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ChatGPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

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 Every 3 months.


150.00%200.00%250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
161.52%
343.76%
ChatGPT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns By Period

As of May 9, 2025, the ChatGPT returned 0.49% Year-To-Date and 6.58% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
ChatGPT0.49%10.04%-1.97%7.88%10.21%6.58%
SPY
SPDR S&P 500 ETF
-3.30%13.81%-4.52%10.65%15.81%12.33%
VO
Vanguard Mid-Cap ETF
-0.19%14.84%-3.60%9.88%13.24%9.08%
IWM
iShares Russell 2000 ETF
-8.75%15.08%-14.45%-0.14%10.14%6.48%
VXUS
Vanguard Total International Stock ETF
9.97%16.33%4.45%10.10%10.68%5.12%
VNQ
Vanguard Real Estate ETF
0.45%11.00%-4.37%13.24%7.43%5.28%
BND
Vanguard Total Bond Market ETF
2.13%0.32%1.30%5.43%-0.86%1.49%
IEF
iShares 7-10 Year Treasury Bond ETF
3.27%-0.36%2.21%5.73%-2.84%0.93%
DBC
Invesco DB Commodity Index Tracking Fund
-1.96%3.97%-3.37%-4.95%15.73%2.84%
QAI
IQ Hedge Multi-Strategy Tracker ETF
0.16%5.71%-0.71%4.41%3.47%1.99%
PSP
Invesco Global Listed Private Equity ETF
-2.56%18.00%-5.00%9.18%13.53%7.40%
IGF
iShares Global Infrastructure ETF
9.49%13.21%7.76%19.80%12.69%5.94%
*Annualized

Monthly Returns

The table below presents the monthly returns of ChatGPT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.56%-0.03%-2.12%-1.03%1.18%0.49%
2024-0.83%2.31%2.89%-3.24%3.25%0.60%3.01%1.74%2.24%-1.54%3.69%-3.52%10.74%
20236.26%-3.05%0.80%0.75%-2.21%4.38%3.35%-2.37%-3.44%-2.99%7.42%4.99%13.84%
2022-3.65%-0.97%2.47%-5.32%0.59%-6.78%5.66%-3.57%-8.69%4.84%5.82%-3.77%-13.79%
20210.12%3.05%1.93%4.23%1.24%1.37%1.40%1.32%-2.60%4.61%-2.71%3.84%18.95%
2020-0.87%-5.68%-13.40%7.68%4.52%2.22%3.89%3.34%-2.31%-1.51%9.61%3.89%9.57%
20197.28%2.21%1.33%2.14%-3.61%4.46%0.21%-0.74%1.44%1.68%1.36%2.65%21.97%
20182.50%-3.80%0.01%0.60%1.52%0.27%1.50%1.25%-0.12%-5.54%0.54%-5.37%-6.85%
20171.33%2.05%0.06%0.82%0.86%0.68%1.96%0.18%1.36%1.31%1.50%0.98%13.87%
2016-3.79%-0.05%5.99%1.43%0.86%1.52%2.26%-0.24%0.68%-2.27%0.91%2.07%9.45%
2015-0.51%2.99%-0.48%0.77%0.02%-1.76%0.00%-4.27%-1.74%4.34%-0.89%-1.91%-3.67%
2014-1.54%4.13%0.26%0.52%1.56%1.90%-2.00%2.40%-3.45%2.03%0.61%-1.06%5.22%

Expense Ratio

ChatGPT has an expense ratio of 0.32%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ChatGPT is 50, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ChatGPT is 5050
Overall Rank
The Sharpe Ratio Rank of ChatGPT is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ChatGPT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of ChatGPT is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ChatGPT is 5050
Calmar Ratio Rank
The Martin Ratio Rank of ChatGPT is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
SPDR S&P 500 ETF
0.540.901.130.572.24
VO
Vanguard Mid-Cap ETF
0.550.881.120.521.90
IWM
iShares Russell 2000 ETF
-0.010.141.02-0.02-0.05
VXUS
Vanguard Total International Stock ETF
0.600.941.130.732.30
VNQ
Vanguard Real Estate ETF
0.741.111.150.552.41
BND
Vanguard Total Bond Market ETF
1.031.481.180.432.60
IEF
iShares 7-10 Year Treasury Bond ETF
0.871.291.150.291.82
DBC
Invesco DB Commodity Index Tracking Fund
-0.31-0.380.96-0.19-0.92
QAI
IQ Hedge Multi-Strategy Tracker ETF
0.610.861.120.562.35
PSP
Invesco Global Listed Private Equity ETF
0.380.651.090.371.48
IGF
iShares Global Infrastructure ETF
1.402.041.292.449.06

The current ChatGPT Sharpe ratio is 0.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ChatGPT with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.63
0.48
ChatGPT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ChatGPT provided a 3.07% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.07%3.05%2.94%2.16%1.87%1.93%2.39%2.68%2.26%2.09%2.19%2.18%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
VO
Vanguard Mid-Cap ETF
1.58%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%
IWM
iShares Russell 2000 ETF
1.23%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%
VXUS
Vanguard Total International Stock ETF
3.02%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%
VNQ
Vanguard Real Estate ETF
4.10%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%
BND
Vanguard Total Bond Market ETF
3.76%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
IEF
iShares 7-10 Year Treasury Bond ETF
3.72%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%
DBC
Invesco DB Commodity Index Tracking Fund
5.32%5.22%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%0.00%
QAI
IQ Hedge Multi-Strategy Tracker ETF
2.22%2.22%4.08%2.00%0.28%1.98%1.91%1.90%0.00%0.00%0.48%1.34%
PSP
Invesco Global Listed Private Equity ETF
8.39%8.62%3.96%2.87%10.33%4.66%5.86%6.80%10.18%4.11%6.23%4.94%
IGF
iShares Global Infrastructure ETF
2.93%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.99%3.24%3.00%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.53%
-7.82%
ChatGPT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ChatGPT. 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 was 28.62%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current ChatGPT drawdown is 3.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.62%Feb 20, 202023Mar 23, 2020161Nov 9, 2020184
-19.97%Nov 10, 2021234Oct 14, 2022349Mar 7, 2024583
-16.66%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-14.85%May 18, 2015187Feb 11, 2016117Jul 29, 2016304
-13.58%Aug 30, 201880Dec 24, 201867Apr 2, 2019147

Volatility

Volatility Chart

The current ChatGPT volatility is 6.99%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.99%
11.21%
ChatGPT
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 9.09, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCBNDIEFDBCVNQQAIIGFPSPIWMVXUSSPYVOPortfolio
^GSPC1.00-0.10-0.240.330.630.730.730.790.840.821.000.930.92
BND-0.101.000.93-0.090.140.110.04-0.05-0.10-0.06-0.10-0.080.01
IEF-0.240.931.00-0.160.04-0.01-0.09-0.18-0.22-0.20-0.24-0.22-0.13
DBC0.33-0.09-0.161.000.180.320.390.360.340.420.330.340.48
VNQ0.630.140.040.181.000.500.650.560.620.560.630.680.73
QAI0.730.11-0.010.320.501.000.640.710.690.770.730.740.79
IGF0.730.04-0.090.390.650.641.000.720.670.810.730.740.84
PSP0.79-0.05-0.180.360.560.710.721.000.770.850.790.810.86
IWM0.84-0.10-0.220.340.620.690.670.771.000.750.840.920.88
VXUS0.82-0.06-0.200.420.560.770.810.850.751.000.820.810.89
SPY1.00-0.10-0.240.330.630.730.730.790.840.821.000.930.92
VO0.93-0.08-0.220.340.680.740.740.810.920.810.931.000.94
Portfolio0.920.01-0.130.480.730.790.840.860.880.890.920.941.00
The correlation results are calculated based on daily price changes starting from Jan 31, 2011