Low risk invest by ChatGPT

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Low risk invest by ChatGPT

Last updated May 18, 2024

Asset Allocation

Position	Category/Sector	Weight
0QFC.L Caverion Ord	Services	11.11%
ACGL Arch Capital Group Ltd.	Financial Services	11.11%
ALSN Allison Transmission Holdings, Inc.	Consumer Cyclical	11.11%
AVGO Broadcom Inc.	Technology	11.11%
BME.L B&M European Value Retail SA	Consumer Defensive	11.11%
DELL Dell Technologies Inc.	Technology	11.11%
IVPG.L Invesco Perpetual Glbl Equity	Financials	11.11%
KAZTP.ME Public Joint Stock Company KuibyshevAzot	Basic Materials	11.11%
RACE Ferrari N.V.	Consumer Cyclical	11.11%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Low risk invest by ChatGPT, 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

Low risk invest by ChatGPT

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Aug 17, 2016, corresponding to the inception date of DELL

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%
Low risk invest by ChatGPT	23.01%	7.26%	26.53%	49.38%	26.05%	N/A
Portfolio components:
0QFC.L Caverion Ord	-0.71%	1.09%	1.47%	4.73%	8.17%	2.78%
ACGL Arch Capital Group Ltd.	35.98%	8.67%	20.80%	32.85%	23.18%	18.30%
ALSN Allison Transmission Holdings, Inc.	29.65%	-4.15%	39.04%	54.08%	12.77%	11.71%
AVGO Broadcom Inc.	25.53%	15.82%	43.97%	108.56%	41.24%	39.05%
BME.L B&M European Value Retail SA	0.30%	8.51%	6.80%	21.41%	15.74%	N/A
DELL Dell Technologies Inc.	97.09%	30.67%	104.85%	219.74%	33.84%	N/A
IVPG.L Invesco Perpetual Glbl Equity	4.30%	4.51%	15.28%	23.07%	9.67%	10.03%
KAZTP.ME Public Joint Stock Company KuibyshevAzot	0.89%	-1.94%	-2.09%	-7.73%	34.92%	34.87%
RACE Ferrari N.V.	25.58%	4.00%	18.27%	42.50%	23.96%	N/A

Monthly Returns

The table below presents the monthly returns of Low risk invest by ChatGPT, 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	5.02%	7.93%	4.68%	-1.55%									23.01%
2023	10.83%	3.75%	1.42%	4.23%	3.24%	8.92%	1.75%	1.20%	1.24%	-2.75%	7.46%	2.30%	52.33%
2022	-4.63%	-6.29%	7.05%	-7.75%	2.31%	-4.41%	4.21%	-5.19%	-10.17%	11.19%	18.81%	-2.08%	-0.91%
2021	-1.39%	2.23%	4.07%	9.69%	0.71%	2.44%	2.53%	0.55%	1.38%	5.85%	-1.18%	6.29%	37.96%
2020	-2.05%	-10.76%	-18.09%	9.97%	9.90%	3.78%	6.65%	3.83%	-1.35%	-3.10%	11.66%	7.18%	13.77%
2019	11.11%	4.57%	2.60%	8.42%	-7.03%	7.37%	4.80%	-6.15%	2.04%	3.58%	2.88%	3.60%	42.98%
2018	3.74%	-2.96%	-2.45%	0.20%	3.21%	-1.48%	6.33%	-0.45%	1.78%	-8.28%	1.45%	-6.81%	-6.52%
2017	5.94%	1.36%	3.29%	4.73%	4.20%	-3.39%	5.77%	3.78%	2.41%	2.40%	-2.16%	0.26%	32.06%
2016								1.19%	1.47%	-1.05%	4.96%	6.11%	13.16%

Expense Ratio

Low risk invest by ChatGPT 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Low risk invest by ChatGPT is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Low risk invest by ChatGPT

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Low risk invest by ChatGPT

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
0QFC.L Caverion Ord	0.67	0.99	1.14	0.88	2.04
ACGL Arch Capital Group Ltd.	2.02	2.69	1.36	2.44	6.48
ALSN Allison Transmission Holdings, Inc.	2.23	2.96	1.46	3.51	10.58
AVGO Broadcom Inc.	2.21	3.03	1.37	5.43	13.68
BME.L B&M European Value Retail SA	0.62	1.01	1.12	0.86	1.98
DELL Dell Technologies Inc.	4.72	6.84	1.83	10.91	48.82
IVPG.L Invesco Perpetual Glbl Equity	1.41	2.29	1.36	1.92	8.28
KAZTP.ME Public Joint Stock Company KuibyshevAzot	-0.19	0.05	1.01	-0.31	-0.46
RACE Ferrari N.V.	1.92	2.87	1.37	3.69	8.86

Sharpe Ratio

The current Low risk invest by ChatGPT Sharpe ratio is 3.55. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.60, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Low risk invest by ChatGPT 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.

Low risk invest by ChatGPT

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Low risk invest by ChatGPT granted a 1.63% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Low risk invest by ChatGPT	1.63%	2.07%	2.00%	1.19%	0.59%	1.21%	1.16%	0.71%	1.49%	1.12%	1.15%	1.07%
Portfolio components:
0QFC.L Caverion Ord	0.00%	2.32%	2.45%	1.56%	0.00%	0.69%	0.00%	0.00%	3.52%	2.43%	3.37%	0.00%
ACGL Arch Capital Group 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%
ALSN Allison Transmission Holdings, Inc.	1.28%	1.58%	2.02%	2.09%	1.58%	1.24%	1.37%	1.39%	1.78%	2.32%	1.50%	1.52%
AVGO Broadcom Inc.	1.41%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.94%	1.52%	1.23%	1.34%	1.87%
BME.L B&M European Value Retail SA	0.06%	0.06%	0.04%	0.10%	0.10%	0.02%	0.03%	0.01%	0.05%	0.01%	0.32%	0.00%
DELL Dell Technologies Inc.	1.04%	1.88%	2.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IVPG.L Invesco Perpetual Glbl Equity	0.03%	0.03%	0.03%	0.03%	0.03%	0.03%	0.04%	0.03%	0.03%	0.03%	0.03%	0.02%
KAZTP.ME Public Joint Stock Company KuibyshevAzot	10.19%	10.47%	7.31%	4.26%	0.00%	4.64%	5.00%	2.36%	5.61%	4.09%	3.81%	6.25%
RACE Ferrari N.V.	0.62%	0.59%	0.69%	0.40%	0.54%	0.70%	0.87%	0.66%	0.89%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

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

Low risk invest by ChatGPT

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Low risk invest by ChatGPT. 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 Low risk invest by ChatGPT was 38.19%, occurring on Mar 23, 2020. Recovery took 144 trading sessions.

The current Low risk invest by ChatGPT drawdown is 0.14%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.19%	Jan 23, 2020	43	Mar 23, 2020	144	Oct 9, 2020	187
-25.56%	Jan 5, 2022	189	Sep 26, 2022	48	Dec 1, 2022	237
-17.09%	Sep 21, 2018	69	Dec 25, 2018	45	Feb 26, 2019	114
-9.85%	Aug 1, 2019	11	Aug 15, 2019	57	Nov 4, 2019	68
-9.67%	Jan 25, 2018	53	Apr 9, 2018	115	Sep 13, 2018	168

Volatility

Volatility Chart

The current Low risk invest by ChatGPT volatility is 3.39%, 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.

Low risk invest by ChatGPT

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.

	KAZTP.ME	0QFC.L	BME.L	IVPG.L	ACGL	ALSN	AVGO	DELL	RACE
KAZTP.ME	1.00	0.11	0.07	0.12	0.09	0.08	0.11	0.10	0.10
0QFC.L	0.11	1.00	0.24	0.31	0.13	0.16	0.15	0.16	0.21
BME.L	0.07	0.24	1.00	0.34	0.12	0.16	0.20	0.20	0.25
IVPG.L	0.12	0.31	0.34	1.00	0.11	0.14	0.18	0.19	0.23
ACGL	0.09	0.13	0.12	0.11	1.00	0.39	0.24	0.30	0.28
ALSN	0.08	0.16	0.16	0.14	0.39	1.00	0.32	0.41	0.32
AVGO	0.11	0.15	0.20	0.18	0.24	0.32	1.00	0.46	0.46
DELL	0.10	0.16	0.20	0.19	0.30	0.41	0.46	1.00	0.36
RACE	0.10	0.21	0.25	0.23	0.28	0.32	0.46	0.36	1.00