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ChatGPT3.5 Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

ChatGPT3.5 Portfolio

Last updated Oct 30, 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
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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
13.20%
15.83%
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 By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.29%1.65%15.83%39.98%13.99%11.23%
ChatGPT3.5 Portfolio18.52%1.13%13.20%35.37%17.72%N/A
Portfolio components:
VOO
Vanguard S&P 500 ETF		23.64%1.79%16.67%42.02%15.76%13.26%
SCHD
Schwab US Dividend Equity ETF		13.75%0.01%11.61%29.24%12.57%11.48%
FTEC
Fidelity MSCI Information Technology Index ETF		26.96%4.44%23.84%51.72%23.44%20.75%
ETH-USD
Ethereum		15.63%-0.80%-12.43%45.74%70.34%N/A
BTC-USD
Bitcoin		72.06%10.79%19.93%110.77%51.21%71.74%
BND
Vanguard Total Bond Market ETF		2.14%-2.57%5.38%10.54%-0.26%1.47%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		4.35%0.37%2.58%5.29%2.23%1.53%
VNQ
Vanguard Real Estate ETF		11.11%-1.36%22.28%38.62%4.09%6.10%
GLD
SPDR Gold Trust		33.96%4.52%20.87%38.35%12.45%8.58%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.17%6.41%3.63%-4.90%4.85%1.47%2.31%0.45%2.30%18.52%
20238.61%-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%-0.79%2.65%-6.47%-2.49%-7.88%9.00%-4.44%-7.64%4.91%2.45%-3.72%-19.98%
20213.91%3.82%7.26%5.48%-1.04%0.11%3.42%4.21%-4.49%8.19%-0.07%0.51%35.23%
20204.49%-2.98%-11.76%11.93%4.08%1.53%7.42%5.13%-4.06%0.20%11.87%7.80%38.51%
20193.85%3.70%2.46%4.10%4.69%7.95%-0.20%-0.24%0.67%2.06%-0.52%0.71%33.03%
20182.76%-4.12%-5.02%5.01%-0.21%-1.62%2.14%-0.04%-1.19%-4.35%-2.51%-4.00%-12.87%
20172.85%6.53%19.67%4.89%19.22%6.18%0.74%7.36%-1.55%4.25%8.03%8.32%126.14%
20164.94%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.

FTEC
Fidelity MSCI Information Technology Index ETF
Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
GLD
SPDR Gold Trust
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
VNQ
Vanguard Real Estate ETF
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
BND
Vanguard Total Bond Market ETF
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ChatGPT3.5 Portfolio is 14, indicating that it is in the bottom 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ChatGPT3.5 Portfolio is 1414
Combined Rank
The Sharpe Ratio Rank of ChatGPT3.5 Portfolio is 1515Sharpe Ratio Rank
The Sortino Ratio Rank of ChatGPT3.5 Portfolio is 1515Sortino Ratio Rank
The Omega Ratio Rank of ChatGPT3.5 Portfolio is 1313Omega Ratio Rank
The Calmar Ratio Rank of ChatGPT3.5 Portfolio is 1010Calmar Ratio Rank
The Martin Ratio Rank of ChatGPT3.5 Portfolio is 1919Martin 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.

ChatGPT3.5 Portfolio
Sharpe ratio
The chart of Sharpe ratio for ChatGPT3.5 Portfolio, currently valued at 2.01, compared to the broader market0.002.004.006.002.01
Sortino ratio
The chart of Sortino ratio for ChatGPT3.5 Portfolio, currently valued at 2.79, compared to the broader market-2.000.002.004.006.002.79
Omega ratio
The chart of Omega ratio for ChatGPT3.5 Portfolio, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.802.001.32
Calmar ratio
The chart of Calmar ratio for ChatGPT3.5 Portfolio, currently valued at 1.05, compared to the broader market0.005.0010.001.05
Martin ratio
The chart of Martin ratio for ChatGPT3.5 Portfolio, currently valued at 11.04, compared to the broader market0.0010.0020.0030.0040.0050.0060.0011.04
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF		2.192.951.411.0113.00
SCHD
Schwab US Dividend Equity ETF		1.662.421.290.827.84
FTEC
Fidelity MSCI Information Technology Index ETF		1.492.001.260.736.84
ETH-USD
Ethereum		-0.270.031.000.00-0.67
BTC-USD
Bitcoin		1.121.811.180.984.65
BND
Vanguard Total Bond Market ETF		1.101.571.190.074.68
BIL
SPDR Barclays 1-3 Month T-Bill ETF		16.84276.47163.4474.535,418.96
VNQ
Vanguard Real Estate ETF		1.642.241.290.287.08
GLD
SPDR Gold Trust		3.804.841.654.0426.38

Sharpe Ratio

The current ChatGPT3.5 Portfolio Sharpe ratio is 2.01. 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 2.49 to 3.44, 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 ChatGPT3.5 Portfolio 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 Ratio1.502.002.503.003.504.00MayJuneJulyAugustSeptemberOctober
2.01
3.43
ChatGPT3.5 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ChatGPT3.5 Portfolio provided a 2.51% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
ChatGPT3.5 Portfolio2.51%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		1.27%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		3.48%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		0.62%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		3.51%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		5.20%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		3.82%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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.42%
-0.54%
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 26.44%, occurring on Mar 22, 2020. Recovery took 129 trading sessions.

The current ChatGPT3.5 Portfolio drawdown is 0.42%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.44%Feb 15, 202037Mar 22, 2020129Jul 29, 2020166
-25.59%Nov 9, 2021341Oct 15, 2022471Jan 29, 2024812
-20.97%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

Volatility Chart

The current ChatGPT3.5 Portfolio volatility is 2.38%, 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%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.38%
2.71%
ChatGPT3.5 Portfolio
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.
BILBNDGLDETH-USDBTC-USDVNQFTECSCHDVOO
BIL1.000.050.03-0.000.000.000.050.050.05
BND0.051.000.370.030.030.190.00-0.04-0.02
GLD0.030.371.000.090.090.100.020.030.01
ETH-USD-0.000.030.091.000.640.080.150.120.15
BTC-USD0.000.030.090.641.000.100.150.110.15
VNQ0.000.190.100.080.101.000.430.570.56
FTEC0.050.000.020.150.150.431.000.580.84
SCHD0.05-0.040.030.120.110.570.581.000.79
VOO0.05-0.020.010.150.150.560.840.791.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015