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ChatGPT3.5 Portfolio

Last updated Feb 23, 2024

Asset Allocation


BND 15%BIL 15%GLD 5%ETH-USD 5%BTC-USD 5%VOO 15%FTEC 15%SCHD 10%VNQ 15%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

15%

BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds

15%

GLD
SPDR Gold Trust
Precious Metals, Gold

5%

ETH-USD
Ethereum

5%

BTC-USD
Bitcoin

5%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

15%

FTEC
Fidelity MSCI Information Technology Index ETF
Technology Equities

15%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

10%

VNQ
Vanguard Real Estate ETF
REIT

15%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ChatGPT3.5 Portfolio, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
16.75%
16.24%
ChatGPT3.5 Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.65%4.57%16.24%27.46%12.76%10.68%
ChatGPT3.5 Portfolio3.88%3.92%16.75%23.14%12.91%N/A
VOO
Vanguard S&P 500 ETF
6.82%4.70%17.12%29.41%9.89%12.75%
SCHD
Schwab US Dividend Equity ETF
2.19%1.12%8.62%7.40%8.22%11.49%
FTEC
Fidelity MSCI Information Technology Index ETF
6.52%1.97%23.00%48.43%15.37%19.94%
ETH-USD
Ethereum
30.22%32.59%78.98%80.80%49.85%N/A
BTC-USD
Bitcoin
21.39%28.76%96.10%112.10%41.57%36.84%
BND
Vanguard Total Bond Market ETF
-1.93%-0.68%2.91%3.04%0.27%1.39%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.79%0.47%2.66%5.17%1.25%1.17%
VNQ
Vanguard Real Estate ETF
-3.97%-0.55%7.24%2.31%2.54%6.11%
GLD
SPDR Gold Trust
-1.89%-0.21%5.46%10.55%5.70%3.82%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.16%
20231.40%-2.42%-3.54%0.63%7.76%5.47%

Sharpe Ratio

The current ChatGPT3.5 Portfolio Sharpe ratio is 1.95. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.95

The Sharpe ratio of ChatGPT3.5 Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.95
2.21
ChatGPT3.5 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

ChatGPT3.5 Portfolio granted a 2.50% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ChatGPT3.5 Portfolio2.50%2.48%1.91%1.24%1.64%1.96%2.18%1.79%1.89%1.78%1.66%1.62%
VOO
Vanguard S&P 500 ETF
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHD
Schwab US Dividend Equity ETF
3.42%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
FTEC
Fidelity MSCI Information Technology Index ETF
0.72%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.21%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.99%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.12%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The ChatGPT3.5 Portfolio has an expense ratio of 0.09% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.03%
0.00%2.15%
0.40%
0.00%2.15%
0.14%
0.00%2.15%
0.12%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.21
ChatGPT3.5 Portfolio
1.95
VOO
Vanguard S&P 500 ETF
1.67
SCHD
Schwab US Dividend Equity ETF
0.98
FTEC
Fidelity MSCI Information Technology Index ETF
1.21
ETH-USD
Ethereum
2.09
BTC-USD
Bitcoin
2.99
BND
Vanguard Total Bond Market ETF
0.15
BIL
SPDR Barclays 1-3 Month T-Bill ETF
13.88
VNQ
Vanguard Real Estate ETF
0.28
GLD
SPDR Gold Trust
0.33

Asset Correlations Table

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

BILGLDBNDETH-USDBTC-USDVNQFTECSCHDVOO
BIL1.000.020.040.010.01-0.000.040.050.05
GLD0.021.000.390.080.080.090.000.02-0.00
BND0.040.391.000.030.030.17-0.01-0.05-0.04
ETH-USD0.010.080.031.000.620.070.150.110.15
BTC-USD0.010.080.030.621.000.090.150.090.14
VNQ-0.000.090.170.070.091.000.450.570.56
FTEC0.040.00-0.010.150.150.451.000.610.84
SCHD0.050.02-0.050.110.090.570.611.000.81
VOO0.05-0.00-0.040.150.140.560.840.811.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
ChatGPT3.5 Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ChatGPT3.5 Portfolio. 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 ChatGPT3.5 Portfolio was 26.47%, occurring on Mar 22, 2020. Recovery took 129 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.47%Feb 15, 202037Mar 22, 2020129Jul 29, 2020166
-25.59%Nov 9, 2021341Oct 15, 2022471Jan 29, 2024812
-20.96%Dec 19, 2017372Dec 25, 2018170Jun 13, 2019542
-12.37%Mar 14, 20167Mar 20, 201688Jun 16, 201695
-9.92%Jun 14, 201733Jul 16, 201747Sep 1, 201780

Volatility Chart

The current ChatGPT3.5 Portfolio volatility is 2.37%, 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.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
2.37%
3.90%
ChatGPT3.5 Portfolio
Benchmark (^GSPC)
Portfolio components
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