AI Stocks

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 Every 6 months.

Based on dividend-adjusted daily data since Dec 4, 2024, AI Stocks's average daily return is +0.30%, while the average monthly return is +6.40%. At this rate, an investment would double in approximately 0.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was May 2026 with a return of +25.7%, while the worst month was Jul 2026 at -17.6%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AI Stocks closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +15.0%, while the worst single day was Jan 27, 2025 at -10.6%.

AI Stocks has an annualized alpha of 63.46%, beta of 1.91, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since December 04, 2024.

• This portfolio captured 590.25% of S&P 500 Index gains and 112.26% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 63.46% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 1.91 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

AI Stocks has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

AI Stocks ranks 96 for risk / return — above 96% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.

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 Stocks Sharpe ratio is 3.71 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, 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 Stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

AI Stocks provided a 0.39% 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 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 30.80%, occurring on Apr 8, 2025. Recovery took 43 trading sessions.

The current AI Stocks drawdown is 17.61%.

The chart below shows the rolling one-month volatility.