NYSE
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification
NYSE
Last updated Jul 25, 2024
Asset Allocation
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Jan 5, 2024 | Buy | Apple Inc | 5 | $182.55 |
| Jan 4, 2024 | Buy | Vanguard Total International Bond ETF | 5 | $49.07 |
| Jan 4, 2024 | Buy | PCY | 10 | 20.12 |
| Jan 4, 2024 | Buy | SQM | 5 | 55.12 |
| Jan 4, 2024 | Buy | Occidental Petroleum Corporation | 5 | $59.55 |
| Jan 2, 2024 | Buy | Vanguard Total International Bond ETF | 5 | $49.20 |
| Jan 2, 2024 | Buy | PCY | 20 | 20.45 |
| Jan 2, 2024 | Buy | NIKE, Inc. | 5 | $106.85 |
| Dec 29, 2023 | Buy | Vanguard Total International Bond ETF | 10 | $49.35 |
| Dec 29, 2023 | Buy | PCY | 20 | 20.73 |
Performance
Performance Chart
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
NYSE
Benchmark (^GSPC)
Portfolio components
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| NYSE | -1.25% | 1.83% | 4.07% | N/A | N/A | N/A |
| Portfolio components: | ||||||
GOVT iShares U.S. Treasury Bond ETF | 0.22% | 0.78% | 1.48% | 2.48% | -0.45% | 0.91% |
T | 19.89% | 3.82% | 14.49% | N/A | N/A | N/A |
SID | -43.22% | -7.42% | -39.19% | N/A | N/A | N/A |
ERIC Telefonaktiebolaget LM Ericsson (publ) | 6.45% | 8.80% | 16.03% | 33.32% | -3.45% | -3.94% |
OXY Occidental Petroleum Corporation | 2.12% | -3.72% | 4.41% | -2.41% | 5.32% | -1.43% |
LYG Lloyds Banking Group plc | 32.74% | 10.07% | 49.65% | 39.67% | 7.79% | -0.67% |
GOLD Barrick Gold Corporation | -0.79% | 5.48% | 15.57% | 5.29% | 3.39% | 1.26% |
EEM iShares MSCI Emerging Markets ETF | 5.00% | -1.29% | 8.56% | 3.78% | 1.93% | 1.46% |
TSN | 14.18% | 5.96% | 11.60% | N/A | N/A | N/A |
NU Nu Holdings Ltd. | 48.50% | -2.44% | 30.21% | 57.58% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | 6.06% | -0.12% | 4.24% | 8.54% | N/A | N/A |
SQM | -37.52% | -12.44% | -19.88% | N/A | N/A | N/A |
PAGS | 5.85% | 16.40% | -0.90% | N/A | N/A | N/A |
VIV | -18.63% | 3.71% | -14.24% | N/A | N/A | N/A |
PATH | -50.89% | -0.16% | -46.35% | N/A | N/A | N/A |
FXI iShares China Large-Cap ETF | 6.00% | -4.26% | 12.70% | -9.82% | -7.58% | -2.38% |
WB | -22.78% | -4.60% | 1.63% | N/A | N/A | N/A |
JMIA Jumia Technologies AG | 248.16% | 68.82% | 312.42% | 186.48% | -8.99% | N/A |
C Citigroup Inc. | 27.43% | 5.09% | 22.13% | 41.44% | 1.47% | 5.22% |
TLT | -4.82% | -0.63% | 0.36% | N/A | N/A | N/A |
BIOX Bioceres Crop Solutions Corp. | -20.17% | 0.09% | -19.71% | -13.22% | 12.61% | N/A |
LAC Lithium Americas Corp. | -57.34% | 0.74% | -40.78% | N/A | N/A | N/A |
SQ | -20.39% | -2.70% | -5.22% | N/A | N/A | N/A |
INDA iShares MSCI India ETF | 14.26% | 1.00% | 13.38% | 24.82% | 12.02% | 7.51% |
KO The Coca-Cola Company | 13.89% | 3.15% | 13.05% | 8.15% | 7.35% | 8.38% |
VALE | -29.55% | -3.95% | -21.15% | N/A | N/A | N/A |
VOD | 12.02% | 5.34% | 7.57% | N/A | N/A | N/A |
GPRK GeoPark Limited | 25.50% | -5.77% | 15.03% | 10.63% | -7.95% | 1.59% |
ARGT Global X MSCI Argentina ETF | 9.48% | -1.61% | 4.75% | 20.67% | 12.54% | 11.15% |
NKE NIKE, Inc. | -33.73% | -24.08% | -29.98% | -33.73% | -2.97% | 7.39% |
PCY | 1.41% | 0.24% | 4.56% | N/A | N/A | N/A |
BNDX Vanguard Total International Bond ETF | 0.55% | 0.97% | 1.86% | 5.32% | -0.37% | 1.98% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 12.41% | 34.21% | 25.86% |
Monthly Returns
The table below presents the monthly returns of NYSE, 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 | -6.47% | 5.70% | 2.12% | -5.06% | 1.92% | -1.71% | -1.25% | ||||||
| 2023 | -3.72% | 11.05% | 8.03% | 15.51% |
Expense Ratio
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 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.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GOVT iShares U.S. Treasury Bond ETF | 0.46 | 0.69 | 1.08 | 0.14 | 1.28 |
T | — | — | — | — | — |
SID | — | — | — | — | — |
ERIC Telefonaktiebolaget LM Ericsson (publ) | 1.23 | 1.78 | 1.21 | 0.36 | 3.54 |
OXY Occidental Petroleum Corporation | -0.14 | -0.05 | 0.99 | -0.13 | -0.36 |
LYG Lloyds Banking Group plc | 1.47 | 2.16 | 1.26 | 0.43 | 5.33 |
GOLD Barrick Gold Corporation | 0.11 | 0.37 | 1.05 | 0.05 | 0.36 |
EEM iShares MSCI Emerging Markets ETF | 0.31 | 0.54 | 1.06 | 0.13 | 0.78 |
TSN | — | — | — | — | — |
NU Nu Holdings Ltd. | 1.62 | 2.31 | 1.28 | 1.36 | 9.29 |
JEPI JPMorgan Equity Premium Income ETF | 1.20 | 1.70 | 1.21 | 1.30 | 5.04 |
SQM | — | — | — | — | — |
PAGS | — | — | — | — | — |
VIV | — | — | — | — | — |
PATH | — | — | — | — | — |
FXI iShares China Large-Cap ETF | -0.32 | -0.30 | 0.97 | -0.15 | -0.53 |
WB | — | — | — | — | — |
JMIA Jumia Technologies AG | 1.96 | 2.89 | 1.34 | 2.01 | 6.16 |
C Citigroup Inc. | 1.92 | 2.80 | 1.33 | 0.47 | 5.82 |
TLT | — | — | — | — | — |
BIOX Bioceres Crop Solutions Corp. | -0.49 | -0.54 | 0.94 | -0.42 | -1.15 |
LAC Lithium Americas Corp. | — | — | — | — | — |
SQ | — | — | — | — | — |
INDA iShares MSCI India ETF | 1.86 | 2.38 | 1.36 | 2.16 | 13.54 |
KO The Coca-Cola Company | 0.74 | 1.10 | 1.14 | 0.55 | 1.66 |
VALE | — | — | — | — | — |
VOD | — | — | — | — | — |
GPRK GeoPark Limited | 0.38 | 0.78 | 1.09 | 0.22 | 1.09 |
ARGT Global X MSCI Argentina ETF | 0.70 | 1.23 | 1.14 | 1.03 | 2.44 |
NKE NIKE, Inc. | -1.00 | -1.21 | 0.80 | -0.57 | -1.75 |
PCY | — | — | — | — | — |
BNDX Vanguard Total International Bond ETF | 1.15 | 1.78 | 1.19 | 0.39 | 4.13 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
Not enough dataDrawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. Recovery took 20 trading sessions.
The current NYSE drawdown is 4.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.46% | Dec 29, 2023 | 31 | Feb 13, 2024 | 20 | Mar 13, 2024 | 51 |
| -6.18% | Mar 14, 2024 | 25 | Apr 18, 2024 | 58 | Jul 12, 2024 | 83 |
| -5.65% | Oct 12, 2023 | 13 | Oct 30, 2023 | 11 | Nov 14, 2023 | 24 |
| -4.66% | Jul 17, 2024 | 6 | Jul 24, 2024 | — | — | — |
| -1.86% | Dec 20, 2023 | 1 | Dec 20, 2023 | 3 | Dec 26, 2023 | 4 |
Volatility
Volatility Chart
The current NYSE volatility is 4.59%, 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.
NYSE
Benchmark (^GSPC)
Portfolio components
Diversification
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| OXY | TSN | KO | T | GPRK | AAPL | BIOX | VOD | NKE | NU | INDA | BNDX | GOLD | TLT | ERIC | VIV | GOVT | FXI | LYG | LAC | WB | C | JMIA | ARGT | PAGS | VALE | SQM | PATH | SID | SQ | JEPI | PCY | EEM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OXY | 1.00 | 0.17 | 0.07 | 0.13 | 0.51 | -0.04 | 0.11 | 0.12 | 0.05 | 0.10 | 0.08 | -0.03 | 0.30 | -0.02 | 0.08 | 0.02 | -0.02 | 0.17 | 0.16 | 0.30 | 0.17 | 0.27 | 0.14 | 0.19 | 0.02 | 0.24 | 0.21 | 0.11 | 0.18 | 0.15 | 0.20 | 0.06 | 0.18 |
| TSN | 0.17 | 1.00 | 0.32 | 0.34 | 0.17 | 0.04 | 0.03 | 0.31 | 0.16 | 0.04 | 0.08 | 0.02 | 0.13 | 0.07 | 0.20 | 0.10 | 0.07 | 0.13 | 0.25 | 0.19 | 0.15 | 0.30 | 0.03 | -0.02 | 0.14 | 0.20 | 0.15 | 0.16 | 0.18 | 0.18 | 0.29 | 0.11 | 0.18 |
| KO | 0.07 | 0.32 | 1.00 | 0.36 | 0.05 | 0.09 | 0.14 | 0.11 | 0.31 | 0.05 | 0.06 | 0.01 | 0.20 | 0.09 | 0.14 | 0.24 | 0.09 | 0.13 | 0.14 | 0.08 | 0.16 | 0.22 | 0.03 | 0.11 | 0.15 | 0.22 | 0.10 | 0.20 | 0.20 | 0.15 | 0.49 | 0.15 | 0.16 |
| T | 0.13 | 0.34 | 0.36 | 1.00 | 0.19 | 0.00 | 0.21 | 0.38 | 0.13 | 0.04 | 0.03 | 0.13 | 0.23 | 0.19 | 0.14 | 0.23 | 0.20 | 0.11 | 0.18 | 0.01 | 0.15 | 0.27 | -0.01 | 0.08 | 0.09 | 0.17 | 0.15 | 0.14 | 0.17 | 0.14 | 0.26 | 0.18 | 0.11 |
| GPRK | 0.51 | 0.17 | 0.05 | 0.19 | 1.00 | 0.07 | 0.14 | 0.19 | 0.07 | 0.16 | 0.07 | 0.02 | 0.23 | 0.04 | 0.14 | 0.05 | 0.06 | 0.18 | 0.22 | 0.19 | 0.16 | 0.24 | 0.16 | 0.23 | 0.20 | 0.28 | 0.30 | 0.14 | 0.29 | 0.07 | 0.15 | 0.16 | 0.22 |
| AAPL | -0.04 | 0.04 | 0.09 | 0.00 | 0.07 | 1.00 | 0.13 | 0.07 | 0.24 | 0.21 | 0.27 | 0.25 | 0.08 | 0.21 | 0.23 | 0.24 | 0.22 | 0.21 | 0.14 | 0.19 | 0.16 | 0.13 | 0.28 | 0.27 | 0.25 | 0.20 | 0.18 | 0.26 | 0.23 | 0.25 | 0.29 | 0.32 | 0.39 |
| BIOX | 0.11 | 0.03 | 0.14 | 0.21 | 0.14 | 0.13 | 1.00 | 0.11 | 0.28 | 0.20 | 0.01 | 0.21 | 0.19 | 0.20 | 0.22 | 0.17 | 0.24 | 0.19 | 0.24 | 0.24 | 0.23 | 0.14 | 0.23 | 0.28 | 0.24 | 0.18 | 0.28 | 0.28 | 0.28 | 0.24 | 0.21 | 0.24 | 0.21 |
| VOD | 0.12 | 0.31 | 0.11 | 0.38 | 0.19 | 0.07 | 0.11 | 1.00 | 0.05 | 0.11 | 0.16 | 0.12 | 0.26 | 0.17 | 0.26 | 0.24 | 0.19 | 0.25 | 0.32 | 0.20 | 0.34 | 0.32 | 0.23 | 0.17 | 0.21 | 0.21 | 0.22 | 0.16 | 0.19 | 0.26 | 0.24 | 0.23 | 0.30 |
| NKE | 0.05 | 0.16 | 0.31 | 0.13 | 0.07 | 0.24 | 0.28 | 0.05 | 1.00 | 0.12 | 0.13 | 0.13 | 0.13 | 0.15 | 0.31 | 0.22 | 0.13 | 0.26 | 0.15 | 0.21 | 0.32 | 0.11 | 0.20 | 0.12 | 0.23 | 0.28 | 0.24 | 0.42 | 0.31 | 0.39 | 0.43 | 0.26 | 0.29 |
| NU | 0.10 | 0.04 | 0.05 | 0.04 | 0.16 | 0.21 | 0.20 | 0.11 | 0.12 | 1.00 | 0.23 | 0.14 | 0.22 | 0.09 | 0.18 | 0.28 | 0.14 | 0.15 | 0.28 | 0.25 | 0.12 | 0.26 | 0.32 | 0.46 | 0.47 | 0.24 | 0.26 | 0.39 | 0.23 | 0.33 | 0.31 | 0.27 | 0.38 |
| INDA | 0.08 | 0.08 | 0.06 | 0.03 | 0.07 | 0.27 | 0.01 | 0.16 | 0.13 | 0.23 | 1.00 | 0.20 | 0.25 | 0.18 | 0.25 | 0.30 | 0.21 | 0.25 | 0.27 | 0.24 | 0.13 | 0.28 | 0.23 | 0.26 | 0.30 | 0.33 | 0.22 | 0.31 | 0.38 | 0.32 | 0.33 | 0.26 | 0.58 |
| BNDX | -0.03 | 0.02 | 0.01 | 0.13 | 0.02 | 0.25 | 0.21 | 0.12 | 0.13 | 0.14 | 0.20 | 1.00 | 0.20 | 0.90 | 0.20 | 0.36 | 0.91 | 0.06 | 0.16 | 0.12 | 0.09 | 0.19 | 0.23 | 0.26 | 0.21 | 0.19 | 0.12 | 0.20 | 0.33 | 0.27 | 0.20 | 0.77 | 0.21 |
| GOLD | 0.30 | 0.13 | 0.20 | 0.23 | 0.23 | 0.08 | 0.19 | 0.26 | 0.13 | 0.22 | 0.25 | 0.20 | 1.00 | 0.22 | 0.21 | 0.17 | 0.29 | 0.21 | 0.31 | 0.24 | 0.21 | 0.24 | 0.24 | 0.34 | 0.20 | 0.30 | 0.34 | 0.16 | 0.22 | 0.29 | 0.28 | 0.33 | 0.40 |
| TLT | -0.02 | 0.07 | 0.09 | 0.19 | 0.04 | 0.21 | 0.20 | 0.17 | 0.15 | 0.09 | 0.18 | 0.90 | 0.22 | 1.00 | 0.22 | 0.39 | 0.96 | 0.07 | 0.19 | 0.18 | 0.14 | 0.21 | 0.25 | 0.25 | 0.19 | 0.20 | 0.20 | 0.23 | 0.31 | 0.27 | 0.26 | 0.83 | 0.21 |
| ERIC | 0.08 | 0.20 | 0.14 | 0.14 | 0.14 | 0.23 | 0.22 | 0.26 | 0.31 | 0.18 | 0.25 | 0.20 | 0.21 | 0.22 | 1.00 | 0.29 | 0.21 | 0.21 | 0.39 | 0.30 | 0.30 | 0.31 | 0.33 | 0.24 | 0.28 | 0.16 | 0.35 | 0.36 | 0.24 | 0.31 | 0.34 | 0.37 | 0.36 |
| VIV | 0.02 | 0.10 | 0.24 | 0.23 | 0.05 | 0.24 | 0.17 | 0.24 | 0.22 | 0.28 | 0.30 | 0.36 | 0.17 | 0.39 | 0.29 | 1.00 | 0.41 | 0.32 | 0.18 | 0.18 | 0.29 | 0.08 | 0.23 | 0.27 | 0.28 | 0.35 | 0.20 | 0.26 | 0.39 | 0.29 | 0.31 | 0.44 | 0.41 |
| GOVT | -0.02 | 0.07 | 0.09 | 0.20 | 0.06 | 0.22 | 0.24 | 0.19 | 0.13 | 0.14 | 0.21 | 0.91 | 0.29 | 0.96 | 0.21 | 0.41 | 1.00 | 0.09 | 0.19 | 0.17 | 0.13 | 0.19 | 0.24 | 0.26 | 0.20 | 0.22 | 0.18 | 0.20 | 0.31 | 0.27 | 0.25 | 0.82 | 0.24 |
| FXI | 0.17 | 0.13 | 0.13 | 0.11 | 0.18 | 0.21 | 0.19 | 0.25 | 0.26 | 0.15 | 0.25 | 0.06 | 0.21 | 0.07 | 0.21 | 0.32 | 0.09 | 1.00 | 0.18 | 0.25 | 0.68 | 0.23 | 0.29 | 0.27 | 0.28 | 0.48 | 0.43 | 0.22 | 0.43 | 0.30 | 0.33 | 0.19 | 0.76 |
| LYG | 0.16 | 0.25 | 0.14 | 0.18 | 0.22 | 0.14 | 0.24 | 0.32 | 0.15 | 0.28 | 0.27 | 0.16 | 0.31 | 0.19 | 0.39 | 0.18 | 0.19 | 0.18 | 1.00 | 0.35 | 0.23 | 0.37 | 0.31 | 0.35 | 0.34 | 0.25 | 0.33 | 0.37 | 0.25 | 0.33 | 0.32 | 0.24 | 0.39 |
| LAC | 0.30 | 0.19 | 0.08 | 0.01 | 0.19 | 0.19 | 0.24 | 0.20 | 0.21 | 0.25 | 0.24 | 0.12 | 0.24 | 0.18 | 0.30 | 0.18 | 0.17 | 0.25 | 0.35 | 1.00 | 0.38 | 0.31 | 0.39 | 0.32 | 0.36 | 0.32 | 0.56 | 0.42 | 0.27 | 0.36 | 0.30 | 0.30 | 0.35 |
| WB | 0.17 | 0.15 | 0.16 | 0.15 | 0.16 | 0.16 | 0.23 | 0.34 | 0.32 | 0.12 | 0.13 | 0.09 | 0.21 | 0.14 | 0.30 | 0.29 | 0.13 | 0.68 | 0.23 | 0.38 | 1.00 | 0.26 | 0.38 | 0.26 | 0.25 | 0.38 | 0.46 | 0.29 | 0.32 | 0.32 | 0.33 | 0.23 | 0.56 |
| C | 0.27 | 0.30 | 0.22 | 0.27 | 0.24 | 0.13 | 0.14 | 0.32 | 0.11 | 0.26 | 0.28 | 0.19 | 0.24 | 0.21 | 0.31 | 0.08 | 0.19 | 0.23 | 0.37 | 0.31 | 0.26 | 1.00 | 0.24 | 0.33 | 0.36 | 0.29 | 0.29 | 0.33 | 0.33 | 0.40 | 0.43 | 0.30 | 0.38 |
| JMIA | 0.14 | 0.03 | 0.03 | -0.01 | 0.16 | 0.28 | 0.23 | 0.23 | 0.20 | 0.32 | 0.23 | 0.23 | 0.24 | 0.25 | 0.33 | 0.23 | 0.24 | 0.29 | 0.31 | 0.39 | 0.38 | 0.24 | 1.00 | 0.39 | 0.39 | 0.26 | 0.41 | 0.49 | 0.30 | 0.39 | 0.33 | 0.37 | 0.41 |
| ARGT | 0.19 | -0.02 | 0.11 | 0.08 | 0.23 | 0.27 | 0.28 | 0.17 | 0.12 | 0.46 | 0.26 | 0.26 | 0.34 | 0.25 | 0.24 | 0.27 | 0.26 | 0.27 | 0.35 | 0.32 | 0.26 | 0.33 | 0.39 | 1.00 | 0.38 | 0.34 | 0.38 | 0.36 | 0.39 | 0.36 | 0.39 | 0.44 | 0.47 |
| PAGS | 0.02 | 0.14 | 0.15 | 0.09 | 0.20 | 0.25 | 0.24 | 0.21 | 0.23 | 0.47 | 0.30 | 0.21 | 0.20 | 0.19 | 0.28 | 0.28 | 0.20 | 0.28 | 0.34 | 0.36 | 0.25 | 0.36 | 0.39 | 0.38 | 1.00 | 0.25 | 0.42 | 0.52 | 0.36 | 0.50 | 0.36 | 0.38 | 0.44 |
| VALE | 0.24 | 0.20 | 0.22 | 0.17 | 0.28 | 0.20 | 0.18 | 0.21 | 0.28 | 0.24 | 0.33 | 0.19 | 0.30 | 0.20 | 0.16 | 0.35 | 0.22 | 0.48 | 0.25 | 0.32 | 0.38 | 0.29 | 0.26 | 0.34 | 0.25 | 1.00 | 0.42 | 0.32 | 0.70 | 0.34 | 0.40 | 0.34 | 0.58 |
| SQM | 0.21 | 0.15 | 0.10 | 0.15 | 0.30 | 0.18 | 0.28 | 0.22 | 0.24 | 0.26 | 0.22 | 0.12 | 0.34 | 0.20 | 0.35 | 0.20 | 0.18 | 0.43 | 0.33 | 0.56 | 0.46 | 0.29 | 0.41 | 0.38 | 0.42 | 0.42 | 1.00 | 0.45 | 0.34 | 0.43 | 0.31 | 0.34 | 0.51 |
| PATH | 0.11 | 0.16 | 0.20 | 0.14 | 0.14 | 0.26 | 0.28 | 0.16 | 0.42 | 0.39 | 0.31 | 0.20 | 0.16 | 0.23 | 0.36 | 0.26 | 0.20 | 0.22 | 0.37 | 0.42 | 0.29 | 0.33 | 0.49 | 0.36 | 0.52 | 0.32 | 0.45 | 1.00 | 0.32 | 0.55 | 0.55 | 0.39 | 0.46 |
| SID | 0.18 | 0.18 | 0.20 | 0.17 | 0.29 | 0.23 | 0.28 | 0.19 | 0.31 | 0.23 | 0.38 | 0.33 | 0.22 | 0.31 | 0.24 | 0.39 | 0.31 | 0.43 | 0.25 | 0.27 | 0.32 | 0.33 | 0.30 | 0.39 | 0.36 | 0.70 | 0.34 | 0.32 | 1.00 | 0.38 | 0.35 | 0.44 | 0.52 |
| SQ | 0.15 | 0.18 | 0.15 | 0.14 | 0.07 | 0.25 | 0.24 | 0.26 | 0.39 | 0.33 | 0.32 | 0.27 | 0.29 | 0.27 | 0.31 | 0.29 | 0.27 | 0.30 | 0.33 | 0.36 | 0.32 | 0.40 | 0.39 | 0.36 | 0.50 | 0.34 | 0.43 | 0.55 | 0.38 | 1.00 | 0.52 | 0.45 | 0.49 |
| JEPI | 0.20 | 0.29 | 0.49 | 0.26 | 0.15 | 0.29 | 0.21 | 0.24 | 0.43 | 0.31 | 0.33 | 0.20 | 0.28 | 0.26 | 0.34 | 0.31 | 0.25 | 0.33 | 0.32 | 0.30 | 0.33 | 0.43 | 0.33 | 0.39 | 0.36 | 0.40 | 0.31 | 0.55 | 0.35 | 0.52 | 1.00 | 0.43 | 0.53 |
| PCY | 0.06 | 0.11 | 0.15 | 0.18 | 0.16 | 0.32 | 0.24 | 0.23 | 0.26 | 0.27 | 0.26 | 0.77 | 0.33 | 0.83 | 0.37 | 0.44 | 0.82 | 0.19 | 0.24 | 0.30 | 0.23 | 0.30 | 0.37 | 0.44 | 0.38 | 0.34 | 0.34 | 0.39 | 0.44 | 0.45 | 0.43 | 1.00 | 0.40 |
| EEM | 0.18 | 0.18 | 0.16 | 0.11 | 0.22 | 0.39 | 0.21 | 0.30 | 0.29 | 0.38 | 0.58 | 0.21 | 0.40 | 0.21 | 0.36 | 0.41 | 0.24 | 0.76 | 0.39 | 0.35 | 0.56 | 0.38 | 0.41 | 0.47 | 0.44 | 0.58 | 0.51 | 0.46 | 0.52 | 0.49 | 0.53 | 0.40 | 1.00 |
The correlation results are calculated based on daily price changes starting from Oct 3, 2023