NYBOY
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NYBOY, 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 Quarterly
The earliest data available for this chart is Jun 14, 2018, corresponding to the inception date of FDHY
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
NYBOY | 20.25% | 2.97% | 11.81% | 31.06% | 16.87% | N/A |
Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 17.55% | 2.67% | 10.68% | 27.77% | 15.06% | 12.29% |
SPMO Invesco S&P 500® Momentum ETF | 36.00% | 4.89% | 16.12% | 54.34% | 18.63% | N/A |
FXAIX Fidelity 500 Index Fund | 18.82% | 3.02% | 11.36% | 28.56% | 15.86% | 13.00% |
FDHY Fidelity High Yield Factor ETF | 6.73% | 1.70% | 6.20% | 12.88% | 4.67% | N/A |
FSELX Fidelity Select Semiconductors Portfolio | 37.69% | 2.93% | 15.58% | 51.65% | 36.09% | 26.88% |
FBMPX Fidelity Select Communication Services Portfolio | 17.99% | 2.74% | 8.84% | 32.65% | 14.14% | 11.35% |
FPHAX Fidelity Select Pharmaceuticals Portfolio | 33.30% | 5.12% | 14.86% | 35.93% | 17.31% | 10.89% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.29% | 17.91% |
VINIX Vanguard Institutional Index Fund Institutional Shares | 18.79% | 3.01% | 11.35% | 28.52% | 15.83% | 12.92% |
FDGRX Fidelity Growth Company Fund | 26.13% | 3.47% | 12.80% | 38.98% | 23.29% | 18.62% |
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares | 17.52% | 2.65% | 10.67% | 27.75% | 15.08% | 12.30% |
INCO Columbia India Consumer ETF | 26.03% | 1.35% | 17.16% | 47.59% | 19.57% | 11.77% |
GLD SPDR Gold Trust | 21.76% | 5.50% | 23.81% | 30.67% | 10.10% | 6.53% |
SPY SPDR S&P 500 ETF | 18.73% | 3.00% | 11.33% | 28.43% | 15.77% | 12.85% |
Monthly Returns
The table below presents the monthly returns of NYBOY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.99% | 5.75% | 3.34% | -3.68% | 5.14% | 3.91% | 0.76% | 20.25% | |||||
2023 | 6.58% | -2.26% | 4.32% | 1.52% | 1.40% | 5.96% | 3.13% | -1.37% | -4.44% | -1.96% | 9.08% | 4.84% | 29.17% |
2022 | -5.78% | -2.58% | 3.14% | -8.83% | 0.01% | -7.96% | 8.98% | -3.97% | -8.81% | 7.01% | 5.82% | -5.59% | -18.94% |
2021 | -0.44% | 2.26% | 3.35% | 4.72% | 1.00% | 2.81% | 2.00% | 3.14% | -4.40% | 6.55% | -0.64% | 3.64% | 26.25% |
2020 | 0.49% | -7.04% | -11.59% | 12.67% | 5.29% | 2.62% | 5.89% | 6.98% | -3.41% | -2.39% | 10.39% | 4.02% | 23.31% |
2019 | 7.62% | 3.31% | 1.95% | 3.78% | -5.99% | 6.80% | 1.27% | -1.16% | 1.56% | 2.50% | 3.35% | 3.05% | 31.05% |
2018 | -2.48% | 3.34% | 3.23% | -0.01% | -6.91% | 2.03% | -7.82% | -8.93% |
Expense Ratio
NYBOY has an expense ratio of 0.20%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of NYBOY is 86, placing it in the top 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.31 | 3.13 | 1.41 | 2.10 | 10.44 |
SPMO Invesco S&P 500® Momentum ETF | 3.23 | 4.18 | 1.56 | 4.25 | 17.35 |
FXAIX Fidelity 500 Index Fund | 2.43 | 3.28 | 1.44 | 2.61 | 11.50 |
FDHY Fidelity High Yield Factor ETF | 2.57 | 4.12 | 1.51 | 1.39 | 13.81 |
FSELX Fidelity Select Semiconductors Portfolio | 1.55 | 2.15 | 1.27 | 2.17 | 7.06 |
FBMPX Fidelity Select Communication Services Portfolio | 1.89 | 2.51 | 1.33 | 1.31 | 11.53 |
FPHAX Fidelity Select Pharmaceuticals Portfolio | 2.35 | 3.21 | 1.40 | 3.26 | 9.42 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
VINIX Vanguard Institutional Index Fund Institutional Shares | 2.42 | 3.28 | 1.44 | 2.59 | 11.47 |
FDGRX Fidelity Growth Company Fund | 2.14 | 2.83 | 1.37 | 1.65 | 9.64 |
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares | 2.30 | 3.12 | 1.41 | 2.10 | 10.42 |
INCO Columbia India Consumer ETF | 3.59 | 4.89 | 1.62 | 11.17 | 34.66 |
GLD SPDR Gold Trust | 2.16 | 3.03 | 1.38 | 2.39 | 12.52 |
SPY SPDR S&P 500 ETF | 2.44 | 3.30 | 1.44 | 2.58 | 11.47 |
Dividends
Dividend yield
NYBOY granted a 1.79% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
NYBOY | 1.79% | 2.11% | 2.59% | 2.73% | 2.57% | 3.08% | 3.29% | 2.20% | 2.26% | 2.75% | 2.19% | 2.03% |
Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
SPMO Invesco S&P 500® Momentum ETF | 0.72% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
FDHY Fidelity High Yield Factor ETF | 6.44% | 6.26% | 5.34% | 6.09% | 5.78% | 4.94% | 3.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSELX Fidelity Select Semiconductors Portfolio | 5.10% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.65% | 3.82% | 16.31% | 3.48% | 0.61% |
FBMPX Fidelity Select Communication Services Portfolio | 2.56% | 0.00% | 0.00% | 5.88% | 3.74% | 35.43% | 15.35% | 5.53% | 7.50% | 7.31% | 8.84% | 3.30% |
FPHAX Fidelity Select Pharmaceuticals Portfolio | 3.52% | 8.08% | 5.18% | 11.09% | 8.85% | 8.33% | 1.97% | 1.62% | 1.07% | 12.80% | 10.72% | 11.12% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
VINIX Vanguard Institutional Index Fund Institutional Shares | 2.55% | 2.97% | 3.38% | 4.77% | 3.06% | 2.85% | 2.43% | 1.82% | 2.36% | 2.45% | 1.88% | 1.85% |
FDGRX Fidelity Growth Company Fund | 3.04% | 3.83% | 7.20% | 10.67% | 8.86% | 3.84% | 6.38% | 4.73% | 6.23% | 3.92% | 4.03% | 7.12% |
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares | 2.17% | 2.41% | 6.48% | 5.37% | 11.56% | 2.90% | 4.38% | 2.39% | 2.78% | 2.28% | 1.78% | 1.72% |
INCO Columbia India Consumer ETF | 3.02% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the NYBOY. 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 NYBOY was 31.84%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current NYBOY drawdown is 1.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.84% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
-24.82% | Dec 28, 2021 | 200 | Oct 12, 2022 | 291 | Dec 8, 2023 | 491 |
-18.11% | Sep 21, 2018 | 65 | Dec 24, 2018 | 68 | Apr 3, 2019 | 133 |
-9.05% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
-8.73% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current NYBOY volatility is 5.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
GLD | INCO | FPHAX | FDHY | MSFT | FSELX | FBMPX | SPMO | FDGRX | QQQ | VTI | SPY | VITNX | VINIX | FXAIX | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLD | 1.00 | 0.12 | 0.10 | 0.15 | 0.05 | 0.05 | 0.10 | 0.10 | 0.08 | 0.08 | 0.08 | 0.08 | 0.08 | 0.07 | 0.07 |
INCO | 0.12 | 1.00 | 0.38 | 0.36 | 0.33 | 0.37 | 0.39 | 0.42 | 0.42 | 0.41 | 0.46 | 0.46 | 0.46 | 0.46 | 0.46 |
FPHAX | 0.10 | 0.38 | 1.00 | 0.47 | 0.50 | 0.45 | 0.53 | 0.62 | 0.59 | 0.56 | 0.63 | 0.63 | 0.64 | 0.63 | 0.63 |
FDHY | 0.15 | 0.36 | 0.47 | 1.00 | 0.49 | 0.54 | 0.59 | 0.55 | 0.60 | 0.61 | 0.67 | 0.66 | 0.66 | 0.65 | 0.65 |
MSFT | 0.05 | 0.33 | 0.50 | 0.49 | 1.00 | 0.66 | 0.73 | 0.72 | 0.80 | 0.86 | 0.75 | 0.77 | 0.75 | 0.77 | 0.77 |
FSELX | 0.05 | 0.37 | 0.45 | 0.54 | 0.66 | 1.00 | 0.71 | 0.70 | 0.85 | 0.85 | 0.80 | 0.79 | 0.80 | 0.79 | 0.79 |
FBMPX | 0.10 | 0.39 | 0.53 | 0.59 | 0.73 | 0.71 | 1.00 | 0.71 | 0.85 | 0.87 | 0.84 | 0.84 | 0.85 | 0.84 | 0.84 |
SPMO | 0.10 | 0.42 | 0.62 | 0.55 | 0.72 | 0.70 | 0.71 | 1.00 | 0.82 | 0.82 | 0.84 | 0.85 | 0.84 | 0.85 | 0.85 |
FDGRX | 0.08 | 0.42 | 0.59 | 0.60 | 0.80 | 0.85 | 0.85 | 0.82 | 1.00 | 0.96 | 0.89 | 0.88 | 0.90 | 0.89 | 0.89 |
QQQ | 0.08 | 0.41 | 0.56 | 0.61 | 0.86 | 0.85 | 0.87 | 0.82 | 0.96 | 1.00 | 0.90 | 0.91 | 0.90 | 0.91 | 0.91 |
VTI | 0.08 | 0.46 | 0.63 | 0.67 | 0.75 | 0.80 | 0.84 | 0.84 | 0.89 | 0.90 | 1.00 | 0.99 | 1.00 | 0.99 | 0.99 |
SPY | 0.08 | 0.46 | 0.63 | 0.66 | 0.77 | 0.79 | 0.84 | 0.85 | 0.88 | 0.91 | 0.99 | 1.00 | 0.99 | 1.00 | 1.00 |
VITNX | 0.08 | 0.46 | 0.64 | 0.66 | 0.75 | 0.80 | 0.85 | 0.84 | 0.90 | 0.90 | 1.00 | 0.99 | 1.00 | 0.99 | 0.99 |
VINIX | 0.07 | 0.46 | 0.63 | 0.65 | 0.77 | 0.79 | 0.84 | 0.85 | 0.89 | 0.91 | 0.99 | 1.00 | 0.99 | 1.00 | 1.00 |
FXAIX | 0.07 | 0.46 | 0.63 | 0.65 | 0.77 | 0.79 | 0.84 | 0.85 | 0.89 | 0.91 | 0.99 | 1.00 | 0.99 | 1.00 | 1.00 |