ChatGPT
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of May 17, 2025, the ChatGPT returned 3.25% Year-To-Date and 6.78% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| ChatGPT | 3.25% | 7.34% | 2.57% | 8.78% | 11.38% | 6.78% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 1.69% | 13.04% | 2.09% | 13.82% | 17.47% | 12.77% |
VO Vanguard Mid-Cap ETF | 4.31% | 12.56% | 1.58% | 12.69% | 15.08% | 9.45% |
IWM iShares Russell 2000 ETF | -4.81% | 13.45% | -7.67% | 2.08% | 12.34% | 6.74% |
VXUS Vanguard Total International Stock ETF | 12.83% | 9.21% | 11.94% | 10.52% | 11.83% | 5.27% |
VNQ Vanguard Real Estate ETF | 2.41% | 5.54% | -1.80% | 10.77% | 9.72% | 5.31% |
BND Vanguard Total Bond Market ETF | 2.08% | -0.13% | 1.92% | 4.51% | -0.96% | 1.50% |
IEF iShares 7-10 Year Treasury Bond ETF | 2.93% | -0.71% | 2.62% | 4.39% | -2.97% | 0.91% |
DBC Invesco DB Commodity Index Tracking Fund | -0.89% | 0.19% | 2.30% | -4.89% | 16.08% | 3.03% |
QAI IQ Hedge Multi-Strategy Tracker ETF | 1.88% | 4.78% | 1.71% | 5.62% | 3.92% | 2.12% |
PSP Invesco Global Listed Private Equity ETF | 1.54% | 12.75% | 0.71% | 10.95% | 15.36% | 7.62% |
IGF iShares Global Infrastructure ETF | 11.78% | 6.55% | 10.27% | 19.41% | 13.79% | 6.04% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.56% | -0.03% | -2.12% | -1.03% | 3.96% | 3.25% | |||||||
| 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% |
| 2023 | 6.26% | -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% |
| 2021 | 0.12% | 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% |
| 2019 | 7.28% | 2.21% | 1.33% | 2.14% | -3.61% | 4.46% | 0.21% | -0.74% | 1.44% | 1.68% | 1.36% | 2.65% | 21.97% |
| 2018 | 2.50% | -3.80% | 0.01% | 0.60% | 1.52% | 0.27% | 1.50% | 1.25% | -0.12% | -5.54% | 0.54% | -5.37% | -6.85% |
| 2017 | 1.33% | 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 45, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.69 | 1.17 | 1.18 | 0.80 | 3.08 |
VO Vanguard Mid-Cap ETF | 0.70 | 1.15 | 1.16 | 0.72 | 2.60 |
IWM iShares Russell 2000 ETF | 0.09 | 0.33 | 1.04 | 0.09 | 0.27 |
VXUS Vanguard Total International Stock ETF | 0.63 | 1.05 | 1.14 | 0.83 | 2.62 |
VNQ Vanguard Real Estate ETF | 0.60 | 1.02 | 1.13 | 0.51 | 2.16 |
BND Vanguard Total Bond Market ETF | 0.86 | 1.37 | 1.16 | 0.40 | 2.40 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.67 | 1.13 | 1.13 | 0.25 | 1.57 |
DBC Invesco DB Commodity Index Tracking Fund | -0.30 | -0.27 | 0.97 | -0.15 | -0.71 |
QAI IQ Hedge Multi-Strategy Tracker ETF | 0.76 | 1.14 | 1.16 | 0.76 | 3.16 |
PSP Invesco Global Listed Private Equity ETF | 0.45 | 0.82 | 1.11 | 0.51 | 1.99 |
IGF iShares Global Infrastructure ETF | 1.36 | 1.93 | 1.28 | 2.31 | 8.55 |
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Dividends
Dividend yield
ChatGPT provided a 3.00% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.00% | 3.05% | 2.94% | 2.16% | 1.87% | 1.93% | 2.39% | 2.68% | 2.26% | 2.09% | 2.19% | 2.18% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.21% | 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 | 1.51% | 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 | 1.18% | 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 | 2.94% | 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 | 4.02% | 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 | 3.73% | 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 | 5.27% | 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 | 2.18% | 2.23% | 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 | 8.05% | 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 | 2.87% | 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.
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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 0.88%.
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 | 349 | Mar 7, 2024 | 583 |
| -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
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 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
| ^GSPC | BND | IEF | DBC | VNQ | QAI | IGF | PSP | IWM | VXUS | SPY | VO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.10 | -0.24 | 0.33 | 0.63 | 0.73 | 0.73 | 0.79 | 0.84 | 0.82 | 1.00 | 0.93 | 0.92 |
| BND | -0.10 | 1.00 | 0.93 | -0.09 | 0.14 | 0.11 | 0.04 | -0.05 | -0.10 | -0.06 | -0.10 | -0.08 | 0.02 |
| IEF | -0.24 | 0.93 | 1.00 | -0.16 | 0.04 | -0.01 | -0.09 | -0.18 | -0.22 | -0.19 | -0.24 | -0.22 | -0.13 |
| DBC | 0.33 | -0.09 | -0.16 | 1.00 | 0.18 | 0.32 | 0.39 | 0.36 | 0.33 | 0.42 | 0.33 | 0.34 | 0.48 |
| VNQ | 0.63 | 0.14 | 0.04 | 0.18 | 1.00 | 0.50 | 0.65 | 0.55 | 0.62 | 0.56 | 0.63 | 0.68 | 0.73 |
| QAI | 0.73 | 0.11 | -0.01 | 0.32 | 0.50 | 1.00 | 0.64 | 0.71 | 0.69 | 0.77 | 0.73 | 0.74 | 0.79 |
| IGF | 0.73 | 0.04 | -0.09 | 0.39 | 0.65 | 0.64 | 1.00 | 0.72 | 0.67 | 0.81 | 0.73 | 0.74 | 0.84 |
| PSP | 0.79 | -0.05 | -0.18 | 0.36 | 0.55 | 0.71 | 0.72 | 1.00 | 0.77 | 0.85 | 0.79 | 0.81 | 0.86 |
| IWM | 0.84 | -0.10 | -0.22 | 0.33 | 0.62 | 0.69 | 0.67 | 0.77 | 1.00 | 0.75 | 0.84 | 0.92 | 0.88 |
| VXUS | 0.82 | -0.06 | -0.19 | 0.42 | 0.56 | 0.77 | 0.81 | 0.85 | 0.75 | 1.00 | 0.82 | 0.80 | 0.89 |
| SPY | 1.00 | -0.10 | -0.24 | 0.33 | 0.63 | 0.73 | 0.73 | 0.79 | 0.84 | 0.82 | 1.00 | 0.93 | 0.92 |
| VO | 0.93 | -0.08 | -0.22 | 0.34 | 0.68 | 0.74 | 0.74 | 0.81 | 0.92 | 0.80 | 0.93 | 1.00 | 0.94 |
| Portfolio | 0.92 | 0.02 | -0.13 | 0.48 | 0.73 | 0.79 | 0.84 | 0.86 | 0.88 | 0.89 | 0.92 | 0.94 | 1.00 |