Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in ChatGPT-2, 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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The earliest data available for this chart is Feb 20, 2015, corresponding to the inception date of XUU.TO
Returns By Period
As of Apr 3, 2026, the ChatGPT-2 returned 1.06% Year-To-Date and 8.33% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.48% | -1.70% | -2.42% | -2.28% | 13.57% | 18.26% | 12.69% | 12.98% |
Portfolio ChatGPT-2 | 0.20% | -0.84% | 1.06% | 1.60% | 12.08% | 12.62% | 7.90% | 8.33% |
| Portfolio components: | ||||||||
XUU.TO iShares Core S&P U.S. Total Market Index ETF | 0.33% | -1.50% | -2.03% | -1.93% | 13.64% | 19.08% | 12.92% | 14.05% |
VCN.TO Vanguard FTSE Canada All Cap Index ETF | 0.58% | -1.57% | 4.82% | 9.94% | 32.07% | 20.93% | 14.98% | 12.63% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | -0.48% | -0.66% | 3.39% | 5.31% | 20.93% | 15.72% | 10.07% | 9.42% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | -0.81% | -0.92% | 5.23% | 6.04% | 28.57% | 17.06% | 6.14% | 8.53% |
VAB.TO Vanguard Canadian Aggregate Bond Index ETF | 0.22% | -1.39% | 0.12% | -0.18% | 0.24% | 3.07% | 0.52% | 1.52% |
BND Vanguard Total Bond Market ETF | 0.59% | 0.79% | 1.79% | 0.54% | 2.01% | 4.77% | 2.41% | 2.33% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 23, 2015, ChatGPT-2's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +7.2%, while the worst month was Mar 2020 at -6.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ChatGPT-2 closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +4.8%, while the worst single day was Mar 12, 2020 at -7.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.23% | 2.32% | -3.04% | 0.64% | 1.06% | ||||||||
| 2025 | 3.08% | 0.20% | -2.28% | -2.60% | 3.02% | 2.30% | 1.59% | 1.63% | 3.73% | 1.83% | 0.41% | -1.04% | 12.27% |
| 2024 | 0.74% | 2.85% | 2.13% | -1.69% | 2.43% | 1.32% | 3.13% | 0.00% | 2.15% | 0.28% | 3.62% | -0.48% | 17.61% |
| 2023 | 4.46% | -0.85% | 1.61% | 1.52% | -1.57% | 1.49% | 1.42% | -0.01% | -3.09% | -0.66% | 5.39% | 2.66% | 12.73% |
| 2022 | -3.22% | -1.94% | -0.73% | -4.21% | -0.70% | -4.43% | 4.78% | -1.85% | -2.70% | 2.36% | 5.10% | -2.67% | -10.27% |
| 2021 | -0.17% | 0.57% | 0.57% | 0.86% | 0.09% | 2.99% | 1.39% | 2.04% | -2.47% | 1.13% | 1.06% | 1.77% | 10.18% |
Benchmark Metrics
ChatGPT-2 has an annualized alpha of 1.07%, beta of 0.47, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since February 23, 2015.
- This portfolio participated in 58.63% of S&P 500 Index downside but only 51.40% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.47 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.07%
- Beta
- 0.47
- R²
- 0.71
- Upside Capture
- 51.40%
- Downside Capture
- 58.63%
Expense Ratio
ChatGPT-2 has an expense ratio of 0.10%, 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.
Return for Risk
Risk / Return Rank
ChatGPT-2 ranks 59 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.75 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.14 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.70 | 1.15 | +2.55 |
Martin ratioReturn relative to average drawdown | 15.56 | 4.21 | +11.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
XUU.TO iShares Core S&P U.S. Total Market Index ETF | 37 | 0.73 | 1.10 | 1.17 | 1.16 | 4.32 |
VCN.TO Vanguard FTSE Canada All Cap Index ETF | 90 | 2.12 | 2.70 | 1.42 | 3.04 | 13.72 |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 65 | 1.28 | 1.79 | 1.26 | 1.89 | 7.10 |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 74 | 1.52 | 2.06 | 1.30 | 2.29 | 7.92 |
VAB.TO Vanguard Canadian Aggregate Bond Index ETF | 12 | 0.05 | 0.10 | 1.01 | 0.13 | 0.26 |
BND Vanguard Total Bond Market ETF | 16 | 0.32 | 0.48 | 1.06 | 0.25 | 0.50 |
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Dividends
Dividend yield
ChatGPT-2 provided a 2.46% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.46% | 2.47% | 2.46% | 2.39% | 2.38% | 1.97% | 2.01% | 2.41% | 2.47% | 2.16% | 2.23% | 2.26% |
| Portfolio components: | ||||||||||||
XUU.TO iShares Core S&P U.S. Total Market Index ETF | 1.17% | 1.16% | 1.02% | 1.22% | 1.38% | 1.01% | 1.33% | 1.68% | 1.73% | 1.49% | 1.65% | 1.52% |
VCN.TO Vanguard FTSE Canada All Cap Index ETF | 2.11% | 2.27% | 2.69% | 2.99% | 3.15% | 2.48% | 2.70% | 2.85% | 2.80% | 2.29% | 2.34% | 2.65% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 2.35% | 2.43% | 2.76% | 2.75% | 2.93% | 2.42% | 1.93% | 2.72% | 2.76% | 2.10% | 2.42% | 2.42% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 1.83% | 1.92% | 2.03% | 2.16% | 2.28% | 2.78% | 1.64% | 2.87% | 2.66% | 2.13% | 1.80% | 2.19% |
VAB.TO Vanguard Canadian Aggregate Bond Index ETF | 3.35% | 3.33% | 3.19% | 2.95% | 2.87% | 2.48% | 2.50% | 2.65% | 2.79% | 2.77% | 2.75% | 2.78% |
BND Vanguard Total Bond Market ETF | 3.92% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
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-2. 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-2 was 17.28%, occurring on Mar 18, 2020. Recovery took 83 trading sessions.
The current ChatGPT-2 drawdown is 2.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.28% | Feb 13, 2020 | 24 | Mar 18, 2020 | 83 | Jul 14, 2020 | 107 |
| -16.4% | Dec 30, 2021 | 119 | Jun 16, 2022 | 384 | Dec 14, 2023 | 503 |
| -9.57% | Mar 3, 2025 | 27 | Apr 8, 2025 | 57 | Jun 27, 2025 | 84 |
| -7.62% | Sep 5, 2018 | 80 | Dec 26, 2018 | 41 | Feb 25, 2019 | 121 |
| -6.66% | Jun 5, 2017 | 69 | Sep 8, 2017 | 37 | Oct 31, 2017 | 106 |
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 6 assets, with an effective number of assets of 4.88, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VAB.TO | BND | XEC.TO | VCN.TO | XEF.TO | XUU.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | 0.07 | 0.51 | 0.54 | 0.65 | 0.88 | 0.82 |
| VAB.TO | 0.01 | 1.00 | 0.53 | 0.00 | 0.02 | 0.06 | 0.02 | 0.27 |
| BND | 0.07 | 0.53 | 1.00 | -0.12 | -0.25 | -0.04 | 0.04 | 0.23 |
| XEC.TO | 0.51 | 0.00 | -0.12 | 1.00 | 0.56 | 0.67 | 0.55 | 0.65 |
| VCN.TO | 0.54 | 0.02 | -0.25 | 0.56 | 1.00 | 0.66 | 0.61 | 0.67 |
| XEF.TO | 0.65 | 0.06 | -0.04 | 0.67 | 0.66 | 1.00 | 0.70 | 0.83 |
| XUU.TO | 0.88 | 0.02 | 0.04 | 0.55 | 0.61 | 0.70 | 1.00 | 0.90 |
| Portfolio | 0.82 | 0.27 | 0.23 | 0.65 | 0.67 | 0.83 | 0.90 | 1.00 |