NEWSLETTER
In March, we made meaningful progress on several important fronts: our implied volatility modelling work advanced into its late stage, we collaborated with an AWS Partner on integrating agentic AI into the platform, and we continued engaging potential enterprise clients as GM Advisors further strengthens its technical and delivery capabilities.
- A fully functional UI is now available to testers, allowing users to interact with the InvestLens AI Assistant in a conversational mode for quick retrieval of their portfolio data.
- Additional refinements and small improvements were made across the platform.
Platform updates
We are pleased to share that, with support from an additional Amazon Web Services grant, we have continued advancing the InvestLens agent we are developing to intelligently orchestrate tools across the platform. At this stage, our focus is on improving the working prototype and ensuring that the assistant can execute validated tools consistently and without errors, including the reliable generation of client-facing PDF reports. Unlike many AI-first products that rely on opaque outputs, our approach remains centered on human accountability, expert oversight, and strict guardrails designed to support transparency, reliability, and trust.
Analytics in Practice
This month, we present a workflow demonstrating how to quickly compare strategies using InvestLens. In this example, we compare two ideas: a portfolio built from 9 U.S. stocks in the Aggressive Tactical Profile, excluding GOOG Class A, and a portfolio built from 10 stocks in the AI Tech Infrastructure Theme.
We then use the optimizer to allocate assets for both the Aggressive Tactical Profile and AI Tech Infrastructure portfolios, save the optimized portfolios, and compare their historical performance.
| Performance Report | Agg. Tactical Profile | AI Tech Theme |
|---|---|---|
| Annualized Portfolio Return | 0.323 | 0.633 |
| Annualized Portfolio Volatility | 0.159 | 0.363 |
| Annualized Sharpe Ratio | 1.556 | 1.412 |
| Annualized Semi-deviation | 0.112 | 0.245 |
| Daily VaR (5%) | 0.014 | 0.032 |
| Daily CVaR (5%) | 0.021 | 0.049 |
| Daily Cornish-Fisher VaR (5%) | 0.015 | 0.035 |
| Skewness | -0.163 | 0.190 |
| Kurtosis | 8.571 | 7.508 |
| Drawdown | -0.132 | -0.300 |
Over the tested window, the AI Tech Infra Theme portfolio delivered a substantially higher annualized return than the Aggressive Tactical Profile portfolio (0.633 vs. 0.323), but this came with materially higher volatility (0.363 vs. 0.159). Although the AI Tech Infra Theme portfolio generated the stronger return, the Aggressive Tactical Profile achieved a higher Sharpe ratio (1.556 vs. 1.412), indicating more efficient risk-adjusted performance. Downside risk measures also favor the Aggressive Tactical Profile, with lower semi-deviation, VaR, CVaR, and a smaller drawdown.
In conclusion, this comparison shows how InvestLens helps investors move beyond return alone and evaluate strategies across both performance and risk dimensions. In this example, the AI Tech Infra Theme offered stronger upside potential, while the Aggressive Tactical Profile delivered more favorable risk-adjusted characteristics and downside protection.
