Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in chatgpt2025 jan 2014-24 positive returns, 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.
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of USMV
Returns By Period
As of Apr 15, 2026, the chatgpt2025 jan 2014-24 positive returns returned 2.52% Year-To-Date and 9.18% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.80% | 4.83% | 2.59% | 5.27% | 30.14% | 19.29% | 10.91% | 12.94% |
Portfolio chatgpt2025 jan 2014-24 positive returns | 0.30% | 2.55% | 2.52% | 4.09% | 17.54% | 12.61% | 7.63% | 9.18% |
| Portfolio components: | ||||||||
SHV iShares Short Treasury Bond ETF | 0.00% | 0.28% | 0.95% | 1.81% | 3.96% | 4.68% | 3.22% | 2.18% |
SPY State Street SPDR S&P 500 ETF | 0.79% | 4.91% | 2.92% | 5.83% | 31.69% | 20.82% | 12.43% | 14.77% |
QQQ Invesco QQQ ETF | 1.40% | 6.30% | 3.89% | 6.11% | 39.85% | 26.75% | 13.94% | 20.00% |
VIG Vanguard Dividend Appreciation ETF | 0.22% | 2.74% | 2.49% | 4.19% | 22.59% | 14.96% | 9.97% | 12.74% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | 0.29% | -1.37% | 0.18% | 0.50% | 5.03% | 10.30% | 7.13% | 9.83% |
EFA iShares MSCI EAFE ETF | -0.32% | 5.31% | 7.58% | 12.07% | 32.86% | 15.83% | 8.76% | 9.11% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -0.04% | 1.57% | 0.90% | 0.31% | 8.04% | 4.67% | 0.28% | 2.69% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.01% | 0.29% | 1.00% | 1.82% | 3.95% | 4.68% | 3.31% | 2.14% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 21, 2011, chatgpt2025 jan 2014-24 positive returns's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.
Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +6.9%, while the worst month was Mar 2020 at -7.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, chatgpt2025 jan 2014-24 positive returns closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Mar 16, 2020 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.33% | 0.87% | -3.39% | 3.82% | 2.52% | ||||||||
| 2025 | 2.11% | 0.53% | -2.15% | 0.10% | 3.11% | 2.67% | 0.44% | 1.61% | 2.13% | 0.95% | 0.73% | 0.04% | 12.86% |
| 2024 | 0.85% | 2.27% | 1.99% | -2.57% | 2.99% | 1.57% | 1.64% | 2.13% | 1.24% | -1.39% | 3.01% | -1.91% | 12.27% |
| 2023 | 4.10% | -1.82% | 3.02% | 1.24% | -0.37% | 3.71% | 1.77% | -1.13% | -2.76% | -1.24% | 5.90% | 3.35% | 16.50% |
| 2022 | -3.80% | -2.14% | 1.71% | -5.31% | 0.28% | -4.60% | 5.14% | -3.03% | -5.93% | 4.42% | 5.12% | -3.00% | -11.41% |
| 2021 | -1.10% | 0.60% | 2.43% | 2.79% | 0.74% | 1.24% | 1.70% | 1.43% | -3.04% | 3.78% | -0.81% | 2.94% | 13.23% |
Benchmark Metrics
chatgpt2025 jan 2014-24 positive returns has an annualized alpha of 1.66%, beta of 0.55, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- This portfolio participated in 59.36% of S&P 500 Index downside but only 57.91% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.55 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.66%
- Beta
- 0.55
- R²
- 0.97
- Upside Capture
- 57.91%
- Downside Capture
- 59.36%
Expense Ratio
chatgpt2025 jan 2014-24 positive returns has an expense ratio of 0.14%, 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.
Return for Risk
Risk / Return Rank
chatgpt2025 jan 2014-24 positive returns ranks 50 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 2.30 | +0.15 |
Sortino ratioReturn per unit of downside risk | 3.58 | 3.18 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.43 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.40 | +0.20 |
Martin ratioReturn relative to average drawdown | 16.29 | 15.35 | +0.94 |
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 | |
|---|---|---|---|---|---|---|
SHV iShares Short Treasury Bond ETF | 100 | 19.72 | 151.98 | 54.52 | 437.95 | 2,461.54 |
SPY State Street SPDR S&P 500 ETF | 67 | 2.41 | 3.33 | 1.45 | 3.67 | 16.64 |
QQQ Invesco QQQ ETF | 59 | 2.36 | 3.14 | 1.42 | 3.42 | 13.03 |
VIG Vanguard Dividend Appreciation ETF | 50 | 2.03 | 2.97 | 1.37 | 2.96 | 11.81 |
USMV iShares MSCI USA Minimum Volatility Factor ETF | 14 | 0.54 | 0.82 | 1.10 | 0.94 | 3.47 |
EFA iShares MSCI EAFE ETF | 57 | 2.31 | 3.20 | 1.42 | 3.11 | 12.38 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 32 | 1.43 | 2.07 | 1.25 | 2.78 | 8.67 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 100 | 19.52 | 251.87 | 178.39 | 363.70 | 4,083.41 |
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Dividends
Dividend yield
chatgpt2025 jan 2014-24 positive returns provided a 2.53% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.53% | 2.61% | 2.94% | 2.86% | 1.80% | 1.14% | 1.39% | 2.07% | 2.12% | 1.59% | 1.68% | 1.59% |
| Portfolio components: | ||||||||||||
SHV iShares Short Treasury Bond ETF | 3.93% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
SPY State Street SPDR S&P 500 ETF | 1.05% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
VIG Vanguard Dividend Appreciation ETF | 1.54% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | 1.56% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
EFA iShares MSCI EAFE ETF | 3.14% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.51% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.95% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the chatgpt2025 jan 2014-24 positive returns. 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 chatgpt2025 jan 2014-24 positive returns was 20.55%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current chatgpt2025 jan 2014-24 positive returns drawdown is 0.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -17.3% | Dec 30, 2021 | 198 | Oct 12, 2022 | 286 | Dec 1, 2023 | 484 |
| -10.48% | Sep 24, 2018 | 64 | Dec 24, 2018 | 56 | Mar 18, 2019 | 120 |
| -9.42% | Feb 20, 2025 | 34 | Apr 8, 2025 | 27 | May 16, 2025 | 61 |
| -7.24% | May 22, 2015 | 183 | Feb 11, 2016 | 42 | Apr 13, 2016 | 225 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 6.67, 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
| Benchmark | BIL | SHV | LQD | EFA | QQQ | USMV | VIG | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | -0.03 | 0.12 | 0.80 | 0.90 | 0.83 | 0.93 | 1.00 | 0.97 |
| BIL | 0.00 | 1.00 | 0.36 | 0.00 | 0.01 | -0.00 | -0.00 | 0.00 | 0.00 | 0.01 |
| SHV | -0.03 | 0.36 | 1.00 | 0.14 | -0.01 | -0.03 | 0.01 | -0.01 | -0.03 | 0.01 |
| LQD | 0.12 | 0.00 | 0.14 | 1.00 | 0.15 | 0.14 | 0.20 | 0.14 | 0.12 | 0.23 |
| EFA | 0.80 | 0.01 | -0.01 | 0.15 | 1.00 | 0.70 | 0.69 | 0.77 | 0.80 | 0.86 |
| QQQ | 0.90 | -0.00 | -0.03 | 0.14 | 0.70 | 1.00 | 0.69 | 0.77 | 0.90 | 0.89 |
| USMV | 0.83 | -0.00 | 0.01 | 0.20 | 0.69 | 0.69 | 1.00 | 0.91 | 0.83 | 0.88 |
| VIG | 0.93 | 0.00 | -0.01 | 0.14 | 0.77 | 0.77 | 0.91 | 1.00 | 0.93 | 0.94 |
| SPY | 1.00 | 0.00 | -0.03 | 0.12 | 0.80 | 0.90 | 0.83 | 0.93 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.01 | 0.01 | 0.23 | 0.86 | 0.89 | 0.88 | 0.94 | 0.97 | 1.00 |