AI PORTFOLIO + HIGH FLYER

The chart shows the growth of an initial investment of $10,000 in AI PORTFOLIO + HIGH FLYER, 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.

Based on dividend-adjusted daily data since Feb 24, 2025, AI PORTFOLIO + HIGH FLYER's average daily return is +0.70%, while the average monthly return is +14.57%. At this rate, an investment would double in approximately 0.4 years.

Historically, 76% of months were positive and 24% were negative. The best month was Apr 2026 with a return of +49.1%, while the worst month was Mar 2025 at -15.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, AI PORTFOLIO + HIGH FLYER closed higher 63% of trading days. The best single day was Apr 9, 2025 with a return of +15.4%, while the worst single day was Apr 3, 2025 at -13.1%.

AI PORTFOLIO + HIGH FLYER has an annualized alpha of 295.63%, beta of 2.21, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since February 24, 2025.

• This portfolio captured 2541.33% of S&P 500 Index gains and 105.50% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.50 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

AI PORTFOLIO + HIGH FLYER 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.

AI PORTFOLIO + HIGH FLYER ranks 99 for risk / return — in the top 99% 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.

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 current AI PORTFOLIO + HIGH FLYER Sharpe ratio is 10.23 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 PORTFOLIO + HIGH FLYER compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

AI PORTFOLIO + HIGH FLYER provided a 0.08% 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 PORTFOLIO + HIGH FLYER. 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 PORTFOLIO + HIGH FLYER was 34.43%, occurring on Apr 4, 2025. Recovery took 26 trading sessions.

The current AI PORTFOLIO + HIGH FLYER drawdown is 2.17%.

The chart below shows the rolling one-month volatility.