NYSE
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
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
NYSE | -2.11% | 1.37% | -1.91% | N/A | N/A | N/A |
Portfolio components: | ||||||
GOVT iShares U.S. Treasury Bond ETF | 2.70% | -0.45% | 3.85% | 5.97% | -0.68% | 1.11% |
T | 24.33% | 2.74% | 20.90% | N/A | N/A | N/A |
SID | -42.95% | 7.04% | -34.06% | N/A | N/A | N/A |
ERIC Telefonaktiebolaget LM Ericsson (publ) | 21.08% | 10.53% | 39.20% | 51.64% | 1.85% | -2.39% |
OXY Occidental Petroleum Corporation | -3.87% | -1.20% | -6.46% | -8.04% | 7.68% | -2.27% |
LYG Lloyds Banking Group plc | 35.34% | 9.47% | 37.64% | 54.02% | 10.69% | -0.12% |
GOLD Barrick Gold Corporation | 13.60% | 13.29% | 36.61% | 27.51% | 3.51% | 3.09% |
EEM iShares MSCI Emerging Markets ETF | 8.60% | 4.25% | 7.88% | 13.60% | 3.87% | 1.83% |
TSN | 22.72% | 5.83% | 22.86% | N/A | N/A | N/A |
NU Nu Holdings Ltd. | 79.71% | 37.09% | 32.83% | 118.54% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | 11.35% | 4.36% | 6.60% | 14.01% | N/A | N/A |
SQM | -35.27% | 10.20% | -24.21% | N/A | N/A | N/A |
PAGS | -11.23% | -8.06% | -19.14% | N/A | N/A | N/A |
VIV | -11.85% | 6.21% | -11.20% | N/A | N/A | N/A |
PATH | -48.15% | 12.88% | -45.49% | N/A | N/A | N/A |
FXI iShares China Large-Cap ETF | 10.46% | 5.00% | 10.97% | -0.63% | -5.37% | -1.90% |
WB | -24.79% | 0.13% | -9.90% | N/A | N/A | N/A |
JMIA Jumia Technologies AG | 39.94% | -53.79% | -28.51% | 60.91% | -15.05% | N/A |
C Citigroup Inc. | 25.20% | 7.63% | 14.73% | 58.00% | 3.30% | 4.56% |
TLT | -0.13% | -1.82% | 3.87% | N/A | N/A | N/A |
BIOX Bioceres Crop Solutions Corp. | -22.51% | 5.14% | -20.36% | -13.14% | 12.85% | N/A |
LAC Lithium Americas Corp. | -61.72% | 2.08% | -56.64% | N/A | N/A | N/A |
SQ | -14.57% | 9.44% | -16.62% | N/A | N/A | N/A |
INDA iShares MSCI India ETF | 18.25% | 2.60% | 11.17% | 31.27% | 13.98% | 7.64% |
KO The Coca-Cola Company | 24.92% | 4.53% | 23.66% | 25.01% | 9.01% | 9.12% |
VALE | -28.12% | 5.20% | -15.50% | N/A | N/A | N/A |
VOD | 18.06% | 5.05% | 13.12% | N/A | N/A | N/A |
GPRK GeoPark Limited | 7.25% | 2.41% | 4.69% | -2.78% | -9.76% | -0.36% |
ARGT Global X MSCI Argentina ETF | 27.45% | 18.33% | 29.49% | 39.29% | 25.42% | 13.20% |
NKE NIKE, Inc. | -22.68% | 12.58% | -17.90% | -16.91% | 0.73% | 8.90% |
PCY | 6.52% | 2.64% | 7.13% | N/A | N/A | N/A |
BNDX Vanguard Total International Bond ETF | 2.13% | -0.24% | 3.12% | 6.97% | -0.52% | 2.04% |
AAPL Apple Inc | 19.39% | 4.28% | 27.78% | 22.52% | 35.37% | 25.92% |
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% | 3.76% | -2.11% | |||||
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
GOVT iShares U.S. Treasury Bond ETF | 1.05 | 1.54 | 1.18 | 0.33 | 3.46 |
T | — | — | — | — | — |
SID | — | — | — | — | — |
ERIC Telefonaktiebolaget LM Ericsson (publ) | 1.88 | 2.50 | 1.31 | 0.55 | 5.46 |
OXY Occidental Petroleum Corporation | -0.34 | -0.34 | 0.96 | -0.30 | -0.74 |
LYG Lloyds Banking Group plc | 1.91 | 2.60 | 1.32 | 0.58 | 8.89 |
GOLD Barrick Gold Corporation | 0.80 | 1.26 | 1.16 | 0.39 | 2.73 |
EEM iShares MSCI Emerging Markets ETF | 0.85 | 1.28 | 1.15 | 0.36 | 3.82 |
TSN | — | — | — | — | — |
NU Nu Holdings Ltd. | 3.02 | 3.68 | 1.44 | 2.65 | 19.69 |
JEPI JPMorgan Equity Premium Income ETF | 1.73 | 2.39 | 1.33 | 2.05 | 7.88 |
SQM | — | — | — | — | — |
PAGS | — | — | — | — | — |
VIV | — | — | — | — | — |
PATH | — | — | — | — | — |
FXI iShares China Large-Cap ETF | -0.08 | 0.07 | 1.01 | -0.03 | -0.17 |
WB | — | — | — | — | — |
JMIA Jumia Technologies AG | 0.54 | 1.55 | 1.23 | 0.62 | 2.37 |
C Citigroup Inc. | 2.40 | 3.15 | 1.40 | 0.64 | 11.74 |
TLT | — | — | — | — | — |
BIOX Bioceres Crop Solutions Corp. | -0.27 | -0.18 | 0.98 | -0.23 | -0.61 |
LAC Lithium Americas Corp. | — | — | — | — | — |
SQ | — | — | — | — | — |
INDA iShares MSCI India ETF | 2.24 | 2.79 | 1.45 | 2.63 | 16.50 |
KO The Coca-Cola Company | 1.76 | 2.47 | 1.33 | 1.37 | 7.45 |
VALE | — | — | — | — | — |
VOD | — | — | — | — | — |
GPRK GeoPark Limited | -0.12 | 0.07 | 1.01 | -0.07 | -0.34 |
ARGT Global X MSCI Argentina ETF | 1.36 | 2.11 | 1.24 | 2.02 | 4.55 |
NKE NIKE, Inc. | -0.51 | -0.45 | 0.92 | -0.29 | -0.80 |
PCY | — | — | — | — | — |
BNDX Vanguard Total International Bond ETF | 1.63 | 2.48 | 1.28 | 0.54 | 5.82 |
AAPL Apple Inc | 1.01 | 1.56 | 1.19 | 1.36 | 2.99 |
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 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 11.19%, occurring on Aug 6, 2024. The portfolio has not yet recovered.
The current NYSE drawdown is 5.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-11.19% | Jul 17, 2024 | 15 | Aug 6, 2024 | — | — | — |
-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 |
-1.86% | Dec 20, 2023 | 1 | Dec 20, 2023 | 3 | Dec 26, 2023 | 4 |
Volatility
Volatility Chart
The current NYSE volatility is 5.39%, 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
KO | TSN | OXY | T | GPRK | BIOX | AAPL | BNDX | VOD | TLT | NKE | GOVT | NU | INDA | GOLD | JMIA | VIV | WB | ERIC | C | FXI | LYG | LAC | PAGS | ARGT | VALE | SID | SQM | PATH | SQ | PCY | JEPI | EEM | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO | 1.00 | 0.32 | 0.03 | 0.34 | 0.01 | 0.12 | 0.11 | 0.02 | 0.14 | 0.09 | 0.31 | 0.10 | 0.04 | 0.07 | 0.16 | 0.01 | 0.21 | 0.11 | 0.16 | 0.21 | 0.11 | 0.12 | 0.07 | 0.11 | 0.09 | 0.17 | 0.15 | 0.11 | 0.18 | 0.14 | 0.17 | 0.44 | 0.13 |
TSN | 0.32 | 1.00 | 0.13 | 0.31 | 0.15 | 0.06 | 0.03 | 0.04 | 0.29 | 0.09 | 0.14 | 0.08 | 0.03 | 0.08 | 0.10 | 0.03 | 0.09 | 0.12 | 0.20 | 0.28 | 0.12 | 0.22 | 0.19 | 0.14 | -0.04 | 0.18 | 0.17 | 0.14 | 0.15 | 0.16 | 0.13 | 0.27 | 0.15 |
OXY | 0.03 | 0.13 | 1.00 | 0.12 | 0.49 | 0.14 | 0.01 | -0.05 | 0.13 | -0.06 | 0.07 | -0.05 | 0.13 | 0.14 | 0.31 | 0.18 | 0.02 | 0.20 | 0.12 | 0.30 | 0.20 | 0.20 | 0.32 | 0.05 | 0.23 | 0.23 | 0.17 | 0.24 | 0.14 | 0.18 | 0.06 | 0.22 | 0.22 |
T | 0.34 | 0.31 | 0.12 | 1.00 | 0.23 | 0.21 | 0.01 | 0.13 | 0.36 | 0.18 | 0.12 | 0.19 | 0.07 | 0.05 | 0.24 | -0.03 | 0.28 | 0.14 | 0.13 | 0.26 | 0.10 | 0.17 | 0.02 | 0.11 | 0.09 | 0.15 | 0.17 | 0.16 | 0.13 | 0.14 | 0.19 | 0.26 | 0.13 |
GPRK | 0.01 | 0.15 | 0.49 | 0.23 | 1.00 | 0.19 | 0.07 | -0.01 | 0.19 | 0.01 | 0.06 | 0.04 | 0.21 | 0.09 | 0.27 | 0.17 | 0.10 | 0.18 | 0.14 | 0.24 | 0.17 | 0.23 | 0.21 | 0.21 | 0.23 | 0.29 | 0.29 | 0.28 | 0.13 | 0.09 | 0.15 | 0.16 | 0.25 |
BIOX | 0.12 | 0.06 | 0.14 | 0.21 | 0.19 | 1.00 | 0.14 | 0.17 | 0.13 | 0.16 | 0.29 | 0.19 | 0.22 | 0.06 | 0.21 | 0.20 | 0.17 | 0.23 | 0.24 | 0.17 | 0.20 | 0.27 | 0.29 | 0.25 | 0.29 | 0.21 | 0.27 | 0.31 | 0.30 | 0.26 | 0.22 | 0.26 | 0.25 |
AAPL | 0.11 | 0.03 | 0.01 | 0.01 | 0.07 | 0.14 | 1.00 | 0.25 | 0.09 | 0.21 | 0.28 | 0.22 | 0.24 | 0.28 | 0.12 | 0.27 | 0.25 | 0.15 | 0.26 | 0.15 | 0.25 | 0.18 | 0.22 | 0.27 | 0.31 | 0.21 | 0.24 | 0.22 | 0.29 | 0.30 | 0.36 | 0.31 | 0.41 |
BNDX | 0.02 | 0.04 | -0.05 | 0.13 | -0.01 | 0.17 | 0.25 | 1.00 | 0.10 | 0.90 | 0.13 | 0.91 | 0.10 | 0.17 | 0.20 | 0.20 | 0.35 | 0.07 | 0.19 | 0.14 | 0.06 | 0.13 | 0.11 | 0.19 | 0.23 | 0.16 | 0.32 | 0.10 | 0.19 | 0.25 | 0.77 | 0.17 | 0.20 |
VOD | 0.14 | 0.29 | 0.13 | 0.36 | 0.19 | 0.13 | 0.09 | 0.10 | 1.00 | 0.13 | 0.10 | 0.15 | 0.16 | 0.18 | 0.25 | 0.22 | 0.26 | 0.33 | 0.28 | 0.34 | 0.28 | 0.35 | 0.20 | 0.22 | 0.20 | 0.24 | 0.22 | 0.24 | 0.17 | 0.28 | 0.25 | 0.25 | 0.34 |
TLT | 0.09 | 0.09 | -0.06 | 0.18 | 0.01 | 0.16 | 0.21 | 0.90 | 0.13 | 1.00 | 0.13 | 0.96 | 0.05 | 0.13 | 0.21 | 0.20 | 0.36 | 0.10 | 0.19 | 0.15 | 0.05 | 0.13 | 0.15 | 0.16 | 0.20 | 0.16 | 0.28 | 0.15 | 0.20 | 0.23 | 0.80 | 0.21 | 0.17 |
NKE | 0.31 | 0.14 | 0.07 | 0.12 | 0.06 | 0.29 | 0.28 | 0.13 | 0.10 | 0.13 | 1.00 | 0.11 | 0.17 | 0.17 | 0.18 | 0.18 | 0.22 | 0.32 | 0.35 | 0.15 | 0.29 | 0.22 | 0.25 | 0.24 | 0.17 | 0.31 | 0.31 | 0.28 | 0.44 | 0.42 | 0.28 | 0.46 | 0.34 |
GOVT | 0.10 | 0.08 | -0.05 | 0.19 | 0.04 | 0.19 | 0.22 | 0.91 | 0.15 | 0.96 | 0.11 | 1.00 | 0.08 | 0.16 | 0.28 | 0.20 | 0.38 | 0.10 | 0.19 | 0.13 | 0.07 | 0.14 | 0.15 | 0.16 | 0.21 | 0.19 | 0.28 | 0.14 | 0.17 | 0.23 | 0.80 | 0.20 | 0.20 |
NU | 0.04 | 0.03 | 0.13 | 0.07 | 0.21 | 0.22 | 0.24 | 0.10 | 0.16 | 0.05 | 0.17 | 0.08 | 1.00 | 0.27 | 0.26 | 0.30 | 0.31 | 0.15 | 0.20 | 0.31 | 0.19 | 0.33 | 0.28 | 0.51 | 0.50 | 0.28 | 0.26 | 0.29 | 0.42 | 0.35 | 0.28 | 0.37 | 0.43 |
INDA | 0.07 | 0.08 | 0.14 | 0.05 | 0.09 | 0.06 | 0.28 | 0.17 | 0.18 | 0.13 | 0.17 | 0.16 | 0.27 | 1.00 | 0.27 | 0.25 | 0.30 | 0.16 | 0.28 | 0.31 | 0.29 | 0.32 | 0.29 | 0.32 | 0.29 | 0.35 | 0.37 | 0.28 | 0.33 | 0.34 | 0.27 | 0.37 | 0.61 |
GOLD | 0.16 | 0.10 | 0.31 | 0.24 | 0.27 | 0.21 | 0.12 | 0.20 | 0.25 | 0.21 | 0.18 | 0.28 | 0.26 | 0.27 | 1.00 | 0.25 | 0.20 | 0.26 | 0.24 | 0.26 | 0.24 | 0.33 | 0.28 | 0.22 | 0.36 | 0.31 | 0.25 | 0.35 | 0.20 | 0.31 | 0.34 | 0.32 | 0.43 |
JMIA | 0.01 | 0.03 | 0.18 | -0.03 | 0.17 | 0.20 | 0.27 | 0.20 | 0.22 | 0.20 | 0.18 | 0.20 | 0.30 | 0.25 | 0.25 | 1.00 | 0.19 | 0.39 | 0.33 | 0.26 | 0.31 | 0.31 | 0.40 | 0.36 | 0.35 | 0.24 | 0.29 | 0.39 | 0.46 | 0.35 | 0.34 | 0.30 | 0.40 |
VIV | 0.21 | 0.09 | 0.02 | 0.28 | 0.10 | 0.17 | 0.25 | 0.35 | 0.26 | 0.36 | 0.22 | 0.38 | 0.31 | 0.30 | 0.20 | 0.19 | 1.00 | 0.28 | 0.28 | 0.09 | 0.33 | 0.22 | 0.20 | 0.31 | 0.29 | 0.35 | 0.40 | 0.23 | 0.26 | 0.31 | 0.45 | 0.32 | 0.44 |
WB | 0.11 | 0.12 | 0.20 | 0.14 | 0.18 | 0.23 | 0.15 | 0.07 | 0.33 | 0.10 | 0.32 | 0.10 | 0.15 | 0.16 | 0.26 | 0.39 | 0.28 | 1.00 | 0.30 | 0.27 | 0.67 | 0.26 | 0.39 | 0.25 | 0.28 | 0.39 | 0.33 | 0.45 | 0.29 | 0.32 | 0.21 | 0.35 | 0.56 |
ERIC | 0.16 | 0.20 | 0.12 | 0.13 | 0.14 | 0.24 | 0.26 | 0.19 | 0.28 | 0.19 | 0.35 | 0.19 | 0.20 | 0.28 | 0.24 | 0.33 | 0.28 | 0.30 | 1.00 | 0.34 | 0.25 | 0.42 | 0.34 | 0.29 | 0.26 | 0.19 | 0.25 | 0.39 | 0.39 | 0.33 | 0.39 | 0.37 | 0.39 |
C | 0.21 | 0.28 | 0.30 | 0.26 | 0.24 | 0.17 | 0.15 | 0.14 | 0.34 | 0.15 | 0.15 | 0.13 | 0.31 | 0.31 | 0.26 | 0.26 | 0.09 | 0.27 | 0.34 | 1.00 | 0.24 | 0.39 | 0.32 | 0.40 | 0.35 | 0.26 | 0.30 | 0.32 | 0.35 | 0.39 | 0.30 | 0.45 | 0.40 |
FXI | 0.11 | 0.12 | 0.20 | 0.10 | 0.17 | 0.20 | 0.25 | 0.06 | 0.28 | 0.05 | 0.29 | 0.07 | 0.19 | 0.29 | 0.24 | 0.31 | 0.33 | 0.67 | 0.25 | 0.24 | 1.00 | 0.24 | 0.30 | 0.29 | 0.30 | 0.49 | 0.45 | 0.45 | 0.27 | 0.35 | 0.21 | 0.34 | 0.77 |
LYG | 0.12 | 0.22 | 0.20 | 0.17 | 0.23 | 0.27 | 0.18 | 0.13 | 0.35 | 0.13 | 0.22 | 0.14 | 0.33 | 0.32 | 0.33 | 0.31 | 0.22 | 0.26 | 0.42 | 0.39 | 0.24 | 1.00 | 0.40 | 0.35 | 0.38 | 0.30 | 0.29 | 0.39 | 0.41 | 0.38 | 0.24 | 0.37 | 0.45 |
LAC | 0.07 | 0.19 | 0.32 | 0.02 | 0.21 | 0.29 | 0.22 | 0.11 | 0.20 | 0.15 | 0.25 | 0.15 | 0.28 | 0.29 | 0.28 | 0.40 | 0.20 | 0.39 | 0.34 | 0.32 | 0.30 | 0.40 | 1.00 | 0.37 | 0.33 | 0.35 | 0.29 | 0.58 | 0.46 | 0.40 | 0.30 | 0.35 | 0.41 |
PAGS | 0.11 | 0.14 | 0.05 | 0.11 | 0.21 | 0.25 | 0.27 | 0.19 | 0.22 | 0.16 | 0.24 | 0.16 | 0.51 | 0.32 | 0.22 | 0.36 | 0.31 | 0.25 | 0.29 | 0.40 | 0.29 | 0.35 | 0.37 | 1.00 | 0.42 | 0.25 | 0.35 | 0.43 | 0.52 | 0.48 | 0.39 | 0.39 | 0.48 |
ARGT | 0.09 | -0.04 | 0.23 | 0.09 | 0.23 | 0.29 | 0.31 | 0.23 | 0.20 | 0.20 | 0.17 | 0.21 | 0.50 | 0.29 | 0.36 | 0.35 | 0.29 | 0.28 | 0.26 | 0.35 | 0.30 | 0.38 | 0.33 | 0.42 | 1.00 | 0.36 | 0.41 | 0.42 | 0.39 | 0.39 | 0.43 | 0.43 | 0.50 |
VALE | 0.17 | 0.18 | 0.23 | 0.15 | 0.29 | 0.21 | 0.21 | 0.16 | 0.24 | 0.16 | 0.31 | 0.19 | 0.28 | 0.35 | 0.31 | 0.24 | 0.35 | 0.39 | 0.19 | 0.26 | 0.49 | 0.30 | 0.35 | 0.25 | 0.36 | 1.00 | 0.70 | 0.43 | 0.35 | 0.36 | 0.33 | 0.42 | 0.59 |
SID | 0.15 | 0.17 | 0.17 | 0.17 | 0.29 | 0.27 | 0.24 | 0.32 | 0.22 | 0.28 | 0.31 | 0.28 | 0.26 | 0.37 | 0.25 | 0.29 | 0.40 | 0.33 | 0.25 | 0.30 | 0.45 | 0.29 | 0.29 | 0.35 | 0.41 | 0.70 | 1.00 | 0.36 | 0.35 | 0.40 | 0.44 | 0.36 | 0.54 |
SQM | 0.11 | 0.14 | 0.24 | 0.16 | 0.28 | 0.31 | 0.22 | 0.10 | 0.24 | 0.15 | 0.28 | 0.14 | 0.29 | 0.28 | 0.35 | 0.39 | 0.23 | 0.45 | 0.39 | 0.32 | 0.45 | 0.39 | 0.58 | 0.43 | 0.42 | 0.43 | 0.36 | 1.00 | 0.48 | 0.46 | 0.34 | 0.37 | 0.55 |
PATH | 0.18 | 0.15 | 0.14 | 0.13 | 0.13 | 0.30 | 0.29 | 0.19 | 0.17 | 0.20 | 0.44 | 0.17 | 0.42 | 0.33 | 0.20 | 0.46 | 0.26 | 0.29 | 0.39 | 0.35 | 0.27 | 0.41 | 0.46 | 0.52 | 0.39 | 0.35 | 0.35 | 0.48 | 1.00 | 0.57 | 0.39 | 0.57 | 0.49 |
SQ | 0.14 | 0.16 | 0.18 | 0.14 | 0.09 | 0.26 | 0.30 | 0.25 | 0.28 | 0.23 | 0.42 | 0.23 | 0.35 | 0.34 | 0.31 | 0.35 | 0.31 | 0.32 | 0.33 | 0.39 | 0.35 | 0.38 | 0.40 | 0.48 | 0.39 | 0.36 | 0.40 | 0.46 | 0.57 | 1.00 | 0.45 | 0.51 | 0.52 |
PCY | 0.17 | 0.13 | 0.06 | 0.19 | 0.15 | 0.22 | 0.36 | 0.77 | 0.25 | 0.80 | 0.28 | 0.80 | 0.28 | 0.27 | 0.34 | 0.34 | 0.45 | 0.21 | 0.39 | 0.30 | 0.21 | 0.24 | 0.30 | 0.39 | 0.43 | 0.33 | 0.44 | 0.34 | 0.39 | 0.45 | 1.00 | 0.42 | 0.41 |
JEPI | 0.44 | 0.27 | 0.22 | 0.26 | 0.16 | 0.26 | 0.31 | 0.17 | 0.25 | 0.21 | 0.46 | 0.20 | 0.37 | 0.37 | 0.32 | 0.30 | 0.32 | 0.35 | 0.37 | 0.45 | 0.34 | 0.37 | 0.35 | 0.39 | 0.43 | 0.42 | 0.36 | 0.37 | 0.57 | 0.51 | 0.42 | 1.00 | 0.55 |
EEM | 0.13 | 0.15 | 0.22 | 0.13 | 0.25 | 0.25 | 0.41 | 0.20 | 0.34 | 0.17 | 0.34 | 0.20 | 0.43 | 0.61 | 0.43 | 0.40 | 0.44 | 0.56 | 0.39 | 0.40 | 0.77 | 0.45 | 0.41 | 0.48 | 0.50 | 0.59 | 0.54 | 0.55 | 0.49 | 0.52 | 0.41 | 0.55 | 1.00 |