ChatGPT
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.
The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Apr 20, 2025, the ChatGPT returned -3.21% Year-To-Date and 6.12% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| ChatGPT | -5.93% | -5.23% | -7.54% | 7.47% | 10.73% | 6.88% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -9.91% | -6.63% | -9.38% | 7.66% | 15.04% | 11.54% |
VO Vanguard Mid-Cap ETF | -6.55% | -5.54% | -8.32% | 6.64% | 13.11% | 8.29% |
IWM iShares Russell 2000 ETF | -15.42% | -9.06% | -16.93% | -2.34% | 10.52% | 5.42% |
VXUS Vanguard Total International Stock ETF | 4.37% | -3.84% | -2.04% | 9.39% | 10.33% | 4.58% |
VNQ Vanguard Real Estate ETF | -1.51% | -3.89% | -9.16% | 14.48% | 7.50% | 4.69% |
BND Vanguard Total Bond Market ETF | 1.99% | -0.67% | 0.27% | 6.51% | -0.95% | 1.35% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.37% | -0.12% | 0.55% | 7.05% | -2.89% | 0.75% |
DBC Invesco DB Commodity Index Tracking Fund | -0.05% | -3.96% | 0.81% | -3.96% | 16.18% | 3.24% |
QAI IQ Hedge Multi-Strategy Tracker ETF | -2.39% | -2.88% | -2.82% | 3.10% | 3.18% | 1.67% |
PSP Invesco Global Listed Private Equity ETF | -8.99% | -8.58% | -10.94% | 6.11% | 13.43% | 6.74% |
IGF iShares Global Infrastructure ETF | 6.05% | 1.43% | 1.92% | 23.27% | 12.26% | 5.57% |
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 | 2.86% | -0.70% | -3.64% | -4.41% | -5.93% | ||||||||
| 2024 | -0.65% | 3.56% | 3.11% | -4.01% | 3.98% | 1.20% | 3.22% | 2.09% | 2.39% | -1.43% | 5.23% | -4.09% | 15.01% |
| 2023 | 6.96% | -2.96% | 0.92% | 0.83% | -1.63% | 5.44% | 3.32% | -2.57% | -4.29% | -3.18% | 8.73% | 5.69% | 17.45% |
| 2022 | -5.37% | -1.93% | 2.67% | -6.83% | 0.07% | -7.64% | 7.23% | -3.83% | -9.37% | 6.07% | 5.88% | -4.57% | -17.82% |
| 2021 | -0.14% | 3.01% | 2.74% | 4.52% | 0.96% | 1.50% | 1.65% | 2.01% | -3.71% | 5.54% | -2.20% | 4.19% | 21.57% |
| 2020 | -0.31% | -6.53% | -14.34% | 9.42% | 4.42% | 2.04% | 4.26% | 3.83% | -2.48% | -1.48% | 10.34% | 3.92% | 10.98% |
| 2019 | 7.87% | 2.45% | 1.51% | 2.54% | -4.04% | 4.97% | 0.58% | -0.75% | 1.63% | 1.72% | 1.82% | 2.50% | 24.80% |
| 2018 | 2.84% | -4.06% | -0.33% | 0.47% | 1.73% | 0.56% | 2.05% | 1.72% | -0.34% | -6.14% | 1.43% | -6.63% | -7.06% |
| 2017 | 1.46% | 2.45% | 0.10% | 1.05% | 0.93% | 0.86% | 1.84% | 0.07% | 1.53% | 1.21% | 1.83% | 0.86% | 15.13% |
| 2016 | -4.09% | 0.00% | 6.46% | 0.69% | 1.06% | 1.41% | 3.03% | -0.40% | 0.34% | -2.56% | 1.34% | 2.04% | 9.33% |
| 2015 | -0.35% | 3.04% | -0.09% | 0.06% | 0.35% | -1.99% | 0.91% | -4.73% | -1.81% | 4.92% | -0.42% | -1.70% | -2.13% |
| 2014 | -1.66% | 4.27% | 0.27% | 0.45% | 1.69% | 2.00% | -1.97% | 2.68% | -3.37% | 2.48% | 1.08% | -0.67% | 7.20% |
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 59, 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 | 0.30 | 0.56 | 1.08 | 0.31 | 1.40 |
VO Vanguard Mid-Cap ETF | 0.35 | 0.61 | 1.09 | 0.33 | 1.33 |
IWM iShares Russell 2000 ETF | -0.14 | -0.03 | 1.00 | -0.12 | -0.41 |
VXUS Vanguard Total International Stock ETF | 0.56 | 0.90 | 1.12 | 0.70 | 2.21 |
VNQ Vanguard Real Estate ETF | 0.79 | 1.17 | 1.15 | 0.55 | 2.79 |
BND Vanguard Total Bond Market ETF | 1.31 | 1.90 | 1.23 | 0.51 | 3.37 |
IEF iShares 7-10 Year Treasury Bond ETF | 1.14 | 1.71 | 1.20 | 0.36 | 2.42 |
DBC Invesco DB Commodity Index Tracking Fund | -0.32 | -0.34 | 0.96 | -0.18 | -0.90 |
QAI IQ Hedge Multi-Strategy Tracker ETF | 0.42 | 0.63 | 1.09 | 0.39 | 1.85 |
PSP Invesco Global Listed Private Equity ETF | 0.19 | 0.43 | 1.06 | 0.20 | 0.91 |
IGF iShares Global Infrastructure ETF | 1.87 | 2.48 | 1.36 | 3.04 | 11.29 |
Dividends
Dividend yield
ChatGPT provided a 3.15% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.15% | 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 | 1.36% | 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 | 1.68% | 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 | 1.32% | 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 | 3.18% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
VNQ Vanguard Real Estate ETF | 4.18% | 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 | 3.72% | 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 | 3.66% | 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 | 5.22% | 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 | 2.28% | 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 | 8.98% | 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 | 3.03% | 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.
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 31.92%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current ChatGPT drawdown is 7.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.92% | Feb 18, 2020 | 25 | Mar 23, 2020 | 161 | Nov 9, 2020 | 186 |
| -23.93% | Jan 5, 2022 | 196 | Oct 14, 2022 | 349 | Mar 7, 2024 | 545 |
| -16.56% | May 2, 2011 | 108 | Oct 3, 2011 | 120 | Mar 26, 2012 | 228 |
| -15.44% | Aug 30, 2018 | 80 | Dec 24, 2018 | 69 | Apr 4, 2019 | 149 |
| -15.38% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current ChatGPT volatility is 11.26%, 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.
Diversification
Asset Correlations Table
| BND | IEF | DBC | VNQ | QAI | IGF | PSP | IWM | VXUS | SPY | VO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BND | 1.00 | 0.93 | -0.09 | 0.14 | 0.11 | 0.04 | -0.05 | -0.10 | -0.06 | -0.10 | -0.08 |
| IEF | 0.93 | 1.00 | -0.16 | 0.04 | -0.01 | -0.09 | -0.19 | -0.23 | -0.20 | -0.24 | -0.22 |
| DBC | -0.09 | -0.16 | 1.00 | 0.18 | 0.32 | 0.39 | 0.36 | 0.34 | 0.42 | 0.33 | 0.34 |
| VNQ | 0.14 | 0.04 | 0.18 | 1.00 | 0.50 | 0.65 | 0.56 | 0.62 | 0.56 | 0.63 | 0.68 |
| QAI | 0.11 | -0.01 | 0.32 | 0.50 | 1.00 | 0.64 | 0.71 | 0.69 | 0.77 | 0.73 | 0.73 |
| IGF | 0.04 | -0.09 | 0.39 | 0.65 | 0.64 | 1.00 | 0.72 | 0.67 | 0.81 | 0.73 | 0.74 |
| PSP | -0.05 | -0.19 | 0.36 | 0.56 | 0.71 | 0.72 | 1.00 | 0.77 | 0.85 | 0.79 | 0.81 |
| IWM | -0.10 | -0.23 | 0.34 | 0.62 | 0.69 | 0.67 | 0.77 | 1.00 | 0.75 | 0.84 | 0.92 |
| VXUS | -0.06 | -0.20 | 0.42 | 0.56 | 0.77 | 0.81 | 0.85 | 0.75 | 1.00 | 0.82 | 0.81 |
| SPY | -0.10 | -0.24 | 0.33 | 0.63 | 0.73 | 0.73 | 0.79 | 0.84 | 0.82 | 1.00 | 0.93 |
| VO | -0.08 | -0.22 | 0.34 | 0.68 | 0.73 | 0.74 | 0.81 | 0.92 | 0.81 | 0.93 | 1.00 |