Performance

AI Chips +75.90%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
AI Chips	+0.83%	+64.48%	+75.90%	+44.40%	-20.21%	1.40	0.43%

AVGO	-0.48%	-6.95%	-10.49%	+44.79%	-32.97%	-0.11	0.81%
AMD	+1.74%	+131.26%	+99.02%	+30.77%	-27.76%	1.30	0.00%
TSM	+1.49%	+31.96%	+41.77%	+31.15%	-21.55%	0.98	0.90%
ASML	+0.72%	+35.71%	+49.26%	+14.27%	-21.95%	1.01	0.58%
MU	+2.46%	+178.42%	+299.16%	+65.81%	-39.10%	2.07	0.06%
NVDA	-0.59%	+11.97%	+10.43%	+48.47%	-20.21%	0.33	0.25%

Summary

AI Chips at a glance

AI Chips returned +75.90% over the past year and +44.40% a year over five years. Its worst drop in that year was -20.21%, smaller than 14% of portfolios on Redstone, and its Sharpe ratio of 1.40 beats 93% of portfolios on Redstone. It yields 0.43%.

Ranking

How AI Chips ranks

100

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-15.03%

Rolling Volatility

+2.02%

METRICS

Correlation Matrix

	AMD	ASML	AVGO	MU	NVDA	TSM
AMD	1.00	0.64	0.52	0.63	0.52	0.67
ASML	0.64	1.00	0.55	0.63	0.52	0.74
AVGO	0.52	0.55	1.00	0.49	0.53	0.60
MU	0.63	0.63	0.49	1.00	0.44	0.62
NVDA	0.52	0.52	0.53	0.44	1.00	0.66
TSM	0.67	0.74	0.60	0.62	0.66	1.00

Actions

Portfolio

Allocation

6 Assets

NVDA

AVGO

AMD

TSM

ASML

Metrics

Risk Indicators

Alpha42.45%

Beta2.60x

Sharpe1.40

Sortino2.04

Omega1.26

Calmar3.76

Martin8.87

Portfolios

AI Chips: returns, risk and holdings

AI Chips at a glance

How AI Chips ranks

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