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Low risk invest by ChatGPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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

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 every 3 months.


100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
502.76%
160.59%
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


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.31%5.38%-0.74%10.90%14.93%10.61%
Low risk invest by ChatGPT3.06%8.98%3.19%8.26%30.31%N/A
0QFC.L
Caverion Ord
0.00%0.00%0.00%0.00%13.06%N/A
ACGL
Arch Capital Group Ltd.
0.14%-3.95%1.29%3.01%31.26%16.86%
ALSN
Allison Transmission Holdings, Inc.
-9.76%7.48%-8.90%32.77%23.74%14.08%
AVGO
Broadcom Inc.
-11.90%32.23%21.24%61.28%52.31%36.68%
BME.L
B&M European Value Retail SA
3.65%22.07%-4.56%-24.47%10.18%7.17%
DELL
Dell Technologies Inc.
-17.06%23.26%-26.97%-23.06%36.40%N/A
IVPG.L
Invesco Perpetual Glbl Equity
0.00%0.00%0.00%7.15%14.62%N/A
KAZTP.ME
Public Joint Stock Company KuibyshevAzot
36.00%-5.55%22.80%-18.96%30.74%31.25%
RACE
Ferrari N.V.
9.71%8.09%-2.24%8.32%23.77%N/A
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.26%-0.69%-3.58%4.64%1.58%3.06%
20245.02%7.93%4.69%-1.70%3.99%0.32%0.11%3.15%1.04%-3.11%-1.28%1.89%23.74%
202310.83%3.76%1.42%4.23%3.24%8.92%1.74%1.20%1.24%-2.75%7.45%2.30%52.33%
2022-4.62%-6.29%7.05%-7.76%2.31%-4.41%4.21%-5.19%-10.17%11.19%18.81%-2.08%-0.91%
2021-1.39%2.23%4.08%9.69%0.71%2.44%2.53%0.55%1.38%5.85%-1.18%6.28%37.95%
2020-2.05%-10.76%-18.08%9.97%9.90%3.78%6.65%3.83%-1.35%-3.10%11.56%7.17%13.66%
201911.11%4.57%2.60%8.43%-7.03%7.37%4.80%-6.15%2.04%3.58%2.88%3.60%42.98%
20183.74%-2.96%-2.45%0.20%3.22%-1.48%6.33%-0.45%1.78%-8.28%1.45%-6.81%-6.52%
20175.94%1.35%3.29%4.73%4.20%-3.39%5.77%3.78%2.41%2.40%-2.16%0.26%32.04%
20161.19%1.47%-1.05%4.96%6.11%13.16%

Expense Ratio

Low risk invest by ChatGPT has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Low risk invest by ChatGPT is 11, meaning it’s performing worse than 89% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Low risk invest by ChatGPT is 1111
Overall Rank
The Sharpe Ratio Rank of Low risk invest by ChatGPT is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of Low risk invest by ChatGPT is 99
Sortino Ratio Rank
The Omega Ratio Rank of Low risk invest by ChatGPT is 99
Omega Ratio Rank
The Calmar Ratio Rank of Low risk invest by ChatGPT is 1414
Calmar Ratio Rank
The Martin Ratio Rank of Low risk invest by ChatGPT is 1212
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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.00
Portfolio: 0.21
^GSPC: 0.67
The chart of Sortino ratio for Portfolio, currently valued at 0.42, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.42
^GSPC: 1.05
The chart of Omega ratio for Portfolio, currently valued at 1.05, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.05
^GSPC: 1.16
The chart of Calmar ratio for Portfolio, currently valued at 0.26, compared to the broader market0.002.004.006.00
Portfolio: 0.26
^GSPC: 0.68
The chart of Martin ratio for Portfolio, currently valued at 0.87, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 0.87
^GSPC: 2.70

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
0QFC.L
Caverion Ord
0.00
ACGL
Arch Capital Group Ltd.
-0.060.091.01-0.07-0.14
ALSN
Allison Transmission Holdings, Inc.
0.951.401.211.032.88
AVGO
Broadcom Inc.
0.741.461.201.123.10
BME.L
B&M European Value Retail SA
-0.89-1.150.86-0.55-0.93
DELL
Dell Technologies Inc.
-0.60-0.570.92-0.57-0.96
IVPG.L
Invesco Perpetual Glbl Equity
0.641.151.301.074.76
KAZTP.ME
Public Joint Stock Company KuibyshevAzot
-0.44-0.420.95-0.31-0.75
RACE
Ferrari N.V.
0.400.761.100.511.21

The current Low risk invest by ChatGPT Sharpe ratio is 0.21. 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 0.55 to 1.09, 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 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.21
0.67
Low risk invest by ChatGPT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Low risk invest by ChatGPT provided a 1.85% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.85%1.94%2.38%2.35%1.43%0.79%1.21%1.16%0.70%1.48%1.11%1.10%
0QFC.L
Caverion Ord
0.00%0.00%2.32%2.45%1.56%0.00%0.69%0.00%0.00%3.52%2.43%3.37%
ACGL
Arch Capital Group Ltd.
5.41%5.41%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.
1.05%0.93%1.58%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%1.50%
AVGO
Broadcom Inc.
1.10%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
BME.L
B&M European Value Retail SA
0.09%0.10%0.06%0.04%0.10%0.05%0.02%0.03%0.01%0.05%0.01%0.00%
DELL
Dell Technologies Inc.
1.97%1.48%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVPG.L
Invesco Perpetual Glbl Equity
0.01%1.48%2.77%3.12%2.24%1.92%0.03%0.04%0.03%0.03%0.03%0.03%
KAZTP.ME
Public Joint Stock Company KuibyshevAzot
6.38%6.52%10.47%7.31%4.26%0.00%4.64%5.00%2.36%5.61%4.09%3.81%
RACE
Ferrari N.V.
0.68%0.61%0.59%0.69%0.40%0.54%0.70%0.87%0.66%0.89%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.60%
-7.45%
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 1.60%.


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
-17.08%Sep 21, 201869Dec 25, 201845Feb 26, 2019114
-14.35%Feb 21, 202532Apr 7, 2025
-9.86%Aug 1, 201911Aug 15, 201957Nov 4, 201968

Volatility

Volatility Chart

The current Low risk invest by ChatGPT volatility is 8.60%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.60%
14.17%
Low risk invest by ChatGPT
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
2.004.006.008.00
Effective Assets: 9.00

The portfolio contains 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCKAZTP.ME0QFC.LIVPG.LBME.LACGLALSNAVGODELLRACEPortfolio
^GSPC1.000.130.210.240.260.440.520.670.560.590.72
KAZTP.ME0.131.000.100.100.060.090.060.090.090.090.38
0QFC.L0.210.101.000.310.220.120.150.140.150.190.43
IVPG.L0.240.100.311.000.310.100.140.160.170.220.38
BME.L0.260.060.220.311.000.120.170.190.190.250.45
ACGL0.440.090.120.100.121.000.390.210.280.270.46
ALSN0.520.060.150.140.170.391.000.320.400.320.58
AVGO0.670.090.140.160.190.210.321.000.480.450.62
DELL0.560.090.150.170.190.280.400.481.000.360.65
RACE0.590.090.190.220.250.270.320.450.361.000.60
Portfolio0.720.380.430.380.450.460.580.620.650.601.00
The correlation results are calculated based on daily price changes starting from Aug 18, 2016