CHATGPT 5月22

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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 graphics...

The earliest data available for this chart is Aug 28, 2009, corresponding to the inception date of HESAY

Returns By Period

As of Apr 4, 2026, the CHATGPT 5月22 returned 0.69% Year-To-Date and 31.18% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio CHATGPT 5月22	0.33%	-7.13%	0.69%	1.67%	38.85%	32.86%	26.18%	31.18%
Portfolio components:
AAPL Apple Inc	0.11%	-2.51%	-5.78%	-0.62%	26.50%	16.04%	16.39%	26.10%
WM Waste Management, Inc.	1.91%	-3.11%	7.58%	7.97%	0.91%	14.58%	14.51%	17.02%
AVGO Broadcom Inc.	0.34%	-0.73%	-8.93%	-6.67%	105.89%	72.07%	48.84%	38.50%
SCCO Southern Copper Corporation	-0.07%	-13.95%	25.54%	42.45%	118.20%	38.39%	27.07%	25.92%
QQQ Invesco QQQ ETF	0.11%	-4.10%	-4.65%	-2.77%	30.43%	22.97%	13.18%	19.05%
TPL Texas Pacific Land Corporation	1.15%	-17.14%	54.85%	41.32%	9.83%	32.06%	21.56%	40.32%
TECL Direxion Daily Technology Bull 3X Shares	2.27%	-10.24%	-21.28%	-23.12%	101.88%	38.97%	17.97%	38.26%
HESAY Hermes International SA	-0.58%	-14.60%	-22.29%	-24.13%	-24.92%	-0.94%	12.11%	19.52%
BX The Blackstone Group Inc.	-1.12%	-0.95%	-25.81%	-31.51%	-12.17%	13.46%	12.26%	20.50%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 31, 2009, CHATGPT 5月22's average daily return is +0.11%, while the average monthly return is +2.27%. At this rate, your investment would double in approximately 2.6 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%	0.87%									0.69%
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 13.59%, beta of 1.19, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since August 31, 2009.

This portfolio captured 167.73% of S&P 500 Index gains but only 94.27% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 13.59% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 13.59%

Beta: 1.19

R²: 0.82

Upside Capture: 167.73%

Downside Capture: 94.27%

Expense Ratio

CHATGPT 5月22 has an expense ratio of 0.08%, 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 40 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.04	0.88	+0.16
Sortino ratio Return per unit of downside risk	1.61	1.37	+0.24
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.03
Calmar ratio Return relative to maximum drawdown	1.83	1.39	+0.44
Martin ratio Return relative to average drawdown	8.16	6.43	+1.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
WM Waste Management, Inc.	39	0.10	0.26	1.03	0.12	0.29
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
SCCO Southern Copper Corporation	87	2.10	2.54	1.33	3.36	12.27
QQQ Invesco QQQ ETF	58	1.04	1.62	1.23	1.93	7.00
TPL Texas Pacific Land Corporation	36	-0.07	0.24	1.03	-0.02	-0.03
TECL Direxion Daily Technology Bull 3X Shares	43	0.77	1.50	1.21	1.39	3.84
HESAY Hermes International SA	9	-0.85	-1.13	0.87	-0.70	-1.72
BX The Blackstone Group Inc.	20	-0.53	-0.55	0.93	-0.41	-0.94

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.

CHATGPT 5月22 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.04
5-Year: 1.09
10-Year: 1.30
All Time: 1.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, 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 graphics...

Dividends

Dividend yield

CHATGPT 5月22 provided a 1.67% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.67%	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	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
WM Waste Management, Inc.	1.45%	1.50%	1.49%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	2.89%
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
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%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
TPL Texas Pacific Land Corporation	0.50%	0.74%	1.37%	0.83%	1.37%	0.88%	2.20%	0.22%	0.55%	0.30%	0.10%	0.22%
TECL Direxion Daily Technology Bull 3X Shares	9.02%	7.19%	0.29%	0.28%	0.22%	0.32%	0.52%	0.25%	0.47%	0.10%	0.00%	0.00%
HESAY Hermes International SA	1.63%	1.18%	1.13%	0.67%	0.57%	0.31%	0.46%	0.68%	0.91%	1.55%	1.81%	2.54%
BX The Blackstone Group Inc.	4.19%	3.04%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	6.14%	11.76%

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 graphics...

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 8.59%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.65%	Feb 13, 2020	27	Mar 23, 2020	53	Jun 8, 2020	80
-25.66%	Oct 4, 2018	56	Dec 24, 2018	59	Mar 21, 2019	115
-25.01%	Feb 19, 2025	35	Apr 8, 2025	58	Jul 2, 2025	93
-24.74%	Dec 28, 2021	120	Jun 17, 2022	197	Mar 31, 2023	317
-20.19%	Jul 27, 2011	9	Aug 8, 2011	119	Jan 27, 2012	128

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

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. 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.

	Benchmark	TPL	HESAY	WM	SCCO	BX	AAPL	AVGO	TECL	QQQ	Portfolio
Benchmark	1.00	0.31	0.37	0.51	0.55	0.63	0.62	0.61	0.89	0.90	0.86
TPL	0.31	1.00	0.13	0.16	0.27	0.27	0.18	0.19	0.25	0.25	0.45
HESAY	0.37	0.13	1.00	0.19	0.27	0.31	0.26	0.27	0.35	0.36	0.46
WM	0.51	0.16	0.19	1.00	0.23	0.32	0.28	0.25	0.39	0.39	0.43
SCCO	0.55	0.27	0.27	0.23	1.00	0.39	0.33	0.35	0.46	0.47	0.61
BX	0.63	0.27	0.31	0.32	0.39	1.00	0.36	0.41	0.54	0.56	0.66
AAPL	0.62	0.18	0.26	0.28	0.33	0.36	1.00	0.47	0.73	0.72	0.70
AVGO	0.61	0.19	0.27	0.25	0.35	0.41	0.47	1.00	0.68	0.67	0.75
TECL	0.89	0.25	0.35	0.39	0.46	0.54	0.73	0.68	1.00	0.96	0.87
QQQ	0.90	0.25	0.36	0.39	0.47	0.56	0.72	0.67	0.96	1.00	0.87
Portfolio	0.86	0.45	0.46	0.43	0.61	0.66	0.70	0.75	0.87	0.87	1.00

The correlation results are calculated based on daily price changes starting from Aug 31, 2009

CHATGPT 5月22

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table