The Cognitive Abundance Portfolio: 15 Assets for the AI Transition

Asset Allocation

Position	Category/Sector	Target Weight
AMZN Amazon.com, Inc	Consumer Cyclical	10%
BIP Brookfield Infrastructure Partners LP	Utilities	5%
CCJ Cameco Corporation	Energy	5%
CEG Constellation Energy Corp	Utilities	7%
EME EMCOR Group, Inc.	Industrials	5%
FIX Comfort Systems USA, Inc.	Industrials	5%
GEV GE Vernova Inc.	Utilities	6%
META Meta Platforms, Inc.	Communication Services	8%
NVDA NVIDIA Corporation	Technology	12%
PLTR Palantir Technologies Inc.	Technology	5%
PWR Quanta Services, Inc.	Industrials	7%
UNH UnitedHealth Group Incorporated	Healthcare	5%
VRT Vertiv Holdings Co.	Industrials	5%
VST Vistra Corp.	Utilities	8%
WMT Walmart Inc.	Consumer Defensive	7%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in The Cognitive Abundance Portfolio: 15 Assets for the AI Transition, 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 never rebalanced.

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The earliest data available for this chart is Mar 27, 2024, corresponding to the inception date of GEV

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-3.54%	-3.95%	-2.09%	15.95%	16.96%	10.34%	12.24%
Portfolio The Cognitive Abundance Portfolio: 15 Assets for the AI Transition	1.76%	-0.85%	9.14%	7.92%	75.78%	—	—	—
Portfolio components:
NVDA NVIDIA Corporation	0.77%	-3.68%	-5.76%	-6.13%	59.59%	85.01%	66.40%	69.75%
PLTR Palantir Technologies Inc.	0.14%	0.91%	-17.59%	-20.79%	72.99%	158.81%	44.73%	—
AMZN Amazon.com, Inc	1.10%	1.05%	-8.77%	-4.56%	9.57%	26.80%	5.91%	21.54%
META Meta Platforms, Inc.	1.24%	-11.30%	-12.17%	-19.12%	-0.85%	40.18%	14.34%	17.53%
VST Vistra Corp.	2.41%	-7.12%	-4.44%	-23.39%	26.59%	88.10%	57.19%	—
CEG Constellation Energy Corp	0.08%	-14.47%	-20.79%	-20.16%	35.73%	53.84%	—	—
GEV GE Vernova Inc.	2.51%	1.60%	37.09%	47.88%	184.32%	—	—	—
PWR Quanta Services, Inc.	2.02%	-2.19%	32.75%	33.19%	117.43%	50.01%	44.67%	38.21%
EME EMCOR Group, Inc.	2.88%	3.23%	24.23%	16.09%	102.70%	67.63%	46.72%	32.17%
FIX Comfort Systems USA, Inc.	3.59%	-0.62%	53.14%	71.41%	334.11%	114.71%	80.60%	46.98%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 28, 2024, The Cognitive Abundance Portfolio: 15 Assets for the AI Transition's average daily return is +0.20%, while the average monthly return is +3.79%. At this rate, your investment would double in approximately 1.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was May 2025 with a return of +17.8%, while the worst month was Mar 2025 at -9.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, The Cognitive Abundance Portfolio: 15 Assets for the AI Transition closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.9%, while the worst single day was Jan 27, 2025 at -14.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.60%	6.98%	-3.23%	1.76%									9.14%
2025	7.97%	-8.61%	-9.59%	11.51%	17.84%	10.97%	11.26%	-3.98%	7.13%	6.06%	-5.35%	0.23%	49.80%
2024			0.26%	-0.41%	12.62%	-0.71%	-0.70%	4.94%	13.70%	4.97%	14.52%	-5.21%	50.74%

Benchmark Metrics

The Cognitive Abundance Portfolio: 15 Assets for the AI Transition has an annualized alpha of 35.20%, beta of 1.67, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since March 28, 2024.

This portfolio captured 260.54% of S&P 500 Index gains but only 27.32% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 35.20% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 1.67 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Alpha: 35.20%

Beta: 1.67

R²: 0.62

Upside Capture: 260.54%

Downside Capture: 27.32%

Expense Ratio

The Cognitive Abundance Portfolio: 15 Assets for the AI Transition 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

The Cognitive Abundance Portfolio: 15 Assets for the AI Transition ranks 93 for risk / return — in the top 93% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.37	0.92	+1.45
Sortino ratio Return per unit of downside risk	2.91	1.41	+1.50
Omega ratio Gain probability vs. loss probability	1.40	1.21	+0.18
Calmar ratio Return relative to maximum drawdown	5.77	1.41	+4.35
Martin ratio Return relative to average drawdown	18.51	6.61	+11.89
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
NVDA NVIDIA Corporation	82	1.45	2.14	1.27	3.08	7.73
PLTR Palantir Technologies Inc.	76	1.27	1.84	1.24	1.95	4.72
AMZN Amazon.com, Inc	49	0.27	0.65	1.08	0.49	1.17
META Meta Platforms, Inc.	38	-0.02	0.27	1.03	0.02	0.06
VST Vistra Corp.	57	0.48	1.00	1.13	0.92	1.94
CEG Constellation Energy Corp	63	0.69	1.25	1.16	1.01	2.73
GEV GE Vernova Inc.	97	3.63	3.89	1.51	10.82	27.07
PWR Quanta Services, Inc.	97	3.32	3.85	1.52	10.34	25.41
EME EMCOR Group, Inc.	91	2.56	2.84	1.43	4.21	10.89
FIX Comfort Systems USA, Inc.	99	6.06	5.37	1.74	25.01	85.11

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 Cognitive Abundance Portfolio: 15 Assets for the AI Transition Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 2.37
All Time: 1.65

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, 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 The Cognitive Abundance Portfolio: 15 Assets for the AI Transition 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

The Cognitive Abundance Portfolio: 15 Assets for the AI Transition provided a 0.62% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.62%	0.59%	0.58%	0.72%	0.80%	0.62%	0.71%	0.72%	0.65%	0.71%	2.01%	0.97%
Portfolio components:
NVDA NVIDIA Corporation	0.02%	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%
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%
META Meta Platforms, Inc.	0.36%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VST Vistra Corp.	0.59%	0.56%	0.63%	2.13%	3.12%	2.64%	2.75%	2.17%	0.00%	0.00%	14.97%	0.00%
CEG Constellation Energy Corp	0.57%	0.44%	0.63%	0.97%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GEV GE Vernova Inc.	0.20%	0.11%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PWR Quanta Services, Inc.	0.07%	0.09%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%
EME EMCOR Group, Inc.	0.15%	0.16%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%
FIX Comfort Systems USA, Inc.	0.16%	0.21%	0.28%	0.41%	0.49%	0.49%	0.81%	0.79%	0.76%	0.68%	0.83%	0.88%

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 The Cognitive Abundance Portfolio: 15 Assets for the AI Transition. 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 The Cognitive Abundance Portfolio: 15 Assets for the AI Transition was 32.99%, occurring on Apr 4, 2025. Recovery took 39 trading sessions.

The current The Cognitive Abundance Portfolio: 15 Assets for the AI Transition drawdown is 2.98%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.99%	Jan 24, 2025	50	Apr 4, 2025	39	Jun 2, 2025	89
-15.23%	Jul 11, 2024	18	Aug 5, 2024	28	Sep 13, 2024	46
-13.7%	Oct 30, 2025	17	Nov 21, 2025	59	Feb 19, 2026	76
-9.05%	Dec 9, 2024	8	Dec 18, 2024	18	Jan 16, 2025	26
-8.91%	Feb 26, 2026	23	Mar 30, 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 15 assets, with an effective number of assets of 13.70, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	UNH	WMT	BIP	AMZN	META	PLTR	CCJ	NVDA	VST	CEG	GEV	PWR	EME	VRT	FIX	Portfolio
Benchmark	1.00	0.16	0.21	0.45	0.65	0.59	0.57	0.49	0.65	0.46	0.48	0.54	0.59	0.61	0.61	0.63	0.76
UNH	0.16	1.00	0.11	0.15	0.02	0.00	0.01	0.02	-0.04	0.03	-0.01	0.02	0.01	0.03	-0.01	0.02	0.04
WMT	0.21	0.11	1.00	0.10	0.10	0.13	0.11	0.12	-0.02	0.11	0.13	0.16	0.10	0.14	0.09	0.12	0.17
BIP	0.45	0.15	0.10	1.00	0.21	0.22	0.21	0.31	0.22	0.21	0.17	0.31	0.31	0.29	0.28	0.32	0.36
AMZN	0.65	0.02	0.10	0.21	1.00	0.61	0.46	0.39	0.46	0.30	0.32	0.36	0.33	0.36	0.43	0.40	0.54
META	0.59	0.00	0.13	0.22	0.61	1.00	0.43	0.35	0.46	0.36	0.42	0.36	0.36	0.37	0.44	0.38	0.56
PLTR	0.57	0.01	0.11	0.21	0.46	0.43	1.00	0.36	0.44	0.38	0.42	0.43	0.41	0.43	0.46	0.43	0.66
CCJ	0.49	0.02	0.12	0.31	0.39	0.35	0.36	1.00	0.47	0.47	0.48	0.47	0.51	0.49	0.54	0.52	0.65
NVDA	0.65	-0.04	-0.02	0.22	0.46	0.46	0.44	0.47	1.00	0.46	0.48	0.48	0.50	0.52	0.66	0.54	0.73
VST	0.46	0.03	0.11	0.21	0.30	0.36	0.38	0.47	0.46	1.00	0.79	0.56	0.59	0.61	0.63	0.61	0.76
CEG	0.48	-0.01	0.13	0.17	0.32	0.42	0.42	0.48	0.48	0.79	1.00	0.55	0.57	0.59	0.63	0.58	0.76
GEV	0.54	0.02	0.16	0.31	0.36	0.36	0.43	0.47	0.48	0.56	0.55	1.00	0.59	0.60	0.65	0.64	0.76
PWR	0.59	0.01	0.10	0.31	0.33	0.36	0.41	0.51	0.50	0.59	0.57	0.59	1.00	0.77	0.69	0.79	0.75
EME	0.61	0.03	0.14	0.29	0.36	0.37	0.43	0.49	0.52	0.61	0.59	0.60	0.77	1.00	0.70	0.87	0.76
VRT	0.61	-0.01	0.09	0.28	0.43	0.44	0.46	0.54	0.66	0.63	0.63	0.65	0.69	0.70	1.00	0.75	0.83
FIX	0.63	0.02	0.12	0.32	0.40	0.38	0.43	0.52	0.54	0.61	0.58	0.64	0.79	0.87	0.75	1.00	0.80
Portfolio	0.76	0.04	0.17	0.36	0.54	0.56	0.66	0.65	0.73	0.76	0.76	0.76	0.75	0.76	0.83	0.80	1.00

The correlation results are calculated based on daily price changes starting from Mar 28, 2024

The Cognitive Abundance Portfolio: 15 Assets for the AI Transition

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table