chatgpt 6月11

Asset Allocation

Position	Category/Sector	Target Weight
TPL Texas Pacific Land Corporation	Energy	20%
AAPL Apple Inc	Technology	18%
GLD SPDR Gold Shares	Gold, Precious Metals	15%
AVGO Broadcom Inc.	Technology	15%
UNH UnitedHealth Group Incorporated	Healthcare	15%
HESAY Hermes International SA	Consumer Cyclical	7%
PGR The Progressive Corporation	Financial Services	5%
WM Waste Management, Inc.	Industrials	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for chatgpt 6月11

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in chatgpt 6月11, 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.

Loading charts...

Returns By Period

As of Jun 13, 2026, the chatgpt 6月11 returned 17.72% Year-To-Date and 31.44% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio chatgpt 6月11	0.90%	-1.53%	17.72%	17.59%	30.98%	32.14%	25.66%	31.44%
Portfolio components:
AAPL Apple Inc	1.82%	-1.27%	9.24%	8.34%	51.49%	17.58%	18.50%	29.88%
AVGO Broadcom Inc.	3.11%	-7.35%	14.06%	16.39%	59.68%	67.77%	56.37%	41.61%
GLD SPDR Gold Shares	2.59%	-4.97%	0.06%	0.19%	25.38%	29.73%	18.31%	12.33%
HESAY Hermes International SA	1.42%	9.10%	-18.99%	-20.48%	-23.55%	-1.78%	7.50%	19.32%
PGR The Progressive Corporation	0.19%	1.89%	-4.91%	-8.39%	-19.09%	19.66%	19.62%	23.78%
TPL Texas Pacific Land Corporation	-4.26%	-5.67%	26.65%	29.97%	-2.18%	35.41%	17.26%	35.75%
UNH UnitedHealth Group Incorporated	1.19%	4.96%	26.20%	22.13%	35.57%	-1.61%	2.54%	13.41%
WM Waste Management, Inc.	-1.14%	-0.88%	-0.44%	0.20%	-6.80%	11.24%	10.90%	15.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 28, 2009, chatgpt 6月11's average daily return is +0.11%, while the average monthly return is +2.25%. At this rate, an investment would double in approximately 2.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +19.9%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 3 months.

On a daily basis, chatgpt 6月11 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -10.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.32%	13.99%	-7.96%	10.89%	1.60%	-2.67%							17.72%
2025	5.80%	0.80%	-2.71%	-1.22%	-2.08%	2.16%	-4.65%	5.67%	7.37%	2.25%	1.49%	-2.38%	12.37%
2024	-1.17%	4.64%	3.75%	-0.87%	4.69%	9.36%	6.69%	3.71%	2.42%	5.03%	10.76%	-6.32%	50.39%
2023	1.32%	-2.72%	5.71%	-1.30%	1.88%	3.96%	4.37%	3.66%	-3.88%	3.68%	3.83%	2.31%	24.74%
2022	-7.24%	1.22%	7.57%	-4.75%	1.95%	-4.77%	11.90%	-2.59%	-6.31%	11.19%	7.91%	-4.60%	9.17%
2021	1.03%	6.28%	14.87%	3.61%	1.03%	2.68%	1.36%	-0.30%	-5.84%	8.12%	2.11%	8.02%	50.44%

Benchmark Metrics

chatgpt 6月11 has an annualized alpha of 17.56%, beta of 0.82, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since August 28, 2009.

This portfolio captured 126.49% of S&P 500 Index gains but only 48.02% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 17.56% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 17.56%

Beta: 0.82

R²: 0.63

Upside Capture: 126.49%

Downside Capture: 48.02%

See how alpha, beta & R² have trended over time →

Expense Ratio

chatgpt 6月11 has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GLD

SPDR Gold Shares

Return for Risk

Risk / Return Rank

chatgpt 6月11 ranks 37 for risk / return — below 37% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for chatgpt 6月11 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.91	2.14	-0.23
Sortino ratioReturn per unit of downside risk	2.55	2.89	-0.34
Omega ratioGain probability vs. loss probability	1.33	1.39	-0.06
Calmar ratioReturn relative to maximum drawdown	2.80	2.91	-0.11
Martin ratioReturn relative to average drawdown	10.94	13.08	-2.14

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	89	2.28	3.18	1.41	3.75	9.31
AVGO Broadcom Inc.	76	1.32	1.89	1.25	2.09	4.85
GLD SPDR Gold Shares	27	0.93	1.30	1.19	1.04	2.97
HESAY Hermes International SA	14	-0.78	-0.98	0.89	-0.65	-1.16
PGR The Progressive Corporation	11	-0.85	-1.10	0.87	-0.80	-1.23
TPL Texas Pacific Land Corporation	39	-0.05	0.27	1.03	-0.07	-0.14
UNH UnitedHealth Group Incorporated	67	0.89	1.36	1.21	1.23	2.71
WM Waste Management, Inc.	25	-0.36	-0.38	0.95	-0.41	-0.90

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current chatgpt 6月11 Sharpe ratio is 1.91 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of chatgpt 6月11 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

chatgpt 6月11 provided a 1.19% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.19%	0.98%	0.90%	0.86%	1.17%	1.17%	1.47%	1.31%	1.37%	1.07%	1.17%	1.23%
Portfolio components:
AAPL Apple Inc	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HESAY Hermes International SA	1.05%	1.18%	1.13%	0.67%	0.57%	0.31%	0.46%	0.68%	0.91%	1.55%	1.81%	2.54%
PGR The Progressive Corporation	6.83%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%
TPL Texas Pacific Land Corporation	0.62%	0.74%	1.37%	0.83%	1.37%	0.88%	2.20%	0.22%	0.55%	0.30%	0.10%	0.22%
UNH UnitedHealth Group Incorporated	2.72%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%
WM Waste Management, Inc.	1.63%	1.50%	1.49%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	2.89%

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.

Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the chatgpt 6月11. 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 chatgpt 6月11 was 32.49%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.

The current chatgpt 6月11 drawdown is 4.83%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-32.49%Mar 2020	1mo 9d	2mo 12d	3mo 21dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018	-21.03%Dec 2018	2mo 21d	2mo 24d	5mo 15dOct 2018 - Mar 2019
2015 correction2015	-15.17%Aug 2015	2mo 25d	6mo 19d	9mo 14dJun 2015 - Mar 2016
2025 selloff2025	-14.69%Apr 2025	1mo 12d	5mo 11d	6mo 23dFeb 2025 - Sep 2025
2014 correction2014	-13.68%Oct 2014	1mo 10d	1mo 21d	3mo 1dSep 2014 - Dec 2014

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 6.68, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.20	1.93	1.77	1.64	1.70

The portfolio has a diversification ratio of 1.70, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

chatgpt 6月11 correlation to the S&P 500 Index

chatgpt 6月11 has a 0.59 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.73
Correlation (All Time) Calculated using the full available price history since Aug 28, 2009	0.72

Benchmark Correlations

Correlation vs. S&P 500 Index. AAPL has the highest benchmark correlation at 0.62, while GLD has the lowest at 0.06.

0.06

0.31

0.37

0.46

0.48

0.50

AVGO

0.61

AAPL

0.62

Portfolio Correlations

Correlation vs. chatgpt 6月11. AVGO has the highest portfolio correlation at 0.66, while GLD has the lowest at 0.20.

GLD

0.20

HESAY

0.38

PGR

0.38

0.39

0.49

0.62

0.65

0.66

Asset Correlations Table

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

	GLD	TPL	HESAY	PGR	UNH	WM	AVGO	AAPL
GLD	1.00	0.04	0.12	-0.01	0.03	0.03	0.02	0.04
TPL	0.04	1.00	0.12	0.18	0.14	0.16	0.19	0.17
HESAY	0.12	0.12	1.00	0.16	0.16	0.18	0.27	0.25
PGR	-0.01	0.18	0.16	1.00	0.34	0.45	0.23	0.26
UNH	0.03	0.14	0.16	0.34	1.00	0.36	0.24	0.27
WM	0.03	0.16	0.18	0.45	0.36	1.00	0.24	0.27
AVGO	0.02	0.19	0.27	0.23	0.24	0.24	1.00	0.46
AAPL	0.04	0.17	0.25	0.26	0.27	0.27	0.46	1.00

The correlation results are calculated based on daily price changes starting from Aug 28, 2009

Diversification Analysis

Find what chatgpt 6月11 is missing

See which holdings overlap, where chatgpt 6月11 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification