PortfoliosLab logo

ChatGPT

Last updated Jun 2, 2023

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


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%2023FebruaryMarchAprilMayJune
0.89%
5.55%
ChatGPT
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.18%9.94%3.67%1.06%9.08%9.99%
ChatGPT0.21%3.14%-0.82%-5.42%5.43%5.98%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BNDIEFDBCVNQQAIIGFPSPIWMVXUSSPYVO
BND1.000.92-0.100.090.10-0.02-0.12-0.17-0.13-0.16-0.15
IEF0.921.00-0.18-0.02-0.03-0.16-0.26-0.30-0.27-0.31-0.29
DBC-0.10-0.181.000.200.330.410.390.360.440.360.37
VNQ0.09-0.020.201.000.500.660.550.620.560.640.67
QAI0.10-0.030.330.501.000.650.700.680.760.730.73
IGF-0.02-0.160.410.660.651.000.730.680.830.760.75
PSP-0.12-0.260.390.550.700.731.000.770.860.800.81
IWM-0.17-0.300.360.620.680.680.771.000.750.860.92
VXUS-0.13-0.270.440.560.760.830.860.751.000.830.81
SPY-0.16-0.310.360.640.730.760.800.860.831.000.94
VO-0.15-0.290.370.670.730.750.810.920.810.941.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ChatGPT Sharpe ratio is -0.29. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.402023FebruaryMarchAprilMayJune
-0.29
0.10
ChatGPT
Benchmark (^GSPC)
Portfolio components

Dividend yield

ChatGPT granted a 2.51% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
ChatGPT2.51%2.16%1.93%2.05%2.60%3.02%2.69%2.53%2.75%2.79%3.61%2.96%
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.


Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%2023FebruaryMarchAprilMayJune
-11.49%
-12.00%
ChatGPT
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 2020161Nov 9, 2020184
-19.97%Nov 10, 2021234Oct 14, 2022
-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 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMayJune
2.90%
3.68%
ChatGPT
Benchmark (^GSPC)
Portfolio components