ChatGPT
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in ChatGPT, 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 Quarterly
Returns
As of Jun 2, 2023, the ChatGPT returned 3.14% Year-To-Date and 5.93% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 3.18% | 9.94% | 3.67% | 1.06% | 9.08% | 9.99% |
| ChatGPT | 0.21% | 3.14% | -0.82% | -5.42% | 5.43% | 5.98% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 3.38% | 10.72% | 4.54% | 2.77% | 10.94% | 12.01% |
VO Vanguard Mid-Cap ETF | 0.32% | 1.28% | -4.29% | -5.27% | 7.05% | 9.61% |
IWM iShares Russell 2000 ETF | 1.93% | 1.11% | -5.82% | -5.44% | 2.72% | 7.48% |
VXUS Vanguard Total International Stock ETF | -0.88% | 6.84% | 3.91% | -0.67% | 2.51% | 4.34% |
VNQ Vanguard Real Estate ETF | -1.17% | -2.02% | -6.48% | -16.30% | 4.01% | 5.45% |
BND Vanguard Total Bond Market ETF | -1.26% | 2.92% | 0.84% | -1.55% | 0.88% | 1.38% |
IEF iShares 7-10 Year Treasury Bond ETF | -1.91% | 3.55% | 0.70% | -2.41% | 0.87% | 1.08% |
DBC Invesco DB Commodity Index Tracking Fund | -0.58% | -9.09% | -10.14% | -23.83% | 5.32% | -1.24% |
QAI IQ Hedge Multi-Strategy Tracker ETF | 0.24% | 3.16% | 1.87% | 0.47% | 0.74% | 1.53% |
PSP Invesco Global Listed Private Equity ETF | 1.17% | 9.53% | 2.68% | -8.80% | 2.32% | 5.99% |
IGF iShares Global Infrastructure ETF | -3.83% | 1.22% | -1.94% | -7.89% | 4.55% | 5.45% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BND | IEF | DBC | VNQ | QAI | IGF | PSP | IWM | VXUS | SPY | VO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BND | 1.00 | 0.92 | -0.10 | 0.09 | 0.10 | -0.02 | -0.12 | -0.17 | -0.13 | -0.16 | -0.15 |
| IEF | 0.92 | 1.00 | -0.18 | -0.02 | -0.03 | -0.16 | -0.26 | -0.30 | -0.27 | -0.31 | -0.29 |
| DBC | -0.10 | -0.18 | 1.00 | 0.20 | 0.33 | 0.41 | 0.39 | 0.36 | 0.44 | 0.36 | 0.37 |
| VNQ | 0.09 | -0.02 | 0.20 | 1.00 | 0.50 | 0.66 | 0.55 | 0.62 | 0.56 | 0.64 | 0.67 |
| QAI | 0.10 | -0.03 | 0.33 | 0.50 | 1.00 | 0.65 | 0.70 | 0.68 | 0.76 | 0.73 | 0.73 |
| IGF | -0.02 | -0.16 | 0.41 | 0.66 | 0.65 | 1.00 | 0.73 | 0.68 | 0.83 | 0.76 | 0.75 |
| PSP | -0.12 | -0.26 | 0.39 | 0.55 | 0.70 | 0.73 | 1.00 | 0.77 | 0.86 | 0.80 | 0.81 |
| IWM | -0.17 | -0.30 | 0.36 | 0.62 | 0.68 | 0.68 | 0.77 | 1.00 | 0.75 | 0.86 | 0.92 |
| VXUS | -0.13 | -0.27 | 0.44 | 0.56 | 0.76 | 0.83 | 0.86 | 0.75 | 1.00 | 0.83 | 0.81 |
| SPY | -0.16 | -0.31 | 0.36 | 0.64 | 0.73 | 0.76 | 0.80 | 0.86 | 0.83 | 1.00 | 0.94 |
| VO | -0.15 | -0.29 | 0.37 | 0.67 | 0.73 | 0.75 | 0.81 | 0.92 | 0.81 | 0.94 | 1.00 |
Dividend yield
ChatGPT granted a 2.51% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ChatGPT | 2.51% | 2.16% | 1.93% | 2.05% | 2.60% | 3.02% | 2.69% | 2.53% | 2.75% | 2.79% | 3.61% | 2.96% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.86% | 1.66% | 1.23% | 1.57% | 1.84% | 2.19% | 1.97% | 2.26% | 2.35% | 2.17% | 2.15% | 2.63% |
VO Vanguard Mid-Cap ETF | 1.96% | 1.61% | 1.15% | 1.50% | 1.56% | 1.95% | 1.46% | 1.59% | 1.64% | 1.46% | 1.35% | 1.64% |
IWM iShares Russell 2000 ETF | 1.83% | 1.49% | 0.96% | 1.07% | 1.31% | 1.48% | 1.35% | 1.49% | 1.69% | 1.41% | 1.39% | 2.29% |
VXUS Vanguard Total International Stock ETF | 3.12% | 3.10% | 3.20% | 2.28% | 3.34% | 3.58% | 3.17% | 3.50% | 3.48% | 4.30% | 3.52% | 3.98% |
VNQ Vanguard Real Estate ETF | 4.99% | 3.95% | 2.68% | 4.23% | 3.81% | 5.51% | 5.15% | 6.12% | 5.22% | 4.99% | 6.23% | 5.35% |
BND Vanguard Total Bond Market ETF | 3.77% | 2.63% | 2.04% | 2.34% | 2.94% | 3.13% | 2.91% | 2.95% | 3.10% | 3.44% | 3.53% | 4.22% |
IEF iShares 7-10 Year Treasury Bond ETF | 2.81% | 1.78% | 0.86% | 1.12% | 2.18% | 2.40% | 1.99% | 2.02% | 2.16% | 2.37% | 2.09% | 2.15% |
DBC Invesco DB Commodity Index Tracking Fund | 0.65% | 0.59% | 0.00% | 0.00% | 1.60% | 1.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QAI IQ Hedge Multi-Strategy Tracker ETF | 1.94% | 2.00% | 0.28% | 2.03% | 1.99% | 2.02% | 0.00% | 0.00% | 0.53% | 1.46% | 1.39% | 1.24% |
PSP Invesco Global Listed Private Equity ETF | 2.63% | 2.88% | 10.60% | 5.31% | 7.13% | 8.78% | 13.87% | 6.21% | 9.81% | 8.23% | 23.54% | 5.78% |
IGF iShares Global Infrastructure ETF | 2.64% | 2.67% | 2.48% | 2.45% | 3.52% | 3.92% | 3.40% | 3.54% | 3.97% | 3.77% | 4.48% | 5.52% |
Expense Ratio
The ChatGPT has a high expense ratio of 0.32%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.19 | ||||
VO Vanguard Mid-Cap ETF | -0.18 | ||||
IWM iShares Russell 2000 ETF | -0.15 | ||||
VXUS Vanguard Total International Stock ETF | 0.02 | ||||
VNQ Vanguard Real Estate ETF | -0.66 | ||||
BND Vanguard Total Bond Market ETF | -0.23 | ||||
IEF iShares 7-10 Year Treasury Bond ETF | -0.27 | ||||
DBC Invesco DB Commodity Index Tracking Fund | -0.99 | ||||
QAI IQ Hedge Multi-Strategy Tracker ETF | 0.11 | ||||
PSP Invesco Global Listed Private Equity ETF | -0.26 | ||||
IGF iShares Global Infrastructure ETF | -0.40 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the ChatGPT. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the ChatGPT is 28.62%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 161 | Nov 9, 2020 | 184 |
| -19.97% | Nov 10, 2021 | 234 | Oct 14, 2022 | — | — | — |
| -16.66% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -14.85% | May 18, 2015 | 187 | Feb 11, 2016 | 117 | Jul 29, 2016 | 304 |
| -13.58% | Aug 30, 2018 | 80 | Dec 24, 2018 | 67 | Apr 2, 2019 | 147 |
Volatility Chart
The current ChatGPT volatility is 2.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.