CONCERT AI is a powerful and flexible investment methodology which may be applied to select optimized portfolios from a wide range of stocks, ETFs and funds. The following plots and tables illustrate historical performance data for a number of applications.
The following is a combined plot illustrating the historical performance of the CONCERT AI Liquid, S&P, DOW and EAFE portfolios vs. the S&P 500 benchmark, from 1/1/2007 through 12/31/2017.
Due to the performance level of CONCERT AI Liquid, the plot for the S&P 500 appears compressed vertically. Please note in particular that the CONCERT AI portfolios moved to cash during the 2008 market downturn to stop loss.
Below is a plot obtained by restricting the early stage of CONCERT AI to the Russell 1000. The results of this forward test are that the system produced an annualized return of 14.6% over 11+ years while the annualized return for the IWB (Russell 1000) ETF is 6.6% for the same period. CONCERT AI was exposed to market risk only 42.2% of the time.
Below is recent (2018) performance data for CONCERT AI Liquid, as compared with the S&P 500 Index and the AI-based ETF AIEQ.