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Low risk invest by ChatGPT

Last updated Dec 2, 2023

Asset Allocation


0QFC.L 11.11%ACGL 11.11%ALSN 11.11%AVGO 11.11%BME.L 11.11%DELL 11.11%IVPG.L 11.11%KAZTP.ME 11.11%RACE 11.11%EquityEquity
PositionCategory/SectorWeight
0QFC.L
Caverion Ord
Services11.11%
ACGL
Arch Capital Group Ltd.
Financial Services11.11%
ALSN
Allison Transmission Holdings, Inc.
Consumer Cyclical11.11%
AVGO
Broadcom Inc.
Technology11.11%
BME.L
B&M European Value Retail SA
Consumer Defensive11.11%
DELL
Dell Technologies Inc.
Technology11.11%
IVPG.L
Invesco Perpetual Glbl Equity
Financials11.11%
KAZTP.ME
Public Joint Stock Company KuibyshevAzot
Basic Materials11.11%
RACE
Ferrari N.V.
Consumer Cyclical11.11%

Performance

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


100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
361.55%
110.55%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Low risk invest by ChatGPT48.59%4.99%14.95%44.48%24.21%N/A
0QFC.L
Caverion Ord
24.81%-1.29%0.78%24.09%11.25%2.25%
ACGL
Arch Capital Group Ltd.
31.62%-8.19%16.54%38.27%23.66%15.53%
ALSN
Allison Transmission Holdings, Inc.
33.43%6.29%8.03%23.79%4.83%9.21%
AVGO
Broadcom Inc.
69.34%9.03%15.77%73.35%36.05%39.15%
BME.L
B&M European Value Retail SA
53.74%11.62%11.95%52.33%19.57%N/A
DELL
Dell Technologies Inc.
84.15%4.75%54.09%64.96%20.77%N/A
IVPG.L
Invesco Perpetual Glbl Equity
10.36%5.15%7.05%12.83%8.24%8.94%
KAZTP.ME
Public Joint Stock Company KuibyshevAzot
67.06%-8.36%2.74%74.87%55.73%35.21%
RACE
Ferrari N.V.
67.85%17.05%19.55%57.65%27.57%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.24%8.92%1.75%1.20%1.24%-2.75%7.45%

Sharpe Ratio

The current Low risk invest by ChatGPT Sharpe ratio is 3.26. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.003.26

The Sharpe ratio of Low risk invest by ChatGPT 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.26
1.06
Low risk invest by ChatGPT
Benchmark (^GSPC)
Portfolio components

Dividend yield

Low risk invest by ChatGPT granted a 1.72% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Low risk invest by ChatGPT1.72%2.00%1.19%0.59%1.21%1.16%0.71%1.49%1.12%1.15%1.07%1.22%
0QFC.L
Caverion Ord
2.37%2.45%1.56%0.00%0.69%0.00%0.00%3.52%2.43%3.37%0.00%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.
1.69%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%1.50%1.52%0.88%
AVGO
Broadcom Inc.
1.98%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%1.93%
BME.L
B&M European Value Retail SA
0.06%0.04%0.10%0.10%0.02%0.03%0.01%0.05%0.01%0.32%0.00%0.00%
DELL
Dell Technologies Inc.
2.00%2.46%0.00%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%0.04%0.03%0.03%0.03%0.03%0.02%0.04%
KAZTP.ME
Public Joint Stock Company KuibyshevAzot
6.83%7.31%4.26%0.00%4.64%5.00%2.36%5.61%4.09%3.81%6.25%8.11%
RACE
Ferrari N.V.
0.56%0.69%0.40%0.54%0.70%0.87%0.66%0.89%0.00%0.00%0.00%0.00%

Expense Ratio

The 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

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
0QFC.L
Caverion Ord
1.19
ACGL
Arch Capital Group Ltd.
1.52
ALSN
Allison Transmission Holdings, Inc.
0.90
AVGO
Broadcom Inc.
2.36
BME.L
B&M European Value Retail SA
2.03
DELL
Dell Technologies Inc.
1.88
IVPG.L
Invesco Perpetual Glbl Equity
1.51
KAZTP.ME
Public Joint Stock Company KuibyshevAzot
1.37
RACE
Ferrari N.V.
2.90

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.ME0QFC.LIVPG.LBME.LACGLALSNAVGODELLRACE
KAZTP.ME1.000.110.120.080.100.090.110.120.11
0QFC.L0.111.000.310.240.140.160.150.160.20
IVPG.L0.120.311.000.350.130.140.180.190.24
BME.L0.080.240.351.000.130.160.210.210.26
ACGL0.100.140.130.131.000.410.260.320.29
ALSN0.090.160.140.160.411.000.320.410.32
AVGO0.110.150.180.210.260.321.000.450.48
DELL0.120.160.190.210.320.410.451.000.36
RACE0.110.200.240.260.290.320.480.361.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.37%
-4.21%
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.19%Jan 23, 202043Mar 23, 2020144Oct 9, 2020187
-25.56%Jan 5, 2022189Sep 26, 202248Dec 1, 2022237
-17.09%Sep 21, 201869Dec 25, 201845Feb 26, 2019114
-9.85%Aug 1, 201911Aug 15, 201957Nov 4, 201968
-9.66%Jan 25, 201853Apr 9, 2018115Sep 13, 2018168

Volatility Chart

The current Low risk invest by ChatGPT volatility is 2.98%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.98%
2.72%
Low risk invest by ChatGPT
Benchmark (^GSPC)
Portfolio components
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