Middle Risk Invest by Chat GPT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
The earliest data available for this chart is Nov 16, 2016, corresponding to the inception date of INSW
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 11.18% | 5.60% | 17.48% | 26.33% | 13.16% | 10.99% |
| Middle Risk Invest by Chat GPT | 11.05% | 4.79% | 21.34% | 63.96% | 35.25% | N/A |
| Portfolio components: | ||||||
BELFA Bel Fuse Inc. | 14.71% | 6.78% | 39.24% | 67.38% | 33.97% | 16.92% |
CDW CDW Corporation | -1.37% | -5.15% | 4.44% | 31.11% | 17.07% | 23.91% |
DFIN Donnelley Financial Solutions, Inc. | 3.42% | 3.66% | 13.20% | 41.79% | 35.80% | N/A |
DLR Digital Realty Trust, Inc. | 7.79% | 5.12% | 8.80% | 64.75% | 7.90% | 13.82% |
INSW International Seaways, Inc. | 42.83% | 19.39% | 43.44% | 86.49% | 33.70% | N/A |
NXE NexGen Energy Ltd. | 14.14% | 4.99% | 25.24% | 103.83% | 39.19% | 46.18% |
NXE.TO NexGen Energy Ltd. | 14.21% | 5.00% | 25.46% | 103.95% | 39.44% | 44.69% |
SITE SiteOne Landscape Supply, Inc. | -6.45% | -2.51% | 9.82% | 1.88% | 17.68% | N/A |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.73% | -1.32% | 5.41% | -2.19% | 11.05% | ||||||||
| 2023 | 14.96% | -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% |
| 2021 | 1.69% | 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% |
| 2019 | 6.92% | 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% |
| 2017 | 20.72% | 2.32% | -4.29% | 0.18% | 3.99% | 0.28% | 6.04% | -5.68% | 5.09% | -1.08% | 3.08% | 1.51% | 34.36% |
| 2016 | 9.39% | 8.76% | 18.97% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Middle Risk Invest by Chat GPT is 93, placing it in the top 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Middle Risk Invest by Chat GPT
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 | |
|---|---|---|---|---|---|
BELFA Bel Fuse Inc. | 1.38 | 1.89 | 1.30 | 1.58 | 3.59 |
CDW CDW Corporation | 1.63 | 2.07 | 1.33 | 1.67 | 8.01 |
DFIN Donnelley Financial Solutions, Inc. | 1.64 | 2.29 | 1.28 | 2.46 | 11.07 |
DLR Digital Realty Trust, Inc. | 2.58 | 3.37 | 1.44 | 1.62 | 15.11 |
INSW International Seaways, Inc. | 2.93 | 3.71 | 1.45 | 3.18 | 21.16 |
NXE NexGen Energy Ltd. | 2.12 | 2.64 | 1.35 | 2.50 | 15.20 |
NXE.TO NexGen Energy Ltd. | 2.15 | 2.65 | 1.35 | 2.51 | 15.34 |
SITE SiteOne Landscape Supply, Inc. | 0.20 | 0.54 | 1.07 | 0.15 | 0.65 |
Dividends
Dividend yield
Middle Risk Invest by Chat GPT granted a 1.71% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Middle Risk Invest by Chat GPT | 1.71% | 2.36% | 1.33% | 1.79% | 0.96% | 0.75% | 0.83% | 0.67% | 0.68% | 1.00% | 0.82% | 0.97% |
| Portfolio components: | ||||||||||||
BELFA Bel Fuse Inc. | 0.32% | 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 | 1.08% | 1.05% | 1.17% | 0.83% | 1.17% | 0.89% | 1.14% | 0.99% | 0.93% | 0.74% | 0.55% | 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. | 3.39% | 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. | 8.86% | 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.
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 1.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.86% | Sep 4, 2018 | 397 | Mar 23, 2020 | 53 | Jun 5, 2020 | 450 |
| -23.61% | Nov 10, 2021 | 57 | Jan 27, 2022 | 148 | Aug 25, 2022 | 205 |
| -18.48% | Feb 16, 2023 | 35 | Apr 6, 2023 | 50 | Jun 16, 2023 | 85 |
| -18.23% | Jan 8, 2018 | 59 | Apr 2, 2018 | 83 | Jul 26, 2018 | 142 |
| -15.65% | Jun 9, 2020 | 13 | Jun 25, 2020 | 26 | Jul 31, 2020 | 39 |
Volatility
Volatility Chart
The current Middle Risk Invest by Chat GPT volatility is 8.68%, 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
| BELFA | INSW | DLR | DFIN | SITE | CDW | NXE | NXE.TO | |
|---|---|---|---|---|---|---|---|---|
| BELFA | 1.00 | 0.09 | 0.11 | 0.15 | 0.16 | 0.21 | 0.14 | 0.12 |
| INSW | 0.09 | 1.00 | 0.03 | 0.22 | 0.12 | 0.22 | 0.23 | 0.23 |
| DLR | 0.11 | 0.03 | 1.00 | 0.20 | 0.30 | 0.30 | 0.15 | 0.16 |
| DFIN | 0.15 | 0.22 | 0.20 | 1.00 | 0.39 | 0.41 | 0.25 | 0.25 |
| SITE | 0.16 | 0.12 | 0.30 | 0.39 | 1.00 | 0.48 | 0.23 | 0.24 |
| CDW | 0.21 | 0.22 | 0.30 | 0.41 | 0.48 | 1.00 | 0.27 | 0.28 |
| NXE | 0.14 | 0.23 | 0.15 | 0.25 | 0.23 | 0.27 | 1.00 | 0.94 |
| NXE.TO | 0.12 | 0.23 | 0.16 | 0.25 | 0.24 | 0.28 | 0.94 | 1.00 |