PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

NYSE

Last updated Feb 24, 2024

Asset Allocation


GOVT 10.22%BNDX 3.53%JEPI 7.2%SQ 7.13%TLT 5.09%FXI 4.8%SQM 4.74%OXY 4.34%TSN 3.89%NKE 3.82%PCY 3.63%AAPL 3.3%SID 3.18%C 3.03%INDA 2.81%GOLD 2.66%VOD 2.45%PAGS 2.38%JMIA 2.33%GPRK 2.3%LYG 2.04%LAC 1.94%NU 1.85%PATH 1.69%EEM 1.47%BIOX 1.42%WB 1.33%KO 1.11%BondBondEquityEquity
PositionCategory/SectorWeight
GOVT
iShares U.S. Treasury Bond ETF
Government Bonds

10.22%

BNDX
Vanguard Total International Bond ETF
Total Bond Market

3.53%

JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

7.20%

SQ

7.13%

TLT

5.09%

FXI
iShares China Large-Cap ETF
China Equities

4.80%

SQM

4.74%

OXY
Occidental Petroleum Corporation
Energy

4.34%

TSN

3.89%

NKE
NIKE, Inc.
Consumer Cyclical

3.82%

PCY

3.63%

AAPL
Apple Inc.
Technology

3.30%

SID

3.18%

C
Citigroup Inc.
Financial Services

3.03%

INDA
iShares MSCI India ETF
Asia Pacific Equities

2.81%

GOLD
Barrick Gold Corporation
Basic Materials

2.66%

VOD

2.45%

PAGS

2.38%

JMIA
Jumia Technologies AG
Consumer Cyclical

2.33%

GPRK
GeoPark Limited
Energy

2.30%

LYG
Lloyds Banking Group plc
Financial Services

2.04%

LAC
Lithium Americas Corp.
Basic Materials

1.94%

NU
Nu Holdings Ltd.
Financial Services

1.85%

PATH

1.69%

EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities

1.47%

BIOX
Bioceres Crop Solutions Corp.
Basic Materials

1.42%

WB

1.33%

KO
The Coca-Cola Company
Consumer Defensive

1.11%

ERIC
Telefonaktiebolaget LM Ericsson (publ)
Technology

0.99%

T

0.91%

ARGT
Global X MSCI Argentina ETF
Latin America Equities

0.91%

VIV

0.80%

VALE

0.73%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Jan 5, 2024BuyApple Inc.5$182.55
Jan 4, 2024BuyVanguard Total International Bond ETF5$49.07
Jan 4, 2024BuyPCY1020.12
Jan 4, 2024BuySQM555.12
Jan 4, 2024BuyOccidental Petroleum Corporation5$59.55
Jan 2, 2024BuyVanguard Total International Bond ETF5$49.20
Jan 2, 2024BuyPCY2020.45
Jan 2, 2024BuyNIKE, Inc.5$106.85
Dec 29, 2023BuyVanguard Total International Bond ETF10$49.35
Dec 29, 2023BuyPCY2020.73

1–10 of 127

Performance

The chart shows the growth of an initial investment of $10,000 in NYSE, 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


-5.00%0.00%5.00%10.00%15.00%20.00%Oct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18
11.52%
18.66%
NYSE
Benchmark (^GSPC)
Portfolio components

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
NYSE-3.45%1.75%N/AN/AN/AN/A
GOVT
iShares U.S. Treasury Bond ETF
-1.64%-0.41%2.40%1.87%0.00%0.86%
T
1.75%-2.83%N/AN/AN/AN/A
SID
-10.43%-4.09%N/AN/AN/AN/A
ERIC
Telefonaktiebolaget LM Ericsson (publ)
-13.33%-5.54%13.14%2.59%-8.13%-5.53%
OXY
Occidental Petroleum Corporation
0.52%2.77%-2.36%2.56%0.51%-1.04%
LYG
Lloyds Banking Group plc
-5.44%6.60%8.65%-5.70%-1.05%-4.49%
GOLD
Barrick Gold Corporation
-18.52%-5.09%-6.25%-6.04%4.96%-1.85%
EEM
iShares MSCI Emerging Markets ETF
0.97%4.40%6.32%6.41%1.12%2.63%
TSN
0.11%-2.15%N/AN/AN/AN/A
NU
Nu Holdings Ltd.
22.69%7.58%43.74%109.00%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
4.01%2.23%7.84%13.80%N/AN/A
SQM
-27.48%-7.01%N/AN/AN/AN/A
PAGS
5.53%-1.20%N/AN/AN/AN/A
VIV
1.01%6.45%N/AN/AN/AN/A
PATH
-6.08%2.59%N/AN/AN/AN/A
FXI
iShares China Large-Cap ETF
0.37%6.73%-7.58%-13.56%-9.20%-1.12%
WB
-15.89%10.70%N/AN/AN/AN/A
JMIA
Jumia Technologies AG
21.81%44.30%43.81%23.92%N/AN/A
C
Citigroup Inc.
9.77%5.21%38.69%16.11%0.96%3.94%
TLT
-4.76%0.42%N/AN/AN/AN/A
BIOX
Bioceres Crop Solutions Corp.
-4.59%-4.03%17.28%13.22%17.71%N/A
LAC
Lithium Americas Corp.
-32.81%-6.72%N/AN/AN/AN/A
SQ
2.03%21.47%N/AN/AN/AN/A
INDA
iShares MSCI India ETF
6.13%5.31%18.37%31.72%11.56%9.40%
KO
The Coca-Cola Company
3.85%3.08%2.96%5.06%9.59%8.34%
VALE
-15.07%-4.94%N/AN/AN/AN/A
VOD
-2.64%-6.51%N/AN/AN/AN/A
GPRK
GeoPark Limited
-1.05%-9.30%-7.31%-27.49%-13.67%2.28%
ARGT
Global X MSCI Argentina ETF
-1.50%-5.76%11.53%30.34%14.33%11.70%
NKE
NIKE, Inc.
-2.71%2.80%7.59%-10.81%5.58%11.70%
PCY
-1.65%1.40%N/AN/AN/AN/A
BNDX
Vanguard Total International Bond ETF
-1.01%0.28%4.25%6.17%0.40%2.14%
AAPL
Apple Inc.
-5.08%-5.02%2.45%22.82%34.43%27.28%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.47%
2023-3.72%11.05%8.03%

Sharpe Ratio


Chart placeholderNot enough data

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.15%
0.00%2.15%
0.68%
0.00%2.15%
0.35%
0.00%2.15%
0.74%
0.00%2.15%
0.69%
0.00%2.15%
0.60%
0.00%2.15%
0.07%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
NYSE
GOVT
iShares U.S. Treasury Bond ETF
0.31
T
SID
ERIC
Telefonaktiebolaget LM Ericsson (publ)
0.07
OXY
Occidental Petroleum Corporation
0.16
LYG
Lloyds Banking Group plc
-0.08
GOLD
Barrick Gold Corporation
-0.30
EEM
iShares MSCI Emerging Markets ETF
0.46
TSN
NU
Nu Holdings Ltd.
2.83
JEPI
JPMorgan Equity Premium Income ETF
1.74
SQM
PAGS
VIV
PATH
FXI
iShares China Large-Cap ETF
-0.49
WB
JMIA
Jumia Technologies AG
0.28
C
Citigroup Inc.
0.65
TLT
BIOX
Bioceres Crop Solutions Corp.
0.39
LAC
Lithium Americas Corp.
SQ
INDA
iShares MSCI India ETF
2.84
KO
The Coca-Cola Company
0.41
VALE
VOD
GPRK
GeoPark Limited
-0.71
ARGT
Global X MSCI Argentina ETF
1.16
NKE
NIKE, Inc.
-0.40
PCY
BNDX
Vanguard Total International Bond ETF
1.20
AAPL
Apple Inc.
1.21

Asset Correlations Table

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

OXYGPRKTSNKOTVODGOLDBIOXAAPLNKENUBNDXERICTLTGOVTFXIVIVPAGSINDAWBLYGJMIALACVALECSQMARGTSIDPATHJEPIPCYSQEEM
OXY1.000.620.100.150.070.090.210.07-0.060.060.020.000.180.040.020.150.130.040.060.200.190.220.280.260.300.300.220.250.120.160.100.090.21
GPRK0.621.000.160.090.200.180.200.160.040.000.19-0.030.15-0.000.000.160.080.170.070.140.200.160.180.340.270.270.190.310.100.120.11-0.050.22
TSN0.100.161.000.350.440.330.200.100.030.080.100.000.200.070.060.140.150.160.210.170.280.110.220.250.370.210.100.270.110.280.120.200.28
KO0.150.090.351.000.340.170.300.120.090.300.12-0.120.11-0.02-0.020.120.230.180.190.230.260.160.180.240.240.120.220.170.160.570.080.180.26
T0.070.200.440.341.000.410.400.150.130.100.090.120.130.170.190.130.250.170.170.100.170.050.060.140.390.120.210.200.180.290.210.180.22
VOD0.090.180.330.170.411.000.310.170.020.010.210.040.080.110.120.220.210.290.200.270.300.260.200.220.400.230.240.240.200.250.150.320.32
GOLD0.210.200.200.300.400.311.000.150.090.150.140.250.160.240.320.080.260.170.260.140.280.100.100.310.220.210.310.300.110.260.330.250.28
BIOX0.070.160.100.120.150.170.151.000.150.310.250.280.350.260.260.330.180.270.050.320.320.220.270.130.260.280.310.260.380.170.260.260.33
AAPL-0.060.040.030.090.130.020.090.151.000.290.300.250.270.250.240.310.330.210.340.250.250.350.190.300.120.170.380.320.360.450.350.330.48
NKE0.060.000.080.300.100.010.150.310.291.000.200.210.360.200.160.350.230.240.220.290.170.320.270.260.160.260.220.260.510.480.340.450.43
NU0.020.190.100.120.090.210.140.250.300.201.000.130.220.070.120.210.350.400.400.150.320.320.280.260.250.250.490.330.450.350.260.320.43
BNDX0.00-0.030.00-0.120.120.040.250.280.250.210.131.000.270.900.920.130.400.200.280.150.150.290.150.220.210.150.280.390.240.190.760.380.22
ERIC0.180.150.200.110.130.080.160.350.270.360.220.271.000.240.240.160.250.270.300.280.410.370.410.170.340.320.260.210.380.290.400.410.32
TLT0.04-0.000.07-0.020.170.110.240.260.250.200.070.900.241.000.960.110.450.210.230.210.160.310.210.230.270.220.290.370.250.280.830.400.20
GOVT0.020.000.06-0.020.190.120.320.260.240.160.120.920.240.961.000.130.460.220.270.220.170.280.190.240.240.190.280.360.220.250.820.370.23
FXI0.150.160.140.120.130.220.080.330.310.350.210.130.160.110.131.000.330.280.320.670.220.270.300.540.240.440.320.440.220.340.220.280.81
VIV0.130.080.150.230.250.210.260.180.330.230.350.400.250.450.460.331.000.190.300.300.240.210.220.370.200.180.430.320.280.350.510.330.42
PAGS0.040.170.160.180.170.290.170.270.210.240.400.200.270.210.220.280.191.000.360.260.370.410.380.220.390.420.330.370.570.360.390.520.45
INDA0.060.070.210.190.170.200.260.050.340.220.400.280.300.230.270.320.300.361.000.290.500.250.360.350.350.230.350.410.380.440.330.380.61
WB0.200.140.170.230.100.270.140.320.250.290.150.150.280.210.220.670.300.260.291.000.270.450.520.400.370.480.290.330.370.420.260.410.63
LYG0.190.200.280.260.170.300.280.320.250.170.320.150.410.160.170.220.240.370.500.271.000.320.400.290.480.390.470.290.430.410.230.450.51
JMIA0.220.160.110.160.050.260.100.220.350.320.320.290.370.310.280.270.210.410.250.450.321.000.540.250.340.430.360.390.620.340.420.510.38
LAC0.280.180.220.180.060.200.100.270.190.270.280.150.410.210.190.300.220.380.360.520.400.541.000.370.450.610.330.350.570.360.290.440.42
VALE0.260.340.250.240.140.220.310.130.300.260.260.220.170.230.240.540.370.220.350.400.290.250.371.000.240.510.370.700.270.410.370.340.65
C0.300.270.370.240.390.400.220.260.120.160.250.210.340.270.240.240.200.390.350.370.480.340.450.241.000.470.330.320.440.490.320.450.40
SQM0.300.270.210.120.120.230.210.280.170.260.250.150.320.220.190.440.180.420.230.480.390.430.610.510.471.000.380.420.470.300.340.500.51
ARGT0.220.190.100.220.210.240.310.310.380.220.490.280.260.290.280.320.430.330.350.290.470.360.330.370.330.381.000.390.450.450.430.380.49
SID0.250.310.270.170.200.240.300.260.320.260.330.390.210.370.360.440.320.370.410.330.290.390.350.700.320.420.391.000.350.350.520.390.58
PATH0.120.100.110.160.180.200.110.380.360.510.450.240.380.250.220.220.280.570.380.370.430.620.570.270.440.470.450.351.000.510.430.640.46
JEPI0.160.120.280.570.290.250.260.170.450.480.350.190.290.280.250.340.350.360.440.420.410.340.360.410.490.300.450.350.511.000.400.510.58
PCY0.100.110.120.080.210.150.330.260.350.340.260.760.400.830.820.220.510.390.330.260.230.420.290.370.320.340.430.520.430.401.000.580.38
SQ0.09-0.050.200.180.180.320.250.260.330.450.320.380.410.400.370.280.330.520.380.410.450.510.440.340.450.500.380.390.640.510.581.000.53
EEM0.210.220.280.260.220.320.280.330.480.430.430.220.320.200.230.810.420.450.610.630.510.380.420.650.400.510.490.580.460.580.380.531.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%Oct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18
-4.35%
0
NYSE
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NYSE. 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 NYSE was 8.46%, occurring on Feb 13, 2024. The portfolio has not yet recovered.

The current NYSE drawdown is 4.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.46%Dec 29, 202331Feb 13, 2024
-5.65%Oct 12, 202313Oct 30, 202311Nov 14, 202324
-1.86%Dec 20, 20231Dec 20, 20233Dec 26, 20234
-1.83%Oct 3, 20231Oct 3, 20235Oct 10, 20236
-1.22%Dec 4, 20232Dec 5, 20233Dec 8, 20235

Volatility Chart

The current NYSE volatility is 4.86%, 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.


2.00%3.00%4.00%5.00%6.00%Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18
4.86%
3.90%
NYSE
Benchmark (^GSPC)
Portfolio components
0 comments