ChatGPT Morningstar 8.1.24
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ChatGPT Morningstar 8.1.24, 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
The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| ChatGPT Morningstar 8.1.24 | 19.58% | 1.97% | 9.72% | 32.05% | 14.65% | N/A |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 20.68% | 1.67% | 9.71% | 33.51% | 15.56% | 13.12% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 26.71% | 0.88% | 11.65% | 38.86% | 17.11% | 14.93% |
SPYV SPDR Portfolio S&P 500 Value ETF | 14.04% | 2.47% | 7.43% | 27.55% | 12.92% | 10.54% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 16.25% | 1.26% | 1.99% | 28.19% | 11.19% | 10.27% |
SLYG SPDR S&P 600 Small Cap Growth ETF | 11.81% | 2.14% | 9.16% | 28.53% | 9.92% | 10.52% |
DXJ WisdomTree Japan Hedged Equity Fund | 20.54% | 0.04% | -2.80% | 20.63% | 19.22% | 11.47% |
VGK Vanguard FTSE Europe ETF | 10.79% | -0.02% | 6.23% | 22.38% | 8.59% | 5.49% |
INCO Columbia India Consumer ETF | 31.64% | 5.11% | 23.12% | 51.32% | 18.56% | 11.88% |
SMIN iShares MSCI India Small-Cap ETF | 23.70% | 3.22% | 25.04% | 38.66% | 20.69% | 11.30% |
KIE SPDR S&P Insurance ETF | 25.78% | 4.05% | 11.87% | 32.03% | 12.05% | 12.40% |
XLC Communication Services Select Sector SPDR Fund | 23.01% | 1.54% | 8.94% | 36.37% | 12.86% | N/A |
XLF Financial Select Sector SPDR Fund | 22.37% | 4.25% | 10.67% | 36.32% | 12.36% | 13.75% |
XLRE Real Estate Select Sector SPDR Fund | 13.43% | 5.65% | 16.87% | 31.93% | 6.08% | N/A |
XLU Utilities Select Sector SPDR Fund | 28.52% | 6.35% | 26.41% | 29.57% | 7.87% | 10.14% |
XLV Health Care Select Sector SPDR Fund | 14.72% | 0.39% | 7.18% | 20.50% | 12.89% | 11.00% |
XLY Consumer Discretionary Select Sector SPDR Fund | 10.48% | 4.87% | 7.88% | 21.76% | 11.27% | 12.68% |
XSD SPDR S&P Semiconductor ETF | 2.88% | -2.92% | 2.03% | 21.63% | 20.59% | 20.67% |
XMMO Invesco S&P MidCap Momentum ETF | 33.54% | 1.43% | 4.69% | 52.08% | 16.31% | 15.38% |
GOOG Alphabet Inc. | 17.11% | -1.65% | 8.75% | 25.64% | 21.87% | 19.04% |
Monthly Returns
The table below presents the monthly returns of ChatGPT Morningstar 8.1.24, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.02% | 5.19% | 3.55% | -3.22% | 4.67% | 1.81% | 3.03% | 1.34% | 19.58% | ||||
| 2023 | 6.82% | -2.21% | 1.50% | 1.15% | 0.24% | 6.83% | 3.53% | -1.70% | -3.90% | -2.98% | 8.56% | 5.56% | 24.90% |
| 2022 | -5.95% | -2.31% | 2.66% | -7.87% | 0.22% | -7.90% | 9.26% | -3.45% | -8.50% | 6.77% | 5.95% | -5.76% | -17.48% |
| 2021 | 0.69% | 3.45% | 3.83% | 3.89% | 1.17% | 1.82% | 1.74% | 2.93% | -3.59% | 6.00% | -1.83% | 4.48% | 27.05% |
| 2020 | -0.17% | -7.98% | -15.16% | 11.75% | 5.55% | 2.18% | 5.32% | 5.57% | -2.71% | -0.98% | 11.68% | 5.05% | 18.07% |
| 2019 | 7.22% | 3.15% | 1.43% | 3.41% | -5.71% | 5.76% | 0.69% | -1.95% | 2.53% | 2.22% | 2.64% | 2.64% | 26.08% |
| 2018 | -1.73% | 3.33% | 2.89% | -1.41% | -7.53% | 3.01% | -8.10% | -9.83% |
Expense Ratio
ChatGPT Morningstar 8.1.24 has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ChatGPT Morningstar 8.1.24 is 65, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend yield
ChatGPT Morningstar 8.1.24 granted a 1.19% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ChatGPT Morningstar 8.1.24 | 1.19% | 1.62% | 1.97% | 1.48% | 1.35% | 1.63% | 1.83% | 1.97% | 1.73% | 2.34% | 2.33% | 1.36% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.23% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.53% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.47% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 0.73% | 1.20% | 1.16% | 0.69% | 0.71% | 1.21% | 1.36% | 2.23% | 1.25% | 2.48% | 1.60% | 0.82% |
SLYG SPDR S&P 600 Small Cap Growth ETF | 0.76% | 1.18% | 1.18% | 0.68% | 0.71% | 1.08% | 1.06% | 4.74% | 1.13% | 5.75% | 4.42% | 0.61% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.32% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
VGK Vanguard FTSE Europe ETF | 2.91% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
INCO Columbia India Consumer ETF | 2.90% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
SMIN iShares MSCI India Small-Cap ETF | 0.28% | 0.41% | 0.01% | 1.27% | 1.06% | 1.75% | 1.68% | 0.89% | 2.30% | 0.93% | 0.34% | 0.75% |
KIE SPDR S&P Insurance ETF | 1.05% | 1.45% | 1.90% | 1.95% | 1.85% | 1.76% | 1.83% | 1.56% | 1.55% | 1.65% | 1.81% | 1.38% |
XLC Communication Services Select Sector SPDR Fund | 0.69% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLF Financial Select Sector SPDR Fund | 1.09% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
XLRE Real Estate Select Sector SPDR Fund | 2.40% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.09% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% | 3.86% |
XLV Health Care Select Sector SPDR Fund | 1.09% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.56% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
XSD SPDR S&P Semiconductor ETF | 0.18% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
XMMO Invesco S&P MidCap Momentum ETF | 0.24% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.30% |
GOOG Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Morningstar 8.1.24. 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 Morningstar 8.1.24 was 35.40%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current ChatGPT Morningstar 8.1.24 drawdown is 0.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.4% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
| -23.23% | Jan 5, 2022 | 196 | Oct 14, 2022 | 292 | Dec 13, 2023 | 488 |
| -18.69% | Aug 30, 2018 | 80 | Dec 24, 2018 | 89 | May 3, 2019 | 169 |
| -8.38% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -8.28% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
Volatility
Volatility Chart
The current ChatGPT Morningstar 8.1.24 volatility is 4.08%, 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
| XLU | INCO | SMIN | XLRE | GOOG | DXJ | XLV | KIE | XSD | XLF | XLC | VGK | XLY | XMMO | SLYG | SPYG | SPYV | MDYG | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XLU | 1.00 | 0.22 | 0.21 | 0.66 | 0.24 | 0.23 | 0.49 | 0.43 | 0.17 | 0.36 | 0.31 | 0.36 | 0.31 | 0.34 | 0.34 | 0.34 | 0.51 | 0.38 | 0.43 |
| INCO | 0.22 | 1.00 | 0.78 | 0.32 | 0.35 | 0.38 | 0.37 | 0.36 | 0.38 | 0.39 | 0.38 | 0.51 | 0.41 | 0.41 | 0.41 | 0.43 | 0.43 | 0.44 | 0.46 |
| SMIN | 0.21 | 0.78 | 1.00 | 0.32 | 0.39 | 0.37 | 0.37 | 0.36 | 0.39 | 0.39 | 0.41 | 0.52 | 0.41 | 0.40 | 0.41 | 0.44 | 0.44 | 0.43 | 0.47 |
| XLRE | 0.66 | 0.32 | 0.32 | 1.00 | 0.37 | 0.35 | 0.56 | 0.52 | 0.41 | 0.50 | 0.49 | 0.53 | 0.53 | 0.55 | 0.58 | 0.54 | 0.65 | 0.62 | 0.62 |
| GOOG | 0.24 | 0.35 | 0.39 | 0.37 | 1.00 | 0.45 | 0.47 | 0.38 | 0.59 | 0.45 | 0.82 | 0.55 | 0.66 | 0.52 | 0.53 | 0.78 | 0.54 | 0.56 | 0.73 |
| DXJ | 0.23 | 0.38 | 0.37 | 0.35 | 0.45 | 1.00 | 0.46 | 0.57 | 0.54 | 0.63 | 0.53 | 0.63 | 0.58 | 0.57 | 0.61 | 0.58 | 0.65 | 0.63 | 0.65 |
| XLV | 0.49 | 0.37 | 0.37 | 0.56 | 0.47 | 0.46 | 1.00 | 0.55 | 0.47 | 0.55 | 0.55 | 0.60 | 0.54 | 0.61 | 0.58 | 0.66 | 0.71 | 0.64 | 0.72 |
| KIE | 0.43 | 0.36 | 0.36 | 0.52 | 0.38 | 0.57 | 0.55 | 1.00 | 0.47 | 0.87 | 0.51 | 0.62 | 0.57 | 0.67 | 0.74 | 0.54 | 0.82 | 0.74 | 0.69 |
| XSD | 0.17 | 0.38 | 0.39 | 0.41 | 0.59 | 0.54 | 0.47 | 0.47 | 1.00 | 0.55 | 0.68 | 0.65 | 0.74 | 0.73 | 0.76 | 0.79 | 0.64 | 0.79 | 0.78 |
| XLF | 0.36 | 0.39 | 0.39 | 0.50 | 0.45 | 0.63 | 0.55 | 0.87 | 0.55 | 1.00 | 0.57 | 0.69 | 0.64 | 0.67 | 0.75 | 0.60 | 0.90 | 0.75 | 0.76 |
| XLC | 0.31 | 0.38 | 0.41 | 0.49 | 0.82 | 0.53 | 0.55 | 0.51 | 0.68 | 0.57 | 1.00 | 0.65 | 0.77 | 0.66 | 0.67 | 0.85 | 0.68 | 0.71 | 0.84 |
| VGK | 0.36 | 0.51 | 0.52 | 0.53 | 0.55 | 0.63 | 0.60 | 0.62 | 0.65 | 0.69 | 0.65 | 1.00 | 0.70 | 0.68 | 0.72 | 0.71 | 0.77 | 0.75 | 0.78 |
| XLY | 0.31 | 0.41 | 0.41 | 0.53 | 0.66 | 0.58 | 0.54 | 0.57 | 0.74 | 0.64 | 0.77 | 0.70 | 1.00 | 0.75 | 0.77 | 0.85 | 0.74 | 0.81 | 0.87 |
| XMMO | 0.34 | 0.41 | 0.40 | 0.55 | 0.52 | 0.57 | 0.61 | 0.67 | 0.73 | 0.67 | 0.66 | 0.68 | 0.75 | 1.00 | 0.86 | 0.77 | 0.74 | 0.92 | 0.81 |
| SLYG | 0.34 | 0.41 | 0.41 | 0.58 | 0.53 | 0.61 | 0.58 | 0.74 | 0.76 | 0.75 | 0.67 | 0.72 | 0.77 | 0.86 | 1.00 | 0.73 | 0.83 | 0.94 | 0.82 |
| SPYG | 0.34 | 0.43 | 0.44 | 0.54 | 0.78 | 0.58 | 0.66 | 0.54 | 0.79 | 0.60 | 0.85 | 0.71 | 0.85 | 0.77 | 0.73 | 1.00 | 0.71 | 0.80 | 0.95 |
| SPYV | 0.51 | 0.43 | 0.44 | 0.65 | 0.54 | 0.65 | 0.71 | 0.82 | 0.64 | 0.90 | 0.68 | 0.77 | 0.74 | 0.74 | 0.83 | 0.71 | 1.00 | 0.84 | 0.88 |
| MDYG | 0.38 | 0.44 | 0.43 | 0.62 | 0.56 | 0.63 | 0.64 | 0.74 | 0.79 | 0.75 | 0.71 | 0.75 | 0.81 | 0.92 | 0.94 | 0.80 | 0.84 | 1.00 | 0.88 |
| SPY | 0.43 | 0.46 | 0.47 | 0.62 | 0.73 | 0.65 | 0.72 | 0.69 | 0.78 | 0.76 | 0.84 | 0.78 | 0.87 | 0.81 | 0.82 | 0.95 | 0.88 | 0.88 | 1.00 |