Low risk invest by ChatGPT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
0QFC.L Caverion Ord | Industrials | 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 | Financial Services | 11.11% |
KAZTP.ME Public Joint Stock Company KuibyshevAzot | Basic Materials | 11.11% |
RACE Ferrari N.V. | Consumer Cyclical | 11.11% |
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
The earliest data available for this chart is Aug 17, 2016, corresponding to the inception date of DELL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Low risk invest by ChatGPT | 21.48% | -3.34% | -2.41% | 24.39% | 23.44% | N/A |
| Portfolio components: | ||||||
0QFC.L Caverion Ord | -0.71% | 0.00% | 0.00% | 2.05% | 4.16% | N/A |
ACGL Arch Capital Group Ltd. | 35.52% | -7.23% | -1.99% | 16.86% | 19.04% | 18.19% |
ALSN Allison Transmission Holdings, Inc. | 100.46% | 16.35% | 53.94% | 116.95% | 20.84% | 15.13% |
AVGO Broadcom Inc. | 47.82% | -9.30% | 18.02% | 68.94% | 41.45% | 37.17% |
BME.L B&M European Value Retail SA | -37.88% | -20.72% | -39.52% | -33.67% | 5.37% | 12.26% |
DELL Dell Technologies Inc. | 77.82% | 6.98% | -8.71% | 84.78% | 37.95% | N/A |
IVPG.L Invesco Perpetual Glbl Equity | 10.48% | 0.00% | 1.97% | 21.35% | 9.56% | N/A |
KAZTP.ME Public Joint Stock Company KuibyshevAzot | -32.84% | -7.94% | -36.00% | -35.65% | 20.98% | 31.54% |
RACE Ferrari N.V. | 27.03% | -11.04% | 2.92% | 19.06% | 20.91% | 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% | 4.69% | -1.70% | 3.99% | 0.32% | 0.11% | 3.15% | 1.04% | -3.11% | 21.48% | ||
| 2023 | 10.83% | 3.76% | 1.42% | 4.23% | 3.24% | 8.92% | 1.74% | 1.20% | 1.24% | -2.75% | 7.46% | 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% | 11.66% | 7.18% | 13.77% |
| 2019 | 11.11% | 4.57% | 2.60% | 8.43% | -7.03% | 7.37% | 4.80% | -6.15% | 2.04% | 3.58% | 2.88% | 3.60% | 42.97% |
| 2018 | 3.74% | -2.96% | -2.45% | 0.20% | 3.22% | -1.48% | 6.33% | -0.44% | 1.78% | -8.28% | 1.45% | -6.81% | -6.52% |
| 2017 | 5.94% | 1.35% | 3.29% | 4.73% | 4.20% | -3.39% | 5.77% | 3.78% | 2.41% | 2.40% | -2.16% | 0.26% | 32.05% |
| 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Low risk invest by ChatGPT is 36, 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 | |
|---|---|---|---|---|---|
0QFC.L Caverion Ord | 0.71 | 1.07 | 1.22 | 0.70 | 1.77 |
ACGL Arch Capital Group Ltd. | 1.15 | 1.60 | 1.22 | 1.40 | 5.19 |
ALSN Allison Transmission Holdings, Inc. | 4.12 | 5.45 | 1.78 | 9.58 | 23.71 |
AVGO Broadcom Inc. | 1.83 | 2.47 | 1.32 | 3.30 | 9.91 |
BME.L B&M European Value Retail SA | -1.62 | -2.44 | 0.71 | -1.00 | -2.39 |
DELL Dell Technologies Inc. | 1.75 | 2.55 | 1.34 | 1.99 | 4.45 |
IVPG.L Invesco Perpetual Glbl Equity | 1.21 | 2.00 | 1.38 | 3.64 | 12.29 |
KAZTP.ME Public Joint Stock Company KuibyshevAzot | -1.00 | -1.48 | 0.83 | -0.60 | -1.46 |
RACE Ferrari N.V. | 0.69 | 1.19 | 1.15 | 1.35 | 3.40 |
Dividends
Dividend yield
Low risk invest by ChatGPT provided a 3.56% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.56% | 3.06% | 2.79% | 2.52% | 1.86% | 1.41% | 1.45% | 0.87% | 2.08% | 1.27% | 4.61% | 1.30% |
| 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. | 5.22% | 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. | 0.87% | 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. | 1.29% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
BME.L B&M European Value Retail SA | 10.57% | 6.19% | 4.01% | 9.94% | 9.63% | 1.86% | 2.66% | 1.49% | 5.43% | 1.44% | 31.58% | 0.00% |
DELL Dell Technologies Inc. | 1.27% | 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 | 1.48% | 2.77% | 3.12% | 2.24% | 1.92% | 0.03% | 0.04% | 0.03% | 0.03% | 0.03% | 0.03% | 2.28% |
KAZTP.ME Public Joint Stock Company KuibyshevAzot | 10.75% | 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. | 0.61% | 0.59% | 0.69% | 0.40% | 0.54% | 0.70% | 0.88% | 0.65% | 0.89% | 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 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 5.91%.
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 |
| -17.08% | 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 |
| -9.66% | Jan 25, 2018 | 53 | Apr 9, 2018 | 115 | Sep 13, 2018 | 168 |
Volatility
Volatility Chart
The current Low risk invest by ChatGPT volatility is 4.46%, 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
| KAZTP.ME | 0QFC.L | BME.L | IVPG.L | ACGL | ALSN | AVGO | DELL | RACE | |
|---|---|---|---|---|---|---|---|---|---|
| KAZTP.ME | 1.00 | 0.10 | 0.07 | 0.10 | 0.09 | 0.07 | 0.10 | 0.10 | 0.09 |
| 0QFC.L | 0.10 | 1.00 | 0.23 | 0.31 | 0.13 | 0.16 | 0.14 | 0.16 | 0.20 |
| BME.L | 0.07 | 0.23 | 1.00 | 0.33 | 0.11 | 0.16 | 0.19 | 0.20 | 0.25 |
| IVPG.L | 0.10 | 0.31 | 0.33 | 1.00 | 0.11 | 0.14 | 0.17 | 0.17 | 0.23 |
| ACGL | 0.09 | 0.13 | 0.11 | 0.11 | 1.00 | 0.39 | 0.22 | 0.29 | 0.27 |
| ALSN | 0.07 | 0.16 | 0.16 | 0.14 | 0.39 | 1.00 | 0.32 | 0.40 | 0.31 |
| AVGO | 0.10 | 0.14 | 0.19 | 0.17 | 0.22 | 0.32 | 1.00 | 0.47 | 0.45 |
| DELL | 0.10 | 0.16 | 0.20 | 0.17 | 0.29 | 0.40 | 0.47 | 1.00 | 0.36 |
| RACE | 0.09 | 0.20 | 0.25 | 0.23 | 0.27 | 0.31 | 0.45 | 0.36 | 1.00 |