AIEQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AIEQ AI Powered Equity ETF | Large Cap Growth Equities, Actively Managed | 100% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Dec 29, 2017 | Buy | AI Powered Equity ETF | 3862.5 | $25.89 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AIEQ, 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
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| AIEQ | 13.50% | 5.39% | 12.47% | 30.38% | 8.52% | N/A |
| Portfolio components: | ||||||
AIEQ AI Powered Equity ETF | 14.88% | 5.91% | 13.74% | 33.88% | 9.22% | N/A |
Monthly Returns
The table below presents the monthly returns of AIEQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.76% | 2.35% | 3.12% | -5.23% | 1.24% | 3.90% | 0.39% | 1.01% | 1.77% | -0.07% | 13.50% | ||
| 2023 | 11.67% | -4.62% | -3.90% | -5.44% | 6.65% | 6.82% | 6.07% | -5.69% | -4.65% | -3.60% | 8.07% | 12.89% | 23.68% |
| 2022 | -11.29% | -0.78% | 1.00% | -7.27% | 0.89% | -10.97% | 11.55% | -1.81% | -12.14% | 8.70% | -1.36% | -8.04% | -29.75% |
| 2021 | 8.18% | -0.34% | -0.27% | 1.50% | -2.05% | 8.39% | 0.08% | 3.46% | -3.97% | 4.78% | -2.83% | 1.35% | 18.87% |
| 2020 | 0.75% | -7.30% | -13.85% | 12.66% | 7.21% | 2.32% | 7.42% | 4.42% | -3.28% | -3.20% | 12.98% | 4.60% | 23.43% |
| 2019 | 11.99% | 3.84% | 0.98% | 3.90% | -7.61% | 5.95% | 0.68% | -1.22% | 0.04% | 1.41% | 4.59% | 2.01% | 28.56% |
| 2018 | 5.83% | -3.28% | -1.57% | 1.11% | 4.36% | 1.98% | 2.87% | 3.08% | -0.50% | -10.10% | 0.38% | -10.91% | -8.04% |
| 2017 | 0.00% | 0.00% |
Expense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AIEQ is 20, indicating that it is in the bottom 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AIEQ AI Powered Equity ETF | 1.98 | 2.71 | 1.36 | 1.24 | 9.55 |
Dividends
Dividend yield
AIEQ provided a 0.57% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
| Portfolio | 0.57% | 0.89% | 0.10% | 1.64% | 0.37% | 0.56% | 8.35% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $579.38 | $0.00 | $0.00 | $212.44 | $0.00 | $0.00 | $162.23 | $0.00 | $0.00 | $954.04 | |
| 2023 | $0.00 | $0.00 | $347.63 | $0.00 | $0.00 | $463.50 | $0.00 | $0.00 | $502.13 | $0.00 | $0.00 | $27.04 | $1,340.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $123.60 | $123.60 |
| 2021 | $0.00 | $0.00 | $77.25 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2,769.41 | $2,846.66 |
| 2020 | $0.00 | $0.00 | $231.75 | $0.00 | $0.00 | $231.75 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $77.25 | $540.75 |
| 2019 | $0.00 | $0.00 | $347.63 | $0.00 | $0.00 | $77.25 | $0.00 | $0.00 | $193.13 | $0.00 | $0.00 | $38.63 | $656.63 |
| 2018 | $0.00 | $0.00 | $96.56 | $0.00 | $0.00 | $154.50 | $0.00 | $0.00 | $77.25 | $0.00 | $0.00 | $7,350.34 | $7,678.65 |
| 2017 | $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.
Worst Drawdowns
The table below displays the maximum drawdowns of the AIEQ. 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 AIEQ was 36.49%, occurring on May 4, 2023. The portfolio has not yet recovered.
The current AIEQ drawdown is 6.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.49% | Nov 17, 2021 | 367 | May 4, 2023 | — | — | — |
| -32.26% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -25.43% | Aug 30, 2018 | 80 | Dec 24, 2018 | 234 | Nov 27, 2019 | 314 |
| -15.52% | Feb 16, 2021 | 61 | May 12, 2021 | 72 | Aug 24, 2021 | 133 |
| -9.75% | Jan 29, 2018 | 9 | Feb 8, 2018 | 79 | Jun 4, 2018 | 88 |
Volatility
Volatility Chart
The current AIEQ volatility is 4.79%, 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.