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ChatGPT

ChatGPT old

Created byuser-5vfnu3
None Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+14.96%
Annualized Return+9.74%
Volatility+16.02%
Sharpe Ratio0.48
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 €11,496.1
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -6.9% • Best year: 2025 (+5.6%) • Worst year: 2026 (+4.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+3.7%-4.0%+2.0%--------+4.0%
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
+14.96%
Annualized Return
+9.74%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+16.02%
Max Drawdown
+21.31%
Positive Months
74%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.48
Risk-free rate: 2.0%
Sortino Ratio
0.46
Downside risk adjusted
Return/Volatility
0.61
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
6.08
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,496.1
Backtest Period
2024-10-01 to 2026-04-02
1.5 years
Rebalancing
none
Base Currency
EUR