Coy’s ETFs + new new stock heavy

The chart shows the growth of an initial investment of $10,000 in Coy’s ETFs + new new stock heavy , 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.

Based on dividend-adjusted daily data since Apr 11, 2023, Coy’s ETFs + new new stock heavy 's average daily return is +0.28%, while the average monthly return is +6.09%. At this rate, an investment would double in approximately 1.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2024 with a return of +69.3%, while the worst month was Nov 2025 at -11.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Coy’s ETFs + new new stock heavy closed higher 55% of trading days. The best single day was Dec 16, 2024 with a return of +18.9%, while the worst single day was Dec 19, 2024 at -22.3%.

Coy’s ETFs + new new stock heavy has an annualized alpha of 53.48%, beta of 1.46, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since April 11, 2023.

• This portfolio captured 327.69% of S&P 500 Index gains but only 51.59% of its losses - a favorable profile for investors.
• R2 of 0.30 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Coy’s ETFs + new new stock heavy has an expense ratio of 0.32%, 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.

Coy’s ETFs + new new stock heavy ranks 13 for risk / return — in the bottom 13% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 new stock heavy Sharpe ratio is 0.81 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 new stock heavy compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Coy’s ETFs + new new stock heavy provided a 0.65% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Coy’s ETFs + new new stock heavy . 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 new stock heavy was 31.09%, occurring on Apr 8, 2025. Recovery took 42 trading sessions.

The current Coy’s ETFs + new new stock heavy drawdown is 11.27%.

The chart below shows the rolling one-month volatility.