Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 20% |
FXAIX Fidelity 500 Index Fund | S&P 500 | 35% |
QQQ Invesco QQQ ETF | Large Cap Growth Equities | 35% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Chatbot GBT with FXAIX, 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 May 4, 2011, corresponding to the inception date of FXAIX
Returns By Period
As of Apr 4, 2026, the Chatbot GBT with FXAIX returned -2.38% Year-To-Date and 13.15% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Chatbot GBT with FXAIX | 0.05% | -3.38% | -2.38% | -0.42% | 22.82% | 16.95% | 10.00% | 13.15% |
| Portfolio components: | ||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 0.23% | -0.96% | 0.32% | 1.01% | 3.86% | 3.55% | 0.29% | 1.68% |
QQQ Invesco QQQ ETF | 0.11% | -4.10% | -4.65% | -2.77% | 30.43% | 22.97% | 13.18% | 19.05% |
VEA Vanguard FTSE Developed Markets ETF | -0.77% | -3.90% | 3.65% | 7.84% | 33.16% | 16.09% | 8.76% | 9.49% |
FXAIX Fidelity 500 Index Fund | 0.12% | -4.06% | -3.53% | -1.39% | 23.48% | 18.49% | 11.97% | 14.21% |
Monthly Returns
Based on dividend-adjusted daily data since May 5, 2011, Chatbot GBT with FXAIX's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +10.8%, while the worst month was Apr 2022 at -9.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Chatbot GBT with FXAIX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -8.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.58% | -0.13% | -4.66% | 0.92% | -2.38% | ||||||||
| 2025 | 2.28% | -0.73% | -4.56% | 0.73% | 5.81% | 4.70% | 1.44% | 1.72% | 3.65% | 2.79% | -0.26% | 0.05% | 18.64% |
| 2024 | 1.08% | 3.72% | 2.13% | -3.80% | 4.68% | 3.55% | 0.63% | 1.83% | 2.03% | -1.63% | 4.22% | -1.33% | 18.08% |
| 2023 | 7.49% | -1.84% | 5.49% | 1.10% | 2.31% | 4.93% | 2.79% | -1.60% | -4.36% | -2.11% | 8.78% | 4.86% | 30.49% |
| 2022 | -5.65% | -3.07% | 2.33% | -9.24% | -0.13% | -7.16% | 8.64% | -4.43% | -8.76% | 4.57% | 5.94% | -5.57% | -21.96% |
| 2021 | -0.48% | 0.86% | 2.22% | 4.40% | 0.21% | 3.10% | 2.11% | 2.64% | -4.17% | 5.52% | 0.07% | 2.34% | 20.09% |
Benchmark Metrics
Chatbot GBT with FXAIX has an annualized alpha of 2.58%, beta of 0.83, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since May 05, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.53%) than losses (81.90%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.58% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.58%
- Beta
- 0.83
- R²
- 0.96
- Upside Capture
- 89.53%
- Downside Capture
- 81.90%
Expense Ratio
Chatbot GBT with FXAIX has an expense ratio of 0.08%, 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
Chatbot GBT with FXAIX ranks 49 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 | 1.16 | 0.88 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.37 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.39 | +0.50 |
Martin ratioReturn relative to average drawdown | 8.58 | 6.43 | +2.15 |
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 | |
|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 47 | 1.02 | 1.44 | 1.18 | 1.70 | 4.71 |
QQQ Invesco QQQ ETF | 58 | 1.04 | 1.62 | 1.23 | 1.93 | 7.00 |
VEA Vanguard FTSE Developed Markets ETF | 81 | 1.73 | 2.36 | 1.35 | 2.64 | 10.14 |
FXAIX Fidelity 500 Index Fund | 46 | 0.96 | 1.47 | 1.22 | 1.51 | 7.11 |
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Dividends
Dividend yield
Chatbot GBT with FXAIX provided a 1.65% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.65% | 1.65% | 1.72% | 1.67% | 1.64% | 1.25% | 1.39% | 1.83% | 2.15% | 1.72% | 2.04% | 2.12% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.94% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
VEA Vanguard FTSE Developed Markets ETF | 2.90% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
FXAIX Fidelity 500 Index Fund | 1.15% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
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 Chatbot GBT with FXAIX. 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 Chatbot GBT with FXAIX was 26.82%, occurring on Oct 14, 2022. Recovery took 295 trading sessions.
The current Chatbot GBT with FXAIX drawdown is 4.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.82% | Dec 28, 2021 | 202 | Oct 14, 2022 | 295 | Dec 18, 2023 | 497 |
| -25.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -16.11% | Aug 30, 2018 | 80 | Dec 24, 2018 | 67 | Apr 2, 2019 | 147 |
| -15.67% | Feb 20, 2025 | 34 | Apr 8, 2025 | 39 | Jun 4, 2025 | 73 |
| -13.02% | Jul 25, 2011 | 50 | Oct 3, 2011 | 78 | Jan 25, 2012 | 128 |
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 4 assets, with an effective number of assets of 3.39, 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 | AGG | VEA | QQQ | FXAIX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.05 | 0.82 | 0.90 | 1.00 | 0.97 |
| AGG | -0.05 | 1.00 | -0.01 | -0.02 | -0.05 | 0.03 |
| VEA | 0.82 | -0.01 | 1.00 | 0.71 | 0.82 | 0.82 |
| QQQ | 0.90 | -0.02 | 0.71 | 1.00 | 0.90 | 0.97 |
| FXAIX | 1.00 | -0.05 | 0.82 | 0.90 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.03 | 0.82 | 0.97 | 0.97 | 1.00 |