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ChatGPT

ChatGPT old

Created byuser-5vfnu3
None Rebalancing
EUR
Moderate Risk
1.6yr backtest

Performance Summary

Total Return+23.02%
Annualized Return+13.66%
Volatility+14.87%
Sharpe Ratio0.78
Max Drawdown+21.31%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
ChatGPT portfolio: A diversified long-term investment strategy focused on global growth with no rebalancing for passive investors.
AssetTypeAllocationTER
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96
ETF
30.0%0.19%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
20.0%0.39%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601
ETF
15.0%0.25%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
15.0%0.25%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
10.0%0.3%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
10.0%0.03%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,301.66
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 20 months (75%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -6.9% • Best year: 2026 (+11.3%) • Worst year: 2024 (+4.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+3.9%-4.0%+7.2%+1.8%-------+11.3%
2025+4.7%-2.5%-6.9%-5.1%+5.5%+0.1%+3.6%+1.3%+1.4%+2.1%+1.6%+0.5%+5.6%
2024---------+0.8%+8.3%-4.1%+4.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.31% • The longest drawdown period lasted for 9 months and was between February 2025 and November 2025. It reached a trough of -21.3%.

Detailed Metrics

Returns
Total Return
+23.02%
Annualized Return
+13.66%
Avg Monthly Return
+1.12%
Risk
Volatility (Annual)
+14.87%
Max Drawdown
+21.31%
Positive Months
75%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.74
Downside risk adjusted
Return/Volatility
0.92
Calmar Ratio
0.64
Return/Max Drawdown
Ulcer Index
5.87
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,301.66
Backtest Period
2024-10-01 to 2026-05-15
1.6 years
Rebalancing
none
Base Currency
EUR