ChatGPT3.5 Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 15% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 15% |
BTC-USD Bitcoin | 5% | |
ETH-USD Ethereum | 5% | |
FTEC Fidelity MSCI Information Technology Index ETF | Technology Equities | 15% |
GLD SPDR Gold Trust | Precious Metals, Gold | 5% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 10% |
VNQ Vanguard Real Estate ETF | REIT | 15% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 15% |
Performance
Performance Chart
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
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
ChatGPT3.5 Portfolio | 14.50% | 1.09% | 6.65% | 26.31% | 17.45% | N/A |
Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 19.40% | 3.81% | 10.63% | 26.76% | 15.90% | 12.97% |
SCHD Schwab US Dividend Equity ETF | 13.08% | 3.39% | 10.16% | 17.53% | 13.58% | 11.64% |
FTEC Fidelity MSCI Information Technology Index ETF | 19.02% | 4.57% | 9.05% | 30.07% | 23.08% | 20.00% |
ETH-USD Ethereum | 10.71% | -21.11% | -26.19% | 55.10% | 69.91% | N/A |
BTC-USD Bitcoin | 39.91% | -9.52% | -4.67% | 129.20% | 41.63% | 61.90% |
BND Vanguard Total Bond Market ETF | 3.24% | 1.07% | 4.40% | 7.85% | -0.10% | 1.63% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.54% | 0.44% | 2.61% | 5.32% | 2.13% | 1.45% |
VNQ Vanguard Real Estate ETF | 9.93% | 4.17% | 12.21% | 20.32% | 4.50% | 6.32% |
GLD SPDR Gold Trust | 20.99% | 2.44% | 19.91% | 28.42% | 9.98% | 6.65% |
Monthly Returns
The table below presents the monthly returns of ChatGPT3.5 Portfolio, 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 | -0.17% | 6.41% | 3.63% | -4.90% | 4.85% | 1.47% | 2.31% | 14.50% | |||||
2023 | 8.61% | -2.03% | 4.76% | 0.64% | -0.20% | 3.95% | 1.40% | -2.42% | -3.54% | 0.63% | 7.76% | 5.47% | 27.05% |
2022 | -6.07% | -0.78% | 2.65% | -6.46% | -2.49% | -7.89% | 9.00% | -4.44% | -7.64% | 4.91% | 2.45% | -3.72% | -19.99% |
2021 | 3.90% | 3.82% | 7.26% | 5.50% | -1.05% | 0.11% | 3.42% | 4.21% | -4.50% | 8.19% | -0.08% | 0.51% | 35.23% |
2020 | 4.48% | -2.99% | -11.75% | 11.93% | 4.08% | 1.56% | 7.39% | 5.12% | -4.06% | 0.21% | 11.89% | 7.76% | 38.48% |
2019 | 3.85% | 3.70% | 2.50% | 4.07% | 4.67% | 7.96% | -0.20% | -0.23% | 0.67% | 2.07% | -0.53% | 0.72% | 33.05% |
2018 | 2.76% | -4.12% | -5.02% | 5.01% | -0.21% | -1.61% | 2.13% | -0.05% | -1.18% | -4.27% | -2.59% | -4.00% | -12.87% |
2017 | 2.85% | 6.53% | 19.67% | 4.89% | 19.22% | 6.18% | 0.74% | 7.36% | -1.55% | 4.25% | 8.03% | 8.32% | 126.14% |
2016 | 4.94% | 22.45% | 27.05% | -1.40% | 4.47% | 2.59% | 2.26% | -0.90% | 1.09% | -1.77% | -0.62% | 2.96% | 77.62% |
2015 | -6.06% | -0.84% | 7.70% | 0.72% | 0.82% | 1.86% |
Expense Ratio
ChatGPT3.5 Portfolio has an expense ratio of 0.09%, 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 ChatGPT3.5 Portfolio is 51, 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.42 | 3.28 | 1.45 | 1.14 | 14.66 |
SCHD Schwab US Dividend Equity ETF | 1.82 | 2.61 | 1.32 | 0.92 | 8.70 |
FTEC Fidelity MSCI Information Technology Index ETF | 1.33 | 1.85 | 1.24 | 0.60 | 6.79 |
ETH-USD Ethereum | 0.21 | 0.80 | 1.08 | 0.06 | 0.74 |
BTC-USD Bitcoin | 0.99 | 1.66 | 1.17 | 0.53 | 4.79 |
BND Vanguard Total Bond Market ETF | 0.91 | 1.30 | 1.15 | 0.06 | 3.13 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.70 | 392.58 | 327.20 | 75.05 | 7,695.91 |
VNQ Vanguard Real Estate ETF | 0.98 | 1.39 | 1.18 | 0.15 | 3.09 |
GLD SPDR Gold Trust | 2.23 | 3.00 | 1.39 | 1.88 | 13.33 |
Dividends
Dividend yield
ChatGPT3.5 Portfolio granted a 2.37% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ChatGPT3.5 Portfolio | 2.37% | 2.48% | 1.91% | 1.24% | 1.64% | 1.96% | 2.18% | 1.79% | 1.89% | 1.78% | 1.66% | 1.62% |
Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 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 | 3.35% | 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 | 0.66% | 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 | 3.11% | 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 | 4.79% | 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 | 3.74% | 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% |
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 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.
The current ChatGPT3.5 Portfolio drawdown is 0.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.47% | Feb 15, 2020 | 37 | Mar 22, 2020 | 129 | Jul 29, 2020 | 166 |
-25.59% | Nov 9, 2021 | 341 | Oct 15, 2022 | 471 | Jan 29, 2024 | 812 |
-20.96% | Dec 19, 2017 | 372 | Dec 25, 2018 | 170 | Jun 13, 2019 | 542 |
-12.37% | Mar 14, 2016 | 7 | Mar 20, 2016 | 88 | Jun 16, 2016 | 95 |
-9.92% | Jun 14, 2017 | 33 | Jul 16, 2017 | 47 | Sep 1, 2017 | 80 |
Volatility
Volatility Chart
The current ChatGPT3.5 Portfolio volatility is 4.56%, 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
BIL | GLD | BND | ETH-USD | BTC-USD | VNQ | FTEC | SCHD | VOO | |
---|---|---|---|---|---|---|---|---|---|
BIL | 1.00 | 0.03 | 0.04 | -0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.05 |
GLD | 0.03 | 1.00 | 0.38 | 0.09 | 0.08 | 0.10 | 0.02 | 0.03 | 0.01 |
BND | 0.04 | 0.38 | 1.00 | 0.03 | 0.03 | 0.19 | 0.01 | -0.04 | -0.02 |
ETH-USD | -0.00 | 0.09 | 0.03 | 1.00 | 0.63 | 0.07 | 0.15 | 0.11 | 0.15 |
BTC-USD | 0.00 | 0.08 | 0.03 | 0.63 | 1.00 | 0.10 | 0.15 | 0.10 | 0.14 |
VNQ | 0.00 | 0.10 | 0.19 | 0.07 | 0.10 | 1.00 | 0.44 | 0.57 | 0.56 |
FTEC | 0.05 | 0.02 | 0.01 | 0.15 | 0.15 | 0.44 | 1.00 | 0.59 | 0.84 |
SCHD | 0.05 | 0.03 | -0.04 | 0.11 | 0.10 | 0.57 | 0.59 | 1.00 | 0.79 |
VOO | 0.05 | 0.01 | -0.02 | 0.15 | 0.14 | 0.56 | 0.84 | 0.79 | 1.00 |