Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Ai Energy Utilities SOFI, 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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The earliest data available for this chart is Aug 7, 2013, corresponding to the inception date of MLPX
Returns By Period
As of Apr 3, 2026, the Ai Energy Utilities SOFI returned 9.87% Year-To-Date and 17.02% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Ai Energy Utilities SOFI | -0.16% | -3.19% | 9.87% | 4.77% | 60.19% | 29.81% | 20.49% | 17.02% |
| Portfolio components: | ||||||||
XLU Utilities Select Sector SPDR Fund | 0.50% | -0.86% | 9.31% | 6.98% | 20.02% | 14.75% | 11.01% | 9.89% |
MLPX Global X MLP & Energy Infrastructure ETF | 0.77% | 0.69% | 22.30% | 20.73% | 18.25% | 28.16% | 24.37% | 14.56% |
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | -0.55% | -1.93% | 8.48% | 8.95% | 45.75% | 20.80% | 15.01% | 18.39% |
XLK State Street Technology Select Sector SPDR ETF | 0.80% | -0.98% | -5.43% | -4.69% | 30.55% | 22.58% | 15.84% | 21.15% |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | -0.51% | -6.96% | 7.62% | -3.45% | 83.53% | 37.36% | 23.42% | 13.89% |
URA Global X Uranium ETF | -0.73% | -5.96% | 14.44% | 2.06% | 121.13% | 40.85% | 24.89% | 16.76% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 8, 2013, Ai Energy Utilities SOFI's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, your investment would double in approximately 5.1 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +15.6%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Ai Energy Utilities SOFI closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -11.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 12.78% | 3.53% | -6.74% | 0.90% | 9.87% | ||||||||
| 2025 | 4.17% | -5.37% | -4.50% | 4.15% | 14.84% | 11.17% | 2.53% | 1.29% | 9.63% | 7.36% | -7.79% | -1.32% | 39.22% |
| 2024 | 1.94% | 0.02% | 4.88% | -0.66% | 9.23% | -4.46% | 1.18% | -0.74% | 6.44% | 2.39% | 5.53% | -9.19% | 16.28% |
| 2023 | 7.43% | -4.45% | 1.69% | 0.76% | -0.92% | 7.04% | 2.83% | 0.04% | 2.17% | -2.01% | 8.32% | 3.23% | 28.47% |
| 2022 | -5.19% | 3.04% | 6.56% | -7.21% | 1.08% | -9.84% | 11.41% | 0.06% | -11.25% | 5.96% | 7.59% | -4.65% | -5.33% |
| 2021 | -1.11% | 4.62% | 6.57% | 3.42% | 3.72% | -0.08% | 0.17% | 3.23% | -0.16% | 8.16% | -2.79% | 2.34% | 31.27% |
Benchmark Metrics
Ai Energy Utilities SOFI has an annualized alpha of 3.01%, beta of 0.91, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since August 08, 2013.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.68%) than losses (87.96%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.01% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.91 and R² of 0.65, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.01%
- Beta
- 0.91
- R²
- 0.65
- Upside Capture
- 96.68%
- Downside Capture
- 87.96%
Expense Ratio
Ai Energy Utilities SOFI has an expense ratio of 0.50%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Ai Energy Utilities SOFI ranks 89 for risk / return — in the top 89% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 0.88 | +1.41 |
Sortino ratioReturn per unit of downside risk | 2.99 | 1.37 | +1.63 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 4.29 | 1.39 | +2.90 |
Martin ratioReturn relative to average drawdown | 11.56 | 6.43 | +5.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
XLU Utilities Select Sector SPDR Fund | 62 | 1.27 | 1.73 | 1.24 | 2.24 | 5.38 |
MLPX Global X MLP & Energy Infrastructure ETF | 44 | 0.97 | 1.29 | 1.20 | 1.29 | 4.00 |
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 92 | 2.14 | 2.93 | 1.40 | 4.02 | 14.90 |
XLK State Street Technology Select Sector SPDR ETF | 61 | 1.13 | 1.71 | 1.24 | 1.98 | 6.27 |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 82 | 1.99 | 2.57 | 1.32 | 3.30 | 7.88 |
URA Global X Uranium ETF | 90 | 2.47 | 2.97 | 1.37 | 4.29 | 10.20 |
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Dividends
Dividend yield
Ai Energy Utilities SOFI provided a 2.45% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.45% | 2.74% | 1.97% | 3.61% | 1.95% | 2.88% | 2.38% | 2.25% | 2.44% | 2.75% | 3.77% | 2.60% |
| Portfolio components: | ||||||||||||
XLU Utilities Select Sector SPDR Fund | 2.57% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
MLPX Global X MLP & Energy Infrastructure ETF | 4.10% | 4.88% | 4.30% | 5.22% | 5.23% | 5.98% | 8.32% | 5.78% | 5.77% | 4.36% | 5.50% | 4.81% |
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 0.91% | 1.01% | 1.06% | 1.23% | 1.26% | 0.63% | 0.68% | 1.26% | 1.28% | 1.07% | 1.07% | 1.23% |
XLK State Street Technology Select Sector SPDR ETF | 0.56% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 2.37% | 2.55% | 0.76% | 4.54% | 2.02% | 1.99% | 2.23% | 2.21% | 3.91% | 4.86% | 3.62% | 3.30% |
URA Global X Uranium ETF | 4.26% | 4.88% | 2.86% | 6.07% | 0.76% | 5.84% | 1.69% | 1.66% | 0.44% | 2.03% | 7.28% | 1.96% |
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 Energy Utilities SOFI. 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 Energy Utilities SOFI was 37.16%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current Ai Energy Utilities SOFI drawdown is 7.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -27.97% | Mar 5, 2014 | 474 | Jan 20, 2016 | 255 | Jan 24, 2017 | 729 |
| -23.57% | Jan 24, 2025 | 52 | Apr 8, 2025 | 32 | May 23, 2025 | 84 |
| -20.29% | Apr 21, 2022 | 123 | Oct 14, 2022 | 167 | Jun 15, 2023 | 290 |
| -15.63% | Dec 12, 2017 | 260 | Dec 24, 2018 | 122 | Jun 20, 2019 | 382 |
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 5.48, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | XLU | MLPX | URA | XLK | GRID | NLR | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.39 | 0.52 | 0.51 | 0.89 | 0.70 | 0.54 | 0.75 |
| XLU | 0.39 | 1.00 | 0.32 | 0.19 | 0.26 | 0.27 | 0.53 | 0.46 |
| MLPX | 0.52 | 0.32 | 1.00 | 0.47 | 0.37 | 0.45 | 0.41 | 0.63 |
| URA | 0.51 | 0.19 | 0.47 | 1.00 | 0.45 | 0.48 | 0.63 | 0.84 |
| XLK | 0.89 | 0.26 | 0.37 | 0.45 | 1.00 | 0.63 | 0.45 | 0.65 |
| GRID | 0.70 | 0.27 | 0.45 | 0.48 | 0.63 | 1.00 | 0.49 | 0.75 |
| NLR | 0.54 | 0.53 | 0.41 | 0.63 | 0.45 | 0.49 | 1.00 | 0.81 |
| Portfolio | 0.75 | 0.46 | 0.63 | 0.84 | 0.65 | 0.75 | 0.81 | 1.00 |