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ChatGPT3.5+MyGPT1.0 Portfolio

Last updated Feb 21, 2024

Asset Allocation


BTC-USD 40%ETH-USD 20%VOO 15%FTEC 15%SCHD 10%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

40%

ETH-USD
Ethereum

20%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

15%

FTEC
Fidelity MSCI Information Technology Index ETF
Technology Equities

15%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

10%

Performance

The chart shows the growth of an initial investment of $10,000 in ChatGPT3.5+MyGPT1.0 Portfolio, 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


0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2024February
60.06%
13.40%
ChatGPT3.5+MyGPT1.0 Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
ChatGPT3.5+MyGPT1.0 Portfolio17.35%15.49%60.06%69.48%39.72%N/A
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
SCHD
Schwab US Dividend Equity ETF
1.10%0.50%7.54%3.81%12.08%11.43%
FTEC
Fidelity MSCI Information Technology Index ETF
4.04%0.66%19.50%41.37%22.80%19.74%
ETH-USD
Ethereum
32.09%22.80%84.44%76.99%51.87%N/A
BTC-USD
Bitcoin
23.71%25.85%100.85%110.58%42.89%36.05%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.89%
2023-1.10%-7.34%-0.54%12.28%10.02%9.44%

Sharpe Ratio

The current ChatGPT3.5+MyGPT1.0 Portfolio Sharpe ratio is 2.74. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.74

The Sharpe ratio of ChatGPT3.5+MyGPT1.0 Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.74
1.75
ChatGPT3.5+MyGPT1.0 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

ChatGPT3.5+MyGPT1.0 Portfolio granted a 0.67% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ChatGPT3.5+MyGPT1.0 Portfolio0.67%0.68%0.73%0.56%0.67%0.74%0.80%0.67%0.78%0.80%0.70%0.55%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHD
Schwab US Dividend Equity ETF
3.45%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
FTEC
Fidelity MSCI Information Technology Index ETF
0.74%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The ChatGPT3.5+MyGPT1.0 Portfolio has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
1.91
SCHD
Schwab US Dividend Equity ETF
0.33
FTEC
Fidelity MSCI Information Technology Index ETF
2.20
ETH-USD
Ethereum
1.94
BTC-USD
Bitcoin
3.01

Asset Correlations Table

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

BTC-USDETH-USDSCHDFTECVOO
BTC-USD1.000.620.090.150.14
ETH-USD0.621.000.110.150.15
SCHD0.090.111.000.610.81
FTEC0.150.150.611.000.84
VOO0.140.150.810.841.00

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2024February
-4.80%
-1.08%
ChatGPT3.5+MyGPT1.0 Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ChatGPT3.5+MyGPT1.0 Portfolio. 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 ChatGPT3.5+MyGPT1.0 Portfolio was 66.52%, occurring on Dec 14, 2018. Recovery took 600 trading sessions.

The current ChatGPT3.5+MyGPT1.0 Portfolio drawdown is 4.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.52%Dec 19, 2017361Dec 14, 2018600Aug 5, 2020961
-59.14%Nov 9, 2021366Nov 9, 2022
-34.35%May 12, 202170Jul 20, 202148Sep 6, 2021118
-30.14%Jun 14, 201733Jul 16, 201726Aug 11, 201759
-26.66%Sep 2, 201713Sep 14, 201728Oct 12, 201741

Volatility Chart

The current ChatGPT3.5+MyGPT1.0 Portfolio volatility is 5.40%, 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%SeptemberOctoberNovemberDecember2024February
5.40%
3.37%
ChatGPT3.5+MyGPT1.0 Portfolio
Benchmark (^GSPC)
Portfolio components
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