ChatGPT

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	10%
DBC Invesco DB Commodity Index Tracking Fund	Commodities	10%
IEF iShares 7-10 Year Treasury Bond ETF	Government Bonds	5%
IGF iShares Global Infrastructure ETF	Industrials Equities	5%
IWM iShares Russell 2000 ETF	Small Cap Blend Equities	5%
PSP Invesco Global Listed Private Equity ETF	Global Equities	5%
QAI IQ Hedge Multi-Strategy Tracker ETF	Long-Short	10%
SPY State Street SPDR S&P 500 ETF	S&P 500	20%
VNQ Vanguard Real Estate ETF	REIT	10%
VO Vanguard Mid-Cap ETF	Mid Cap Growth Equities	10%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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.

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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 Apr 2, 2026, the ChatGPT returned 2.77% Year-To-Date and 8.63% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-3.54%	-3.95%	-2.09%	15.95%	16.96%	10.34%	12.24%
Portfolio ChatGPT	0.38%	-1.12%	2.77%	3.93%	14.80%	12.13%	7.14%	8.63%
Portfolio components:
SPY State Street SPDR S&P 500 ETF	0.75%	-4.28%	-3.65%	-1.42%	18.14%	18.48%	11.86%	14.06%
VO Vanguard Mid-Cap ETF	0.63%	-5.18%	-0.05%	-0.76%	13.07%	12.85%	6.79%	10.74%
IWM iShares Russell 2000 ETF	0.63%	-5.23%	1.56%	3.44%	26.43%	13.18%	3.47%	9.83%
VXUS Vanguard Total International Stock ETF	1.17%	-5.23%	3.51%	7.51%	29.24%	15.95%	7.57%	9.03%
VNQ Vanguard Real Estate ETF	0.36%	-6.21%	1.67%	-0.84%	2.18%	6.57%	2.86%	4.69%
BND Vanguard Total Bond Market ETF	0.04%	-1.30%	0.09%	0.74%	3.96%	3.60%	0.25%	1.68%
IEF iShares 7-10 Year Treasury Bond ETF	-0.09%	-1.82%	-0.22%	0.37%	3.49%	2.22%	-0.78%	0.78%
DBC Invesco DB Commodity Index Tracking Fund	-0.93%	11.12%	28.26%	31.82%	31.70%	11.34%	14.31%	10.02%
QAI IQ Hedge Multi-Strategy Tracker ETF	0.38%	-1.58%	2.21%	3.27%	10.68%	8.18%	3.48%	3.34%
PSP Invesco Global Listed Private Equity ETF	0.35%	-5.47%	-15.20%	-15.20%	-7.05%	10.89%	0.99%	7.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 31, 2011, ChatGPT's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +9.6%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ChatGPT closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Mar 16, 2020 at -8.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.04%	1.88%	-2.48%	0.38%									2.77%
2025	2.56%	-0.03%	-2.12%	-1.03%	3.34%	3.41%	1.04%	2.16%	1.80%	0.54%	0.71%	0.11%	13.04%
2024	-0.83%	2.31%	2.89%	-3.24%	3.25%	0.60%	3.01%	1.74%	2.20%	-1.54%	3.69%	-3.52%	10.70%
2023	6.26%	-3.05%	0.80%	0.75%	-2.21%	4.37%	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%	-6.77%	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%	1.36%	1.40%	1.32%	-2.60%	4.61%	-2.71%	3.86%	18.97%

Benchmark Metrics

ChatGPT has an annualized alpha of -0.21%, beta of 0.67, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since January 31, 2011.

This portfolio participated in 78.42% of S&P 500 Index downside but only 67.65% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.67 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: -0.21%

Beta: 0.67

R²: 0.90

Upside Capture: 67.65%

Downside Capture: 78.42%

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.

Top 10 holdings

PSP

Invesco Global Listed Private Equity ETF

DBC

Invesco DB Commodity Index Tracking Fund

QAI

IQ Hedge Multi-Strategy Tracker ETF

IGF

iShares Global Infrastructure ETF

IWM

iShares Russell 2000 ETF

IEF

iShares 7-10 Year Treasury Bond ETF

VNQ

Vanguard Real Estate ETF

SPY

State Street SPDR S&P 500 ETF

VXUS

Vanguard Total International Stock ETF

Vanguard Mid-Cap ETF

Return for Risk

Risk / Return Rank

ChatGPT ranks 54 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.29	0.92	+0.37
Sortino ratio Return per unit of downside risk	1.84	1.41	+0.43
Omega ratio Gain probability vs. loss probability	1.29	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	1.61	1.41	+0.20
Martin ratio Return relative to average drawdown	8.92	6.61	+2.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SPY State Street SPDR S&P 500 ETF	59	0.96	1.49	1.23	1.53	7.27
VO Vanguard Mid-Cap ETF	41	0.75	1.15	1.16	1.06	4.83
IWM iShares Russell 2000 ETF	65	1.15	1.70	1.22	1.93	7.08
VXUS Vanguard Total International Stock ETF	85	1.71	2.33	1.35	2.63	10.05
VNQ Vanguard Real Estate ETF	15	0.13	0.30	1.04	0.18	0.70
BND Vanguard Total Bond Market ETF	50	0.93	1.32	1.16	1.75	4.78
IEF iShares 7-10 Year Treasury Bond ETF	34	0.66	0.97	1.11	1.20	2.98
DBC Invesco DB Commodity Index Tracking Fund	81	1.70	2.28	1.31	2.89	7.43
QAI IQ Hedge Multi-Strategy Tracker ETF	77	1.42	2.00	1.31	2.03	9.34
PSP Invesco Global Listed Private Equity ETF	7	-0.29	-0.25	0.97	-0.28	-0.78

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ChatGPT Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.29
5-Year: 0.60
10-Year: 0.69
All Time: 0.62

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of ChatGPT compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

ChatGPT provided a 2.59% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.59%	2.64%	3.05%	2.94%	2.16%	1.88%	1.95%	2.39%	2.68%	2.26%	2.09%	2.19%
Portfolio components:
SPY State Street SPDR S&P 500 ETF	1.13%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
VO Vanguard Mid-Cap ETF	1.50%	1.52%	1.49%	1.52%	1.60%	1.12%	1.45%	1.48%	1.82%	1.35%	1.45%	1.47%
IWM iShares Russell 2000 ETF	1.02%	1.04%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%
VXUS Vanguard Total International Stock ETF	2.93%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%
VNQ Vanguard Real Estate ETF	3.92%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
BND Vanguard Total Bond Market ETF	3.93%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
IEF iShares 7-10 Year Treasury Bond ETF	3.85%	3.77%	3.62%	2.91%	1.96%	0.83%	1.08%	2.08%	2.24%	1.82%	1.81%	1.90%
DBC Invesco DB Commodity Index Tracking Fund	2.59%	3.33%	5.22%	4.94%	0.59%	0.00%	0.00%	1.59%	1.30%	0.00%	0.00%	0.00%
QAI IQ Hedge Multi-Strategy Tracker ETF	1.47%	1.50%	2.22%	4.08%	2.00%	0.28%	1.98%	1.91%	1.90%	0.00%	0.00%	0.48%
PSP Invesco Global Listed Private Equity ETF	6.82%	5.87%	8.62%	3.96%	2.88%	10.34%	4.66%	5.87%	6.81%	10.18%	4.12%	6.23%

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 2.24%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-28.62%	Feb 20, 2020	23	Mar 23, 2020	161	Nov 9, 2020	184
-19.96%	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

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

	Benchmark	BND	IEF	DBC	VNQ	QAI	IGF	PSP	IWM	VXUS	SPY	VO	Portfolio
Benchmark	1.00	-0.08	-0.22	0.31	0.62	0.74	0.72	0.79	0.84	0.81	1.00	0.92	0.92
BND	-0.08	1.00	0.93	-0.11	0.16	0.12	0.05	-0.03	-0.08	-0.04	-0.08	-0.06	0.03
IEF	-0.22	0.93	1.00	-0.17	0.05	0.00	-0.07	-0.17	-0.21	-0.17	-0.22	-0.20	-0.11
DBC	0.31	-0.11	-0.17	1.00	0.16	0.30	0.37	0.33	0.31	0.39	0.31	0.32	0.46
VNQ	0.62	0.16	0.05	0.16	1.00	0.49	0.65	0.55	0.62	0.55	0.62	0.68	0.73
QAI	0.74	0.12	0.00	0.30	0.49	1.00	0.64	0.71	0.70	0.77	0.74	0.74	0.80
IGF	0.72	0.05	-0.07	0.37	0.65	0.64	1.00	0.70	0.66	0.80	0.72	0.73	0.83
PSP	0.79	-0.03	-0.17	0.33	0.55	0.71	0.70	1.00	0.77	0.84	0.79	0.81	0.86
IWM	0.84	-0.08	-0.21	0.31	0.62	0.70	0.66	0.77	1.00	0.74	0.84	0.91	0.88
VXUS	0.81	-0.04	-0.17	0.39	0.55	0.77	0.80	0.84	0.74	1.00	0.81	0.80	0.89
SPY	1.00	-0.08	-0.22	0.31	0.62	0.74	0.72	0.79	0.84	0.81	1.00	0.92	0.92
VO	0.92	-0.06	-0.20	0.32	0.68	0.74	0.73	0.81	0.91	0.80	0.92	1.00	0.94
Portfolio	0.92	0.03	-0.11	0.46	0.73	0.80	0.83	0.86	0.88	0.89	0.92	0.94	1.00

The correlation results are calculated based on daily price changes starting from Jan 31, 2011

ChatGPT

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table