chatgpt 6月11 2HAO

Asset Allocation

Position	Category/Sector	Target Weight
TECL Direxion Daily Technology Bull 3X Shares	Leveraged Equities, Technology Equities	20%
TPL Texas Pacific Land Corporation	Energy	20%
AAPL Apple Inc	Technology	20%
GLD SPDR Gold Shares	Gold, Precious Metals	10%
AVGO Broadcom Inc.	Technology	10%
UNH UnitedHealth Group Incorporated	Healthcare	10%
HESAY Hermes International SA	Consumer Cyclical	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in chatgpt 6月11 2HAO, 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.

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Returns By Period

As of Jun 13, 2026, the chatgpt 6月11 2HAO returned 48.92% Year-To-Date and 41.89% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio chatgpt 6月11 2HAO	4.77%	7.33%	48.92%	49.80%	80.68%	46.75%	35.04%	41.89%
Portfolio components:
AAPL Apple Inc	1.82%	-1.27%	9.24%	8.34%	51.49%	17.58%	18.50%	29.88%
AVGO Broadcom Inc.	3.11%	-7.35%	14.06%	16.39%	59.68%	67.77%	56.37%	41.61%
GLD SPDR Gold Shares	2.59%	-4.97%	0.06%	0.19%	25.38%	29.73%	18.31%	12.33%
HESAY Hermes International SA	1.42%	9.10%	-18.99%	-20.48%	-23.55%	-1.78%	7.50%	19.32%
TECL Direxion Daily Technology Bull 3X Shares	11.01%	22.64%	103.81%	109.85%	222.44%	68.74%	39.49%	53.63%
TPL Texas Pacific Land Corporation	-4.26%	-5.67%	26.65%	29.97%	-2.18%	35.41%	17.26%	35.75%
UNH UnitedHealth Group Incorporated	1.19%	4.96%	26.20%	22.13%	35.57%	-1.61%	2.54%	13.41%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 28, 2009, chatgpt 6月11 2HAO's average daily return is +0.14%, while the average monthly return is +2.88%. At this rate, an investment would double in approximately 2.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +25.5%, while the worst month was Mar 2020 at -20.1%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, chatgpt 6月11 2HAO closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +15.7%, while the worst single day was Mar 16, 2020 at -14.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.14%	10.78%	-8.86%	22.04%	21.91%	-2.94%							48.92%
2025	4.08%	-0.74%	-7.69%	-2.27%	2.93%	8.85%	-1.70%	3.99%	10.61%	6.75%	-3.52%	-1.64%	19.62%
2024	-0.96%	6.60%	2.49%	-4.55%	8.18%	12.80%	3.24%	2.45%	3.03%	3.44%	12.73%	-6.49%	49.76%
2023	7.27%	-2.54%	12.51%	-1.38%	6.28%	7.28%	5.69%	2.05%	-7.65%	1.58%	11.30%	4.26%	55.27%
2022	-10.67%	-1.93%	7.50%	-10.84%	0.60%	-8.68%	20.43%	-6.97%	-12.40%	14.43%	9.83%	-9.74%	-14.10%
2021	1.03%	7.17%	13.66%	6.24%	-0.38%	8.10%	3.39%	1.48%	-8.98%	11.71%	5.79%	6.84%	69.76%

Benchmark Metrics

chatgpt 6月11 2HAO has an annualized alpha of 18.21%, beta of 1.36, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since August 28, 2009.

This portfolio captured 211.69% of S&P 500 Index gains and 106.62% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 18.21% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 18.21%

Beta: 1.36

R²: 0.77

Upside Capture: 211.69%

Downside Capture: 106.62%

See how alpha, beta & R² have trended over time →

Expense Ratio

chatgpt 6月11 2HAO has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

TECL

Direxion Daily Technology Bull 3X Shares

GLD

SPDR Gold Shares

Return for Risk

Risk / Return Rank

chatgpt 6月11 2HAO ranks 77 for risk / return — better than 77% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

The table below presents risk-adjusted performance metrics for chatgpt 6月11 2HAO and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.92	2.14	+0.78
Sortino ratioReturn per unit of downside risk	3.31	2.89	+0.42
Omega ratioGain probability vs. loss probability	1.47	1.39	+0.08
Calmar ratioReturn relative to maximum drawdown	4.88	2.91	+1.97
Martin ratioReturn relative to average drawdown	19.87	13.08	+6.78

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	89	2.28	3.18	1.41	3.75	9.31
AVGO Broadcom Inc.	76	1.32	1.89	1.25	2.09	4.85
GLD SPDR Gold Shares	27	0.93	1.30	1.19	1.04	2.97
HESAY Hermes International SA	14	-0.78	-0.98	0.89	-0.65	-1.16
TECL Direxion Daily Technology Bull 3X Shares	83	3.29	3.03	1.41	4.81	13.42
TPL Texas Pacific Land Corporation	39	-0.05	0.27	1.03	-0.07	-0.14
UNH UnitedHealth Group Incorporated	67	0.89	1.36	1.21	1.23	2.71

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. Learn how to interpret the Sharpe ratio.

The current chatgpt 6月11 2HAO Sharpe ratio is 2.92 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 1.56 to 2.44, 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 chatgpt 6月11 2HAO 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

chatgpt 6月11 2HAO provided a 1.33% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.33%	2.11%	0.78%	0.70%	0.94%	0.70%	1.15%	0.87%	1.10%	0.84%	0.88%	0.96%
Portfolio components:
AAPL Apple Inc	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HESAY Hermes International SA	1.05%	1.18%	1.13%	0.67%	0.57%	0.31%	0.46%	0.68%	0.91%	1.55%	1.81%	2.54%
TECL Direxion Daily Technology Bull 3X Shares	3.49%	7.19%	0.29%	0.28%	0.22%	0.32%	0.52%	0.25%	0.47%	0.10%	0.00%	0.00%
TPL Texas Pacific Land Corporation	0.62%	0.74%	1.37%	0.83%	1.37%	0.88%	2.20%	0.22%	0.55%	0.30%	0.10%	0.22%
UNH UnitedHealth Group Incorporated	2.72%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%

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 chatgpt 6月11 2HAO. 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 chatgpt 6月11 2HAO was 44.18%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current chatgpt 6月11 2HAO drawdown is 11.60%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-44.18%Mar 2020	1mo 2d	3mo 24d	4mo 26dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018	-32.42%Dec 2018	2mo 21d	3mo 12d	6mo 3dOct 2018 - Apr 2019
2025 selloff2025	-27.53%Apr 2025	1mo 18d	5mo 4d	6mo 22dFeb 2025 - Sep 2025
Bear market2022	-26.94%Jun 2022	5mo 21d	9mo 20d	1y 3moDec 2021 - Apr 2023
2015 bear market2015	-21.58%Aug 2015	2mo 28d	7mo 22d	10mo 20dMay 2015 - Apr 2016

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 7 assets, with an effective number of assets of 6.25, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.71	1.54	1.44	1.38	1.44

The portfolio has a diversification ratio of 1.44, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

chatgpt 6月11 2HAO correlation to the S&P 500 Index

chatgpt 6月11 2HAO has a 0.81 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since Aug 28, 2009	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. TECL has the highest benchmark correlation at 0.89, while GLD has the lowest at 0.06.

0.06

0.31

0.37

0.46

0.61

0.62

0.89

Portfolio Correlations

Correlation vs. chatgpt 6月11 2HAO. TECL has the highest portfolio correlation at 0.89, while GLD has the lowest at 0.13.

0.13

0.41

0.42

0.52

0.69

0.73

0.89

Asset Correlations Table

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

	GLD	TPL	HESAY	UNH	AVGO	AAPL	TECL
GLD	1.00	0.04	0.12	0.03	0.02	0.04	0.05
TPL	0.04	1.00	0.12	0.14	0.19	0.17	0.24
HESAY	0.12	0.12	1.00	0.16	0.27	0.25	0.35
UNH	0.03	0.14	0.16	1.00	0.24	0.27	0.36
AVGO	0.02	0.19	0.27	0.24	1.00	0.46	0.68
AAPL	0.04	0.17	0.25	0.27	0.46	1.00	0.73
TECL	0.05	0.24	0.35	0.36	0.68	0.73	1.00

The correlation results are calculated based on daily price changes starting from Aug 28, 2009

Diversification Analysis

Find what chatgpt 6月11 2HAO is missing

See which holdings overlap, where chatgpt 6月11 2HAO is concentrated, and which low-correlation assets could fill the gaps.

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