOGAAPLNVDAAMZNMSFT
IBM1.000.190.130.310.190.300.330.210.230.29
AI0.191.000.530.350.650.360.440.460.420.40
AYX0.130.531.000.360.580.410.450.470.520.47
MU0.310.350.361.000.400.500.510.630.490.49
PLTR0.190.650.580.401.000.450.460.550.530.46
GOOG0.300.360.410.500.451.000.670.620.700.75
AAPL0.330.440.450.510.460.671.000.610.650.72
NVDA0.210.460.470.630.550.620.611.000.630.68
AMZN0.230.420.520.490.530.700.650.631.000.69
MSFT0.290.400.470.490.460.750.720.680.691.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.31%
0
AI stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AI stocks . 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 stocks was 43.94%, occurring on Dec 28, 2022. Recovery took 114 trading sessions.

The current AI stocks drawdown is 2.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.94%Feb 10, 2021475Dec 28, 2022114Jun 13, 2023589
-14.88%Aug 2, 202361Oct 26, 202315Nov 16, 202376
-9.38%Jun 16, 20236Jun 26, 202324Jul 31, 202330
-8.69%Dec 23, 20209Jan 6, 202111Jan 22, 202120
-5.49%Feb 13, 20246Feb 21, 2024

Volatility Chart

The current AI stocks volatility is 8.19%, 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2024February
8.19%
3.90%
AI stocks
Benchmark (^GSPC)
Portfolio components
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