Coy’s ETFs + new

Asset Allocation

Position	Category/Sector	Target Weight
KCE SPDR S&P Capital Markets ETF	Financials Equities	12%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	Financials Equities	12%
AIRR First Trust RBA American Industrial Renaissance ETF	Building & Construction	11%
XMMO Invesco S&P MidCap Momentum ETF	Momentum, Mid Cap Growth Equities	10%
PTF Invesco DWA Technology Momentum ETF	Momentum, Technology Equities	10%
MAGS Roundhill Magnificent Seven ETF	Technology Equities, Large Cap Growth Equities	8%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	7%
IAK iShares U.S. Insurance ETF	Financials Equities	5%
PPA Invesco Aerospace & Defense ETF	Aerospace & Defense, Industrials Equities	5%
PKB Invesco Dynamic Building & Construction ETF	Building & Construction	5%
ESPO VanEck Vectors Video Gaming and eSports ETF	Large Cap Growth Equities, Technology Equities, Gaming	4%
NERD Roundhill Video Games ETF	Gaming	4%
QUBT Quantum Computing, Inc.	Technology	1%
RCAT Red Cat Holdings, Inc.	Technology	1%
SMR NuScale Power Corporation	Industrials	1%
RKLB Rocket Lab USA, Inc.	Industrials	1%
MSTR Strategy Inc	Technology	1%
RDW Redwire Corporation	Industrials	1%
ASTS AST SpaceMobile, Inc.	Technology	1%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

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Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Coy’s ETFs + new, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.17%	8.56%	8.85%	22.93%	19.37%	11.84%	13.61%
Portfolio Coy’s ETFs + new	0.30%	0.74%	16.47%	15.45%	30.70%	47.27%	—	—
Portfolio components:
AIRR First Trust RBA American Industrial Renaissance ETF	0.83%	-0.02%	31.74%	28.77%	65.25%	35.29%	25.46%	22.05%
ASTS AST SpaceMobile, Inc.	-15.53%	10.16%	13.47%	7.44%	123.21%	140.29%	51.99%	—
ESPO VanEck Vectors Video Gaming and eSports ETF	-0.29%	-3.31%	-15.10%	-16.17%	-14.92%	16.96%	5.49%	—
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	1.83%	3.22%	3.17%	2.78%	19.26%	28.06%	14.44%	19.37%
IAK iShares U.S. Insurance ETF	0.68%	4.20%	1.11%	0.88%	4.33%	18.27%	13.37%	12.67%
KCE SPDR S&P Capital Markets ETF	1.60%	1.26%	3.66%	2.73%	14.27%	24.58%	12.87%	17.65%
MAGS Roundhill Magnificent Seven ETF	0.00%	-7.97%	-1.59%	-0.43%	23.09%	31.29%	—	—
MSTR Strategy Inc	3.18%	-30.37%	-18.41%	-29.74%	-67.36%	63.46%	19.14%	20.92%
NERD Roundhill Video Games ETF	-0.41%	-4.10%	-18.01%	-19.37%	-21.50%	9.13%	-8.51%	—
PKB Invesco Dynamic Building & Construction ETF	1.14%	1.78%	14.33%	10.23%	34.86%	27.82%	16.59%	15.78%

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 11, 2023, Coy’s ETFs + new's average daily return is +0.17%, while the average monthly return is +3.42%. At this rate, an investment would double in approximately 1.7 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2024 with a return of +27.5%, while the worst month was Mar 2025 at -7.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Coy’s ETFs + new closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.5%, while the worst single day was Dec 19, 2024 at -10.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.91%	-1.08%	-5.30%	12.06%	7.87%	-2.90%							16.47%
2025	4.40%	-5.39%	-7.02%	2.11%	10.91%	8.91%	3.38%	0.91%	4.26%	1.42%	-3.37%	0.84%	21.74%
2024	-1.13%	9.73%	6.71%	-4.26%	8.94%	2.89%	6.51%	2.65%	3.03%	3.00%	27.54%	8.08%	98.67%
2023				0.91%	-0.08%	8.15%	5.10%	-2.91%	-4.85%	-4.45%	10.72%	9.06%	22.16%

Benchmark Metrics

Coy’s ETFs + new has an annualized alpha of 18.41%, beta of 1.25, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since April 11, 2023.

This portfolio captured 186.35% of S&P 500 Index gains but only 79.71% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 18.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 18.41%

Beta: 1.25

R²: 0.65

Upside Capture: 186.35%

Downside Capture: 79.71%

See how alpha, beta & R² have trended over time →

Expense Ratio

Coy’s ETFs + new has an expense ratio of 0.42%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

AIRR

First Trust RBA American Industrial Renaissance ETF

PTF

Invesco DWA Technology Momentum ETF

PKB

Invesco Dynamic Building & Construction ETF

PPA

Invesco Aerospace & Defense ETF

ESPO

VanEck Vectors Video Gaming and eSports ETF

NERD

Roundhill Video Games ETF

IAK

iShares U.S. Insurance ETF

IAI

iShares U.S. Broker-Dealers & Securities Exchanges ETF

KCE

SPDR S&P Capital Markets ETF

XMMO

Invesco S&P MidCap Momentum ETF

Return for Risk

Risk / Return Rank

Coy’s ETFs + new ranks 28 for risk / return — below 28% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

The table below presents risk-adjusted performance metrics for Coy’s ETFs + new and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.45	1.86	-0.41
Sortino ratioReturn per unit of downside risk	2.00	2.53	-0.53
Omega ratioGain probability vs. loss probability	1.25	1.34	-0.09
Calmar ratioReturn relative to maximum drawdown	2.49	2.53	-0.04
Martin ratioReturn relative to average drawdown	8.76	11.37	-2.61

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AIRR First Trust RBA American Industrial Renaissance ETF	86	2.50	3.22	1.40	5.01	18.33
ASTS AST SpaceMobile, Inc.	77	1.17	1.99	1.23	2.60	5.06
ESPO VanEck Vectors Video Gaming and eSports ETF	4	-0.80	-1.02	0.88	-0.54	-0.94
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	29	1.00	1.43	1.18	1.17	3.33
IAK iShares U.S. Insurance ETF	15	0.29	0.50	1.06	0.57	1.27
KCE SPDR S&P Capital Markets ETF	22	0.71	1.08	1.13	0.82	2.14
MAGS Roundhill Magnificent Seven ETF	33	1.14	1.62	1.20	1.25	4.21
MSTR Strategy Inc	8	-0.95	-1.71	0.82	-0.88	-1.27
NERD Roundhill Video Games ETF	2	-1.09	-1.50	0.83	-0.69	-1.23
PKB Invesco Dynamic Building & Construction ETF	48	1.47	2.16	1.25	2.27	7.21

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.

The current Coy’s ETFs + new Sharpe ratio is 1.45 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Coy’s ETFs + new compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Coy’s ETFs + new provided a 0.81% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.81%	0.79%	0.67%	0.90%	1.03%	0.72%	0.82%	0.82%	0.85%	0.63%	0.83%	0.75%
Portfolio components:
AIRR First Trust RBA American Industrial Renaissance ETF	0.13%	0.19%	0.18%	0.23%	0.12%	0.05%	0.10%	0.20%	0.43%	0.30%	0.08%	0.47%
ASTS AST SpaceMobile, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ESPO VanEck Vectors Video Gaming and eSports ETF	1.47%	1.24%	0.44%	0.96%	0.91%	3.36%	0.12%	0.22%	0.04%	0.00%	0.00%	0.00%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	1.05%	0.95%	1.05%	1.80%	2.14%	1.31%	1.55%	1.52%	1.58%	1.37%	1.49%	1.31%
IAK iShares U.S. Insurance ETF	2.60%	1.69%	1.49%	1.44%	1.69%	2.26%	2.07%	1.84%	2.33%	1.62%	1.68%	1.62%
KCE SPDR S&P Capital Markets ETF	1.67%	1.63%	1.56%	1.82%	2.42%	1.53%	2.20%	2.32%	2.67%	1.95%	2.30%	2.43%
MAGS Roundhill Magnificent Seven ETF	1.50%	1.48%	0.81%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSTR Strategy Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NERD Roundhill Video Games ETF	0.77%	0.63%	1.74%	1.07%	0.69%	0.02%	1.05%	0.31%	0.00%	0.00%	0.00%	0.00%
PKB Invesco Dynamic Building & Construction ETF	0.14%	0.14%	0.23%	0.33%	0.43%	0.25%	0.30%	0.37%	0.54%	0.17%	0.31%	0.11%

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 Coy’s ETFs + new. 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 Coy’s ETFs + new was 22.66%, occurring on Apr 8, 2025. Recovery took 39 trading sessions.

The current Coy’s ETFs + new drawdown is 3.27%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-22.66%Apr 2025	2mo	1mo 27d	3mo 27dFeb 2025 - Jun 2025
2023 correction2023	-13.40%Oct 2023	2mo 27d	1mo 12d	4mo 9dAug 2023 - Dec 2023
2026 correction2026	-12.40%Mar 2026	2mo	16d	2mo 16dJan 2026 - Apr 2026
2025 correction2025	-11.00%Nov 2025	1mo 12d	1mo 16d	2mo 28dOct 2025 - Jan 2026
2024 correction2024	-10.26%Dec 2024	0s	1mo 4d	1mo 4dDec 2024 - Jan 2025

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 19 assets, with an effective number of assets of 11.96, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.37	1.37	1.38

The portfolio has a diversification ratio of 1.38, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Coy’s ETFs + new correlation to the S&P 500 Index

Coy’s ETFs + new has a 0.85 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (All Time) Calculated using the full available price history since Apr 11, 2023	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. SPMO has the highest benchmark correlation at 0.85, while RCAT has the lowest at 0.23.

0.23

0.30

0.34

0.37

0.41

0.42

0.43

0.47

0.63

0.64

0.69

0.70

0.71

0.71

0.72

0.77

0.78

0.81

0.85

Portfolio Correlations

Correlation vs. Coy’s ETFs + new. XMMO has the highest portfolio correlation at 0.84, while IAK has the lowest at 0.30.

0.30

0.41

0.52

0.52

0.57

0.58

0.60

0.62

0.62

0.64

0.67

0.70

0.76

0.76

0.77

0.80

0.81

0.81

0.84

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	IAK	RCAT	QUBT	ASTS	MSTR	SMR	RDW	MAGS	RKLB	NERD	ESPO	PPA	PKB	SPMO	IAI	PTF	KCE	AIRR	XMMO
IAK	1.00	0.07	0.06	0.05	0.08	0.07	0.13	0.03	0.09	0.16	0.16	0.39	0.35	0.22	0.43	0.10	0.46	0.34	0.38
RCAT	0.07	1.00	0.36	0.34	0.23	0.31	0.34	0.19	0.35	0.20	0.21	0.28	0.22	0.22	0.28	0.30	0.28	0.27	0.26
QUBT	0.06	0.36	1.00	0.36	0.27	0.41	0.42	0.32	0.43	0.33	0.37	0.31	0.29	0.34	0.34	0.46	0.35	0.34	0.35
ASTS	0.05	0.34	0.36	1.00	0.28	0.41	0.48	0.28	0.52	0.29	0.34	0.34	0.32	0.33	0.32	0.44	0.34	0.40	0.35
MSTR	0.08	0.23	0.27	0.28	1.00	0.37	0.32	0.38	0.38	0.37	0.39	0.35	0.35	0.38	0.44	0.47	0.44	0.39	0.40
SMR	0.07	0.31	0.41	0.41	0.37	1.00	0.47	0.31	0.51	0.35	0.38	0.41	0.36	0.42	0.42	0.47	0.42	0.45	0.42
RDW	0.13	0.34	0.42	0.48	0.32	0.47	1.00	0.31	0.58	0.33	0.38	0.45	0.40	0.38	0.43	0.46	0.46	0.47	0.42
MAGS	0.03	0.19	0.32	0.28	0.38	0.31	0.31	1.00	0.38	0.56	0.61	0.37	0.47	0.71	0.45	0.64	0.46	0.44	0.51
RKLB	0.09	0.35	0.43	0.52	0.38	0.51	0.58	0.38	1.00	0.40	0.44	0.52	0.42	0.43	0.46	0.54	0.48	0.51	0.49
NERD	0.16	0.20	0.33	0.29	0.37	0.35	0.33	0.56	0.40	1.00	0.88	0.42	0.49	0.54	0.50	0.56	0.51	0.47	0.53
ESPO	0.16	0.21	0.37	0.34	0.39	0.38	0.38	0.61	0.44	0.88	1.00	0.43	0.50	0.57	0.52	0.62	0.54	0.50	0.57
PPA	0.39	0.28	0.31	0.34	0.35	0.41	0.45	0.37	0.52	0.42	0.43	1.00	0.66	0.59	0.60	0.53	0.63	0.74	0.71
PKB	0.35	0.22	0.29	0.32	0.35	0.36	0.40	0.47	0.42	0.49	0.50	0.66	1.00	0.63	0.62	0.61	0.70	0.86	0.83
SPMO	0.22	0.22	0.34	0.33	0.38	0.42	0.38	0.71	0.43	0.54	0.57	0.59	0.63	1.00	0.63	0.74	0.60	0.66	0.75
IAI	0.43	0.28	0.34	0.32	0.44	0.42	0.43	0.45	0.46	0.50	0.52	0.60	0.62	0.63	1.00	0.57	0.91	0.66	0.71
PTF	0.10	0.30	0.46	0.44	0.47	0.47	0.46	0.64	0.54	0.56	0.62	0.53	0.61	0.74	0.57	1.00	0.59	0.66	0.75
KCE	0.46	0.28	0.35	0.34	0.44	0.42	0.46	0.46	0.48	0.51	0.54	0.63	0.70	0.60	0.91	0.59	1.00	0.73	0.76
AIRR	0.34	0.27	0.34	0.40	0.39	0.45	0.47	0.44	0.51	0.47	0.50	0.74	0.86	0.66	0.66	0.66	0.73	1.00	0.85
XMMO	0.38	0.26	0.35	0.35	0.40	0.42	0.42	0.51	0.49	0.53	0.57	0.71	0.83	0.75	0.71	0.75	0.76	0.85	1.00

The correlation results are calculated based on daily price changes starting from Apr 11, 2023

Diversification Analysis

Find what Coy’s ETFs + new is missing

See which holdings overlap, where Coy’s ETFs + new is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification