CHATGPT 5月22

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	15%
AVGO Broadcom Inc.	Technology	15%
QQQ Invesco QQQ ETF	Nasdaq-100	15%
WM Waste Management, Inc.	Industrials	10%
SCCO Southern Copper Corporation	Basic Materials	10%
TPL Texas Pacific Land Corporation	Energy	10%
HESAY Hermes International SA	Consumer Cyclical	10%
BX Blackstone Inc.	Financial Services	10%
TECL Direxion Daily Technology Bull 3X Shares	Leveraged Equities, Technology Equities	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for CHATGPT 5月22

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 5月22, 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 5月22 returned 20.50% Year-To-Date and 33.71% 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 5月22	2.59%	3.30%	20.50%	21.39%	45.00%	36.51%	28.87%	33.71%
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%
BX Blackstone Inc.	1.50%	5.72%	-17.45%	-15.36%	-5.32%	14.49%	8.46%	22.84%
HESAY Hermes International SA	1.42%	9.10%	-18.99%	-20.48%	-23.55%	-1.78%	7.50%	19.32%
QQQ Invesco QQQ ETF	3.14%	4.95%	21.26%	22.17%	41.87%	27.20%	17.59%	22.31%
SCCO Southern Copper Corporation	1.81%	9.30%	38.49%	38.12%	116.65%	44.16%	32.01%	27.23%
TECL Direxion Daily Technology Bull 3X Shares	11.01%	22.64%	103.81%	109.85%	222.44%	68.74%	39.49%	53.63%
TPL Texas Pacific Land Corporation	-4.26%	-5.67%	26.65%	29.97%	-2.18%	35.41%	17.26%	35.75%
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 5月22's average daily return is +0.11%, while the average monthly return is +2.34%. At this rate, an investment would double in approximately 2.5 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +18.3%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CHATGPT 5月22 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +13.9%, while the worst single day was Mar 16, 2020 at -12.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.16%	5.92%	-8.64%	12.93%	9.33%	-2.23%							20.50%
2025	3.29%	-0.99%	-7.85%	0.79%	6.32%	6.45%	1.14%	1.93%	7.63%	3.71%	0.53%	-1.53%	22.45%
2024	-0.55%	6.95%	4.59%	-2.93%	5.34%	7.98%	2.02%	2.07%	4.31%	2.03%	7.46%	-0.95%	44.90%
2023	11.13%	-1.54%	8.18%	0.05%	3.93%	7.77%	6.21%	0.24%	-6.44%	-0.98%	9.84%	8.66%	56.14%
2022	-7.68%	-1.39%	6.89%	-11.44%	1.86%	-11.47%	15.04%	-4.94%	-9.85%	9.41%	11.21%	-7.76%	-14.02%
2021	1.19%	5.52%	8.15%	6.44%	0.86%	5.03%	4.72%	2.20%	-6.87%	10.24%	4.77%	4.43%	56.55%

Benchmark Metrics

CHATGPT 5月22 has an annualized alpha of 13.51%, beta of 1.20, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since August 28, 2009.

This portfolio captured 167.87% of S&P 500 Index gains but only 94.81% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 13.51% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 13.51%

Beta: 1.20

R²: 0.82

Upside Capture: 167.87%

Downside Capture: 94.81%

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

Expense Ratio

CHATGPT 5月22 has an expense ratio of 0.07%, 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.

TECL

Direxion Daily Technology Bull 3X Shares

QQQ

Invesco QQQ ETF

Return for Risk

Risk / Return Rank

CHATGPT 5月22 ranks 46 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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 5月22 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	2.13	2.14	0.00
Sortino ratioReturn per unit of downside risk	2.72	2.89	-0.17
Omega ratioGain probability vs. loss probability	1.36	1.39	-0.03
Calmar ratioReturn relative to maximum drawdown	3.53	2.91	+0.61
Martin ratioReturn relative to average drawdown	13.62	13.08	+0.53

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
BX Blackstone Inc.	35	-0.15	0.02	1.00	-0.12	-0.22
HESAY Hermes International SA	14	-0.78	-0.98	0.89	-0.65	-1.16
QQQ Invesco QQQ ETF	79	2.42	3.12	1.42	3.52	13.12
SCCO Southern Copper Corporation	88	2.36	2.76	1.35	3.88	11.04
TECL Direxion Daily Technology Bull 3X Shares	83	3.29	3.03	1.41	4.81	13.42
TPL Texas Pacific Land Corporation	39	-0.05	0.27	1.03	-0.07	-0.14
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 5月22 Sharpe ratio is 2.13 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 5月22 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 5月22 provided a 1.30% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.30%	1.45%	1.13%	1.46%	2.29%	1.54%	1.63%	1.91%	2.52%	1.86%	1.75%	2.48%
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%
BX Blackstone Inc.	3.99%	3.04%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	6.14%	11.76%
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%
QQQ Invesco QQQ ETF	0.38%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCCO Southern Copper Corporation	1.89%	2.13%	2.29%	4.65%	5.80%	5.19%	2.30%	4.81%	4.55%	1.24%	0.56%	1.30%
TECL Direxion Daily Technology Bull 3X Shares	3.49%	7.19%	0.29%	0.28%	0.22%	0.32%	0.52%	0.25%	0.47%	0.10%	0.00%	0.00%
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%
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 5月22. 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 5月22 was 37.65%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current CHATGPT 5月22 drawdown is 7.52%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-37.65%Mar 2020	1mo 9d	2mo 17d	3mo 26dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018	-25.66%Dec 2018	2mo 21d	2mo 27d	5mo 18dOct 2018 - Mar 2019
2025 selloff2025	-25.01%Apr 2025	1mo 18d	2mo 25d	4mo 13dFeb 2025 - Jul 2025
Bear market2022	-24.74%Jun 2022	5mo 21d	9mo 17d	1y 3moDec 2021 - Mar 2023
2011 bear market2011	-20.19%Aug 2011	12d	5mo 22d	6mo 4dJul 2011 - Jan 2012

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 8.33, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.75	1.52	1.44	1.39	1.45

The portfolio has a diversification ratio of 1.45, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

CHATGPT 5月22 correlation to the S&P 500 Index

CHATGPT 5月22 has a 0.85 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Aug 28, 2009	0.86

Benchmark Correlations

Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.90, while TPL has the lowest at 0.31.

TPL

0.31

HESAY

0.37

0.50

SCCO

0.55

AVGO

0.61

AAPL

0.62

0.63

TECL

0.89

QQQ

0.90

Portfolio Correlations

Correlation vs. CHATGPT 5月22. TECL has the highest portfolio correlation at 0.87, while WM has the lowest at 0.42.

0.42

TPL

0.45

HESAY

0.45

SCCO

0.61

0.65

0.69

0.75

0.87

0.87

Asset Correlations Table

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

	TPL	HESAY	WM	SCCO	BX	AAPL	AVGO	TECL	QQQ
TPL	1.00	0.12	0.16	0.27	0.26	0.17	0.19	0.24	0.25
HESAY	0.12	1.00	0.18	0.27	0.31	0.25	0.27	0.35	0.36
WM	0.16	0.18	1.00	0.22	0.32	0.27	0.24	0.37	0.37
SCCO	0.27	0.27	0.22	1.00	0.39	0.33	0.35	0.46	0.47
BX	0.26	0.31	0.32	0.39	1.00	0.36	0.41	0.54	0.56
AAPL	0.17	0.25	0.27	0.33	0.36	1.00	0.46	0.73	0.72
AVGO	0.19	0.27	0.24	0.35	0.41	0.46	1.00	0.68	0.67
TECL	0.24	0.35	0.37	0.46	0.54	0.73	0.68	1.00	0.96
QQQ	0.25	0.36	0.37	0.47	0.56	0.72	0.67	0.96	1.00

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

Diversification Analysis

Find what CHATGPT 5月22 is missing

See which holdings overlap, where CHATGPT 5月22 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification