Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CGL-C.TO iShares Gold Bullion ETF | Precious Metals, Gold | 5% |
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged | Large Cap Blend Equities | 15% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | Emerging Markets Equities | 10% |
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | Canada Equities | 40% |
XUU.TO iShares Core S&P U.S. Total Market Index ETF | Large Cap Blend Equities | 25% |
ZAG.TO BMO Aggregate Bond Index ETF | Canadian Government Bonds | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in ChatGPT-1, 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 Feb 20, 2015, corresponding to the inception date of XUU.TO
Returns By Period
As of Apr 3, 2026, the ChatGPT-1 returned 1.74% Year-To-Date and 13.20% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.48% | -1.70% | -2.42% | -2.28% | 13.57% | 18.26% | 12.69% | 12.98% |
Portfolio ChatGPT-1 | 0.11% | -2.05% | 1.74% | 4.79% | 25.02% | 20.17% | 12.96% | 13.20% |
| Portfolio components: | ||||||||
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 0.44% | -1.80% | 5.02% | 11.00% | 33.99% | 21.12% | 14.69% | 12.66% |
XUU.TO iShares Core S&P U.S. Total Market Index ETF | 0.33% | -1.50% | -2.03% | -1.93% | 13.64% | 19.08% | 12.92% | 14.05% |
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged | 0.04% | -3.09% | -5.44% | -4.41% | 20.39% | 21.04% | 11.68% | 17.52% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | -0.81% | -0.92% | 5.23% | 6.04% | 28.57% | 17.06% | 6.14% | 8.53% |
ZAG.TO BMO Aggregate Bond Index ETF | 0.22% | -1.38% | 0.11% | -0.25% | 0.56% | 3.21% | 0.59% | 1.66% |
CGL-C.TO iShares Gold Bullion ETF | -1.70% | -6.71% | 9.88% | 20.34% | 44.29% | 33.89% | 23.86% | 14.43% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 23, 2015, ChatGPT-1's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, your investment would double in approximately 6.1 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +10.8%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ChatGPT-1 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -9.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.99% | 3.69% | -4.61% | 0.85% | 1.74% | ||||||||
| 2025 | 3.44% | -1.07% | -2.81% | -1.42% | 5.39% | 3.78% | 2.28% | 2.82% | 5.57% | 2.57% | 1.30% | -0.17% | 23.50% |
| 2024 | 0.81% | 3.73% | 3.24% | -1.73% | 3.03% | 1.65% | 3.28% | 0.43% | 3.16% | 1.03% | 5.00% | -1.31% | 24.47% |
| 2023 | 6.62% | -1.56% | 2.44% | 1.65% | -1.03% | 3.34% | 2.90% | -0.84% | -3.82% | -1.44% | 7.02% | 3.32% | 19.55% |
| 2022 | -3.01% | -1.38% | 2.26% | -6.19% | -0.96% | -6.90% | 5.79% | -2.02% | -5.02% | 3.99% | 5.72% | -4.68% | -12.72% |
| 2021 | 0.28% | 1.83% | 2.18% | 2.53% | 1.27% | 3.32% | 1.08% | 2.58% | -3.32% | 3.95% | 0.37% | 1.74% | 19.10% |
Benchmark Metrics
ChatGPT-1 has an annualized alpha of 3.17%, beta of 0.74, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since February 23, 2015.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.87%) than losses (68.75%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.17% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.17%
- Beta
- 0.74
- R²
- 0.77
- Upside Capture
- 78.87%
- Downside Capture
- 68.75%
Expense Ratio
ChatGPT-1 has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
ChatGPT-1 ranks 75 for risk / return — better than 75% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.75 | +0.91 |
Sortino ratioReturn per unit of downside risk | 2.27 | 1.14 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.18 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 1.15 | +1.21 |
Martin ratioReturn relative to average drawdown | 10.92 | 4.21 | +6.72 |
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 | |
|---|---|---|---|---|---|---|
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 92 | 2.24 | 2.83 | 1.45 | 3.23 | 14.37 |
XUU.TO iShares Core S&P U.S. Total Market Index ETF | 37 | 0.73 | 1.10 | 1.17 | 1.16 | 4.32 |
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged | 50 | 0.92 | 1.47 | 1.21 | 1.62 | 5.60 |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 74 | 1.52 | 2.06 | 1.30 | 2.29 | 7.92 |
ZAG.TO BMO Aggregate Bond Index ETF | 13 | 0.12 | 0.19 | 1.02 | 0.10 | 0.20 |
CGL-C.TO iShares Gold Bullion ETF | 79 | 1.70 | 2.16 | 1.32 | 2.58 | 8.77 |
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Dividends
Dividend yield
ChatGPT-1 provided a 1.50% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.50% | 1.56% | 1.76% | 1.96% | 2.13% | 1.76% | 1.92% | 2.16% | 2.24% | 1.83% | 1.96% | 2.16% |
| Portfolio components: | ||||||||||||
XIC.TO iShares Core S&P/TSX Capped Composite Index ETF | 2.13% | 2.23% | 2.64% | 2.95% | 3.10% | 2.44% | 3.03% | 3.01% | 3.19% | 2.49% | 2.72% | 3.21% |
XUU.TO iShares Core S&P U.S. Total Market Index ETF | 1.17% | 1.16% | 1.02% | 1.22% | 1.38% | 1.01% | 1.33% | 1.68% | 1.73% | 1.49% | 1.65% | 1.52% |
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged | 0.00% | 0.09% | 0.50% | 0.57% | 0.89% | 0.66% | 0.49% | 0.64% | 0.77% | 0.66% | 0.81% | 0.76% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 1.83% | 1.92% | 2.03% | 2.16% | 2.28% | 2.78% | 1.64% | 2.87% | 2.66% | 2.13% | 1.80% | 2.19% |
ZAG.TO BMO Aggregate Bond Index ETF | 3.48% | 3.48% | 3.44% | 3.47% | 3.56% | 3.04% | 2.88% | 3.03% | 2.92% | 2.95% | 3.07% | 3.13% |
CGL-C.TO iShares Gold Bullion ETF | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the ChatGPT-1. 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-1 was 28.71%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current ChatGPT-1 drawdown is 4.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 4, 2020 | 115 |
| -18.54% | Dec 30, 2021 | 196 | Oct 11, 2022 | 288 | Dec 1, 2023 | 484 |
| -14.14% | Feb 20, 2025 | 34 | Apr 8, 2025 | 38 | Jun 3, 2025 | 72 |
| -13.38% | Aug 30, 2018 | 81 | Dec 24, 2018 | 52 | Mar 12, 2019 | 133 |
| -12.05% | Apr 16, 2015 | 208 | Feb 11, 2016 | 103 | Jul 11, 2016 | 311 |
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 6 assets, with an effective number of assets of 3.85, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | ZAG.TO | CGL-C.TO | XEC.TO | XIC.TO | QQC-F.TO | XUU.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | -0.10 | 0.52 | 0.59 | 0.77 | 0.89 | 0.82 |
| ZAG.TO | 0.01 | 1.00 | 0.31 | 0.01 | 0.02 | 0.00 | 0.02 | 0.06 |
| CGL-C.TO | -0.10 | 0.31 | 1.00 | 0.02 | 0.01 | -0.12 | -0.09 | 0.02 |
| XEC.TO | 0.52 | 0.01 | 0.02 | 1.00 | 0.53 | 0.57 | 0.56 | 0.71 |
| XIC.TO | 0.59 | 0.02 | 0.01 | 0.53 | 1.00 | 0.60 | 0.58 | 0.86 |
| QQC-F.TO | 0.77 | 0.00 | -0.12 | 0.57 | 0.60 | 1.00 | 0.73 | 0.83 |
| XUU.TO | 0.89 | 0.02 | -0.09 | 0.56 | 0.58 | 0.73 | 1.00 | 0.84 |
| Portfolio | 0.82 | 0.06 | 0.02 | 0.71 | 0.86 | 0.83 | 0.84 | 1.00 |