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NYSE

Last updated Nov 13, 2024

Asset Allocation

GOVT 10.14%BNDX 3.57%SQ 7.7%JEPI 7.54%FXI 5.98%TLT 4.83%TSN 4.54%SQM 4.13%AAPL 4.04%C 3.71%PCY 3.68%OXY 3.67%GOLD 3.01%INDA 2.87%NU 2.81%NKE 2.75%VOD 2.51%LYG 2.47%GPRK 2.21%JMIA 2.09%LAC 1.89%SID 1.65%EEM 1.55%PAGS 1.45%ERIC 1.43%ARGT 1.37%T 1.2%WB 1.18%KO 1.13%BondBondEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
4.04%
ARGT
Global X MSCI Argentina ETF		Latin America Equities
1.37%
BIOX
Bioceres Crop Solutions Corp.		Basic Materials
0.74%
BNDX
Vanguard Total International Bond ETF		Total Bond Market
3.57%
C
Citigroup Inc.		Financial Services
3.71%
EEM
iShares MSCI Emerging Markets ETF		Asia Pacific Equities
1.55%
ERIC
Telefonaktiebolaget LM Ericsson (publ)		Technology
1.43%
FXI
iShares China Large-Cap ETF		China Equities
5.98%
GOLD
Barrick Gold Corporation		Basic Materials
3.01%
GOVT
iShares U.S. Treasury Bond ETF		Government Bonds
10.14%
GPRK
GeoPark Limited		Energy
2.21%
INDA
iShares MSCI India ETF		Asia Pacific Equities
2.87%
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
7.54%
JMIA
Jumia Technologies AG		Consumer Cyclical
2.09%
KO
The Coca-Cola Company		Consumer Defensive
1.13%
LAC
Lithium Americas Corp.		Basic Materials
1.89%
LYG
Lloyds Banking Group plc		Financial Services
2.47%
NKE
NIKE, Inc.		Consumer Cyclical
2.75%
NU
Nu Holdings Ltd.		Financial Services
2.81%
OXY
Occidental Petroleum Corporation		Energy
3.67%
PAGS
1.45%
PATH
0.97%
PCY
3.68%
SID
1.65%
SQ
7.70%
SQM
4.13%
T
1.20%
TLT
4.83%
TSN
4.54%
VALE
0.53%
VIV
0.65%
VOD
2.51%
WB
1.18%

Transactions

DateTypeSymbolQuantityPrice
Jan 5, 2024BuyApple Inc5$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

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.64%
12.76%
NYSE
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
NYSE-0.43%-1.71%-1.65%11.86%N/AN/A
Portfolio components:
GOVT
iShares U.S. Treasury Bond ETF		0.69%-1.47%1.92%4.84%-0.76%0.83%
T
41.11%4.89%32.28%51.49%N/AN/A
SID
-50.72%-13.62%-27.73%-27.24%N/AN/A
ERIC
Telefonaktiebolaget LM Ericsson (publ)		32.16%5.97%43.16%73.45%0.54%-1.27%
OXY
Occidental Petroleum Corporation		-13.39%-5.18%-18.70%-15.96%7.43%-1.73%
LYG
Lloyds Banking Group plc		21.63%-11.58%2.33%38.42%3.46%-0.76%
GOLD
Barrick Gold Corporation		-5.53%-15.97%-2.57%9.41%2.94%5.07%
EEM
iShares MSCI Emerging Markets ETF		8.15%-6.45%-0.05%12.58%2.33%2.63%
TSN
20.79%5.76%5.97%37.43%N/AN/A
NU
Nu Holdings Ltd.		87.76%6.54%29.36%77.12%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF		15.89%1.17%8.81%19.32%N/AN/A
SQM
-35.97%-4.65%-20.01%-24.90%N/AN/A
PAGS
-35.12%-3.35%-36.50%-3.69%N/AN/A
VIV
-14.23%-5.36%2.24%-9.06%N/AN/A
PATH
-45.53%6.20%-34.76%-25.08%N/AN/A
FXI
iShares China Large-Cap ETF		26.37%-7.54%7.19%17.19%-3.76%-0.50%
WB
-17.65%-15.57%-14.86%-22.33%N/AN/A
JMIA
Jumia Technologies AG		9.92%-26.38%-41.74%46.97%-6.73%N/A
C
Citigroup Inc.		38.91%5.29%9.23%61.08%2.31%5.37%
TLT
-6.14%-3.91%-0.56%4.03%N/AN/A
BIOX
Bioceres Crop Solutions Corp.		-50.18%-6.30%-40.52%-37.93%3.44%N/A
LAC
Lithium Americas Corp.		-34.06%50.18%-3.87%-43.51%N/AN/A
SQ
10.95%19.78%19.99%55.75%N/AN/A
INDA
iShares MSCI India ETF		9.14%-7.07%1.80%18.17%10.84%6.59%
KO
The Coca-Cola Company		9.34%-10.44%1.26%13.75%6.93%7.33%
VALE
-32.43%-10.90%-18.35%-27.16%N/AN/A
VOD
5.74%-9.61%-4.57%6.44%N/AN/A
GPRK
GeoPark Limited		0.18%-0.85%-14.44%-5.35%-12.83%2.03%
ARGT
Global X MSCI Argentina ETF		49.33%7.41%19.79%87.05%29.72%15.16%
NKE
NIKE, Inc.		-28.67%-6.23%-15.82%-26.52%-2.78%6.03%
PCY
4.84%-2.30%2.81%16.48%N/AN/A
BNDX
Vanguard Total International Bond ETF		2.78%-0.12%2.97%7.26%-0.08%2.00%
AAPL
Apple Inc		17.50%-2.56%18.93%20.69%28.54%24.42%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.37%5.83%2.29%-4.64%2.27%-1.36%3.80%-1.40%1.65%-2.29%-0.43%
2023-3.68%11.72%8.46%16.72%

Expense Ratio

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

GOVT
iShares U.S. Treasury Bond ETF
Expense ratio chart for GOVT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
EEM
iShares MSCI Emerging Markets ETF
Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
FXI
iShares China Large-Cap ETF
Expense ratio chart for FXI: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
INDA
iShares MSCI India ETF
Expense ratio chart for INDA: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
ARGT
Global X MSCI Argentina ETF
Expense ratio chart for ARGT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
BNDX
Vanguard Total International Bond ETF
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NYSE is 9, indicating that it is in the bottom 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of NYSE is 99
Combined Rank
The Sharpe Ratio Rank of NYSE is 77Sharpe Ratio Rank
The Sortino Ratio Rank of NYSE is 77Sortino Ratio Rank
The Omega Ratio Rank of NYSE is 66Omega Ratio Rank
The Calmar Ratio Rank of NYSE is 1818Calmar Ratio Rank
The Martin Ratio Rank of NYSE is 77Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

NYSE
Sharpe ratio
The chart of Sharpe ratio for NYSE, currently valued at 1.04, compared to the broader market0.002.004.006.001.04
Sortino ratio
The chart of Sortino ratio for NYSE, currently valued at 1.54, compared to the broader market-2.000.002.004.006.001.54
Omega ratio
The chart of Omega ratio for NYSE, currently valued at 1.18, compared to the broader market0.801.001.201.401.601.802.001.18
Calmar ratio
The chart of Calmar ratio for NYSE, currently valued at 1.43, compared to the broader market0.005.0010.0015.001.43
Martin ratio
The chart of Martin ratio for NYSE, currently valued at 3.62, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOVT
iShares U.S. Treasury Bond ETF		1.051.551.191.493.35
T
2.643.651.465.5615.29
SID
-0.44-0.410.96-0.38-0.61
ERIC
Telefonaktiebolaget LM Ericsson (publ)		2.743.651.463.619.46
OXY
Occidental Petroleum Corporation		-0.74-0.950.89-0.57-1.16
LYG
Lloyds Banking Group plc		1.562.081.272.467.09
GOLD
Barrick Gold Corporation		0.400.771.100.571.41
EEM
iShares MSCI Emerging Markets ETF		0.991.481.181.695.00
TSN
1.942.681.353.537.65
NU
Nu Holdings Ltd.		2.302.871.364.0313.70
JEPI
JPMorgan Equity Premium Income ETF		2.894.021.585.2320.45
SQM
-0.39-0.290.97-0.42-0.65
PAGS
-0.050.211.03-0.04-0.09
VIV
-0.32-0.290.97-0.30-0.57
PATH
-0.37-0.130.98-0.36-0.55
FXI
iShares China Large-Cap ETF		0.601.101.130.971.83
WB
-0.36-0.200.98-0.46-0.76
JMIA
Jumia Technologies AG		0.481.491.230.741.41
C
Citigroup Inc.		2.523.341.424.1512.31
TLT
0.430.701.080.541.05
BIOX
Bioceres Crop Solutions Corp.		-1.04-1.480.81-0.65-1.44
LAC
Lithium Americas Corp.		-0.50-0.340.96-0.50-0.86
SQ
1.392.051.251.953.60
INDA
iShares MSCI India ETF		1.411.851.281.997.75
KO
The Coca-Cola Company		1.131.651.211.074.50
VALE
-0.85-1.200.87-0.72-1.08
VOD
0.070.281.040.110.34
GPRK
GeoPark Limited		-0.160.021.00-0.17-0.38
ARGT
Global X MSCI Argentina ETF		3.224.201.505.9015.25
NKE
NIKE, Inc.		-0.75-0.800.86-0.61-0.97
PCY
1.852.691.323.789.24
BNDX
Vanguard Total International Bond ETF		1.932.961.343.487.14
AAPL
Apple Inc		1.001.561.191.353.17

Sharpe Ratio

The current NYSE Sharpe ratio is 1.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.05 to 2.97, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of NYSE with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10
1.04
2.91
NYSE
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NYSE provided a 2.96% dividend yield over the last twelve months.

TTM2023
Portfolio2.96%1.05%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$9.66$52.88$57.99$102.85$107.23$88.93$36.51$85.79$44.52$44.19$37.28$667.82
2023$0.00$10.84$12.02$19.43$121.02$106.01$269.31

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.09%
-0.27%
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 10.73%, occurring on Aug 6, 2024. The portfolio has not yet recovered.

The current NYSE drawdown is 4.96%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.73%Jul 17, 202415Aug 6, 2024———
-8.24%Dec 29, 202331Feb 13, 202420Mar 13, 202451
-5.71%Mar 14, 202425Apr 18, 202420May 16, 202445
-5.64%Oct 12, 202313Oct 30, 202311Nov 14, 202324
-4.44%May 20, 202429Jul 1, 20247Jul 11, 202436

Volatility

Volatility Chart

The current NYSE volatility is 3.22%, 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%JuneJulyAugustSeptemberOctoberNovember
3.22%
3.75%
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.
TKOTSNOXYGPRKAAPLBIOXTLTVODBNDXGOVTNKENUGOLDINDAVIVJMIAERICCWBLACPAGSARGTFXILYGVALESIDSQMSQPATHJEPIPCYEEM
T1.000.320.300.040.12-0.040.160.200.310.160.210.100.030.180.080.26-0.050.110.220.07-0.040.040.050.040.090.060.090.070.080.100.250.160.07
KO0.321.000.330.01-0.010.100.120.150.180.070.150.300.060.150.140.18-0.000.170.200.06-0.020.100.050.070.120.120.110.040.100.160.420.200.11
TSN0.300.331.000.080.120.020.120.120.290.070.110.130.020.050.090.100.010.180.280.100.150.15-0.020.110.180.160.160.100.160.140.270.130.13
OXY0.040.010.081.000.49-0.020.16-0.100.09-0.07-0.080.020.130.240.080.020.190.040.280.230.270.070.230.220.190.220.140.250.170.150.210.030.23
GPRK0.12-0.010.120.491.000.060.20-0.020.17-0.03-0.010.060.220.240.080.090.180.110.200.200.180.220.250.200.200.270.270.290.130.160.150.110.26
AAPL-0.040.100.02-0.020.061.000.150.160.070.200.170.250.230.160.260.200.260.280.160.160.180.240.290.200.180.200.220.210.280.290.300.350.35
BIOX0.160.120.120.160.200.151.000.140.120.170.170.280.180.200.070.170.190.210.160.240.270.230.280.230.280.220.250.300.240.270.250.230.29
TLT0.200.150.12-0.10-0.020.160.141.000.160.890.960.120.040.190.120.350.140.180.090.090.100.130.150.060.120.160.260.120.180.160.190.780.16
VOD0.310.180.290.090.170.070.120.161.000.130.180.120.160.200.190.290.170.260.300.290.180.180.190.250.360.250.210.240.250.200.250.270.31
BNDX0.160.070.07-0.07-0.030.200.170.890.131.000.900.140.080.200.160.330.170.200.090.080.100.180.190.090.140.160.290.110.210.180.170.750.20
GOVT0.210.150.11-0.08-0.010.170.170.960.180.901.000.110.060.240.150.360.150.190.070.090.100.130.160.080.130.180.260.110.170.140.170.780.19
NKE0.100.300.130.020.060.250.280.120.120.140.111.000.120.180.190.190.170.340.160.300.240.210.150.280.250.280.290.260.360.390.410.280.32
NU0.030.060.020.130.220.230.180.040.160.080.060.121.000.240.290.310.300.190.310.130.230.510.460.170.300.250.230.250.370.410.360.270.38
GOLD0.180.150.050.240.240.160.200.190.200.200.240.180.241.000.280.130.250.270.210.250.240.180.310.250.310.300.220.320.260.190.300.330.44
INDA0.080.140.090.080.080.260.070.120.190.160.150.190.290.281.000.260.260.320.340.130.230.290.290.260.300.300.300.240.340.360.410.290.54
VIV0.260.180.100.020.090.200.170.350.290.330.360.190.310.130.261.000.180.220.090.270.150.290.240.280.230.350.400.200.310.240.280.420.38
JMIA-0.05-0.000.010.190.180.260.190.140.170.170.150.170.300.250.260.181.000.320.290.400.400.360.340.330.330.270.290.390.360.440.310.320.41
ERIC0.110.170.180.040.110.280.210.180.260.200.190.340.190.270.320.220.321.000.300.280.310.260.230.270.390.180.240.360.280.400.360.390.41
C0.220.200.280.280.200.160.160.090.300.090.070.160.310.210.340.090.290.301.000.250.320.380.310.240.360.240.250.290.390.350.490.280.37
WB0.070.060.100.230.200.160.240.090.290.080.090.300.130.250.130.270.400.280.251.000.410.220.220.710.260.430.360.480.270.280.300.200.59
LAC-0.04-0.020.150.270.180.180.270.100.180.100.100.240.230.240.230.150.400.310.320.411.000.300.280.350.400.390.280.590.350.420.310.270.43
PAGS0.040.100.150.070.220.240.230.130.180.180.130.210.510.180.290.290.360.260.380.220.301.000.370.260.310.200.290.380.490.450.370.340.41
ARGT0.050.05-0.020.230.250.290.280.150.190.190.160.150.460.310.290.240.340.230.310.220.280.371.000.240.380.330.340.380.400.380.410.390.43
FXI0.040.070.110.220.200.200.230.060.250.090.080.280.170.250.260.280.330.270.240.710.350.260.241.000.270.520.460.490.290.270.320.220.79
LYG0.090.120.180.190.200.180.280.120.360.140.130.250.300.310.300.230.330.390.360.260.400.310.380.271.000.320.290.410.380.430.360.270.47
VALE0.060.120.160.220.270.200.220.160.250.160.180.280.250.300.300.350.270.180.240.430.390.200.330.520.321.000.720.430.310.310.380.350.62
SID0.090.110.160.140.270.220.250.260.210.290.260.290.230.220.300.400.290.240.250.360.280.290.340.460.290.721.000.350.330.290.310.430.56
SQM0.070.040.100.250.290.210.300.120.240.110.110.260.250.320.240.200.390.360.290.480.590.380.380.490.410.430.351.000.430.450.340.310.54
SQ0.080.100.160.170.130.280.240.180.250.210.170.360.370.260.340.310.360.280.390.270.350.490.400.290.380.310.330.431.000.540.500.420.44
PATH0.100.160.140.150.160.290.270.160.200.180.140.390.410.190.360.240.440.400.350.280.420.450.380.270.430.310.290.450.541.000.560.380.46
JEPI0.250.420.270.210.150.300.250.190.250.170.170.410.360.300.410.280.310.360.490.300.310.370.410.320.360.380.310.340.500.561.000.420.52
PCY0.160.200.130.030.110.350.230.780.270.750.780.280.270.330.290.420.320.390.280.200.270.340.390.220.270.350.430.310.420.380.421.000.41
EEM0.070.110.130.230.260.350.290.160.310.200.190.320.380.440.540.380.410.410.370.590.430.410.430.790.470.620.560.540.440.460.520.411.00
The correlation results are calculated based on daily price changes starting from Oct 3, 2023