PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Middle Risk Invest by Chat GPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BELFA 12.5%CDW 12.5%DFIN 12.5%DLR 12.5%INSW 12.5%NXE 12.5%NXE.TO 12.5%SITE 12.5%EquityEquity
PositionCategory/SectorWeight
BELFA
Bel Fuse Inc.
Technology
12.50%
CDW
CDW Corporation
Technology
12.50%
DFIN
Donnelley Financial Solutions, Inc.
Financial Services
12.50%
DLR
Digital Realty Trust, Inc.
Real Estate
12.50%
INSW
International Seaways, Inc.
Energy
12.50%
NXE
NexGen Energy Ltd.
Energy
12.50%
NXE.TO
NexGen Energy Ltd.
Energy
12.50%
SITE
SiteOne Landscape Supply, Inc.
Industrials
12.50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Middle Risk Invest by Chat GPT, 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


100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
493.44%
170.68%
Middle Risk Invest by Chat GPT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 1, 2016, corresponding to the inception date of INSW

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Middle Risk Invest by Chat GPT4.17%-10.68%-1.10%3.26%31.89%N/A
BELFA
Bel Fuse Inc.
49.75%0.60%23.39%48.34%43.12%19.14%
CDW
CDW Corporation
-22.35%-2.13%-24.18%-22.11%5.19%18.57%
DFIN
Donnelley Financial Solutions, Inc.
-1.52%-0.13%4.17%-3.17%41.54%N/A
DLR
Digital Realty Trust, Inc.
36.85%-5.32%23.20%36.30%12.55%14.73%
INSW
International Seaways, Inc.
-19.31%-18.71%-42.32%-23.94%10.52%N/A
NXE
NexGen Energy Ltd.
-0.57%-21.62%3.26%0.58%41.58%N/A
NXE.TO
NexGen Energy Ltd.
-0.49%-21.62%3.14%0.47%41.54%38.91%
SITE
SiteOne Landscape Supply, Inc.
-16.54%-8.83%3.29%-17.33%8.23%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Middle Risk Invest by Chat GPT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.73%-1.32%5.41%-2.33%4.90%-6.08%3.96%-4.19%5.80%-1.74%4.81%4.17%
202314.96%-2.33%-7.23%2.27%-0.33%16.42%3.72%4.24%3.74%0.28%5.39%7.77%57.92%
2022-9.48%9.21%4.62%-4.43%1.28%-11.12%17.86%5.14%-10.19%10.84%8.22%-6.32%11.29%
20211.69%17.35%6.90%4.22%4.73%-4.65%1.84%7.90%-2.29%9.08%-3.12%1.89%53.49%
2020-10.61%-9.93%-13.26%30.25%9.65%-4.68%16.37%3.86%-1.69%-2.85%13.24%14.62%42.47%
20196.92%0.72%2.40%3.17%-8.21%5.90%-1.50%-7.89%7.46%5.15%0.19%5.24%19.54%
2018-3.22%-9.99%-0.88%6.23%0.79%5.75%6.46%1.86%-6.02%-4.49%0.68%-14.03%-17.64%
201720.72%2.32%-4.29%0.18%3.99%0.28%6.04%-5.68%5.09%-1.08%3.08%1.51%34.36%
201612.06%12.06%

Expense Ratio

Middle Risk Invest by Chat GPT has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Middle Risk Invest by Chat GPT is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Middle Risk Invest by Chat GPT is 33
Overall Rank
The Sharpe Ratio Rank of Middle Risk Invest by Chat GPT is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of Middle Risk Invest by Chat GPT is 33
Sortino Ratio Rank
The Omega Ratio Rank of Middle Risk Invest by Chat GPT is 33
Omega Ratio Rank
The Calmar Ratio Rank of Middle Risk Invest by Chat GPT is 44
Calmar Ratio Rank
The Martin Ratio Rank of Middle Risk Invest by Chat GPT is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Middle Risk Invest by Chat GPT, currently valued at 0.19, compared to the broader market-6.00-4.00-2.000.002.004.000.192.10
The chart of Sortino ratio for Middle Risk Invest by Chat GPT, currently valued at 0.42, compared to the broader market-6.00-4.00-2.000.002.004.006.000.422.80
The chart of Omega ratio for Middle Risk Invest by Chat GPT, currently valued at 1.05, compared to the broader market0.400.600.801.001.201.401.601.801.051.39
The chart of Calmar ratio for Middle Risk Invest by Chat GPT, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.000.313.09
The chart of Martin ratio for Middle Risk Invest by Chat GPT, currently valued at 0.78, compared to the broader market0.0010.0020.0030.0040.0050.000.7813.49
Middle Risk Invest by Chat GPT
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BELFA
Bel Fuse Inc.
1.181.611.271.935.76
CDW
CDW Corporation
-0.84-0.970.86-0.69-1.52
DFIN
Donnelley Financial Solutions, Inc.
-0.100.061.01-0.15-0.37
DLR
Digital Realty Trust, Inc.
1.331.941.261.796.87
INSW
International Seaways, Inc.
-0.65-0.790.91-0.42-1.10
NXE
NexGen Energy Ltd.
0.040.441.060.050.10
NXE.TO
NexGen Energy Ltd.
0.040.431.060.050.11
SITE
SiteOne Landscape Supply, Inc.
-0.44-0.400.95-0.32-0.86

The current Middle Risk Invest by Chat GPT Sharpe ratio is 0.10. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.28 to 2.10, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Middle Risk Invest by Chat GPT with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.19
2.10
Middle Risk Invest by Chat GPT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Middle Risk Invest by Chat GPT provided a 2.77% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.77%2.36%1.33%1.79%0.96%0.75%0.83%0.67%0.68%1.00%0.82%0.97%
BELFA
Bel Fuse Inc.
0.25%0.37%0.75%1.60%1.81%1.48%1.75%1.10%0.95%1.64%1.00%1.23%
CDW
CDW Corporation
1.42%1.05%1.17%0.83%1.17%0.89%1.14%0.99%0.93%0.74%0.56%0.18%
DFIN
Donnelley Financial Solutions, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DLR
Digital Realty Trust, Inc.
2.73%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%6.35%
INSW
International Seaways, Inc.
17.74%13.83%3.84%9.26%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NXE
NexGen Energy Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NXE.TO
NexGen Energy Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SITE
SiteOne Landscape Supply, Inc.
0.00%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.55%
-2.62%
Middle Risk Invest by Chat GPT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Middle Risk Invest by Chat GPT. 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 Middle Risk Invest by Chat GPT was 47.86%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Middle Risk Invest by Chat GPT drawdown is 13.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.86%Sep 4, 2018397Mar 23, 202053Jun 5, 2020450
-23.61%Nov 10, 202157Jan 27, 2022148Aug 25, 2022205
-18.48%Feb 16, 202335Apr 6, 202350Jun 16, 202385
-18.23%Jan 8, 201859Apr 2, 201883Jul 26, 2018142
-15.65%Jun 9, 202013Jun 25, 202026Jul 31, 202039

Volatility

Volatility Chart

The current Middle Risk Invest by Chat GPT volatility is 5.19%, 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%JulyAugustSeptemberOctoberNovemberDecember
5.19%
3.79%
Middle Risk Invest by Chat GPT
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

BELFAINSWDLRDFINSITECDWNXENXE.TO
BELFA1.000.100.110.160.180.220.150.14
INSW0.101.000.030.220.130.220.230.23
DLR0.110.031.000.210.290.300.170.17
DFIN0.160.220.211.000.390.410.250.25
SITE0.180.130.290.391.000.490.230.24
CDW0.220.220.300.410.491.000.260.27
NXE0.150.230.170.250.230.261.000.94
NXE.TO0.140.230.170.250.240.270.941.00
The correlation results are calculated based on daily price changes starting from Dec 2, 2016
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab