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Risk Parity
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 18.90%DBC 37.70%SPY 42.50%BondBondCommodityCommodityEquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Risk Parity, 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.


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Returns By Period

As of Jun 12, 2026, the Risk Parity returned 15.88% Year-To-Date and 10.62% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
1.75%-0.09%8.02%7.15%22.78%19.45%11.73%13.53%
Portfolio
Risk Parity
0.50%-3.24%15.88%15.52%26.20%15.76%10.89%10.62%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
0.01%0.28%1.56%1.77%3.87%4.63%3.43%2.19%
BND
Vanguard Total Bond Market ETF
0.58%0.58%0.64%0.72%4.91%4.06%0.06%1.60%
DBC
Invesco DB Commodity Index Tracking Fund
-1.10%-8.96%29.03%29.04%35.74%13.82%11.52%8.31%
SPY
State Street SPDR S&P 500 ETF
1.70%-0.06%8.48%7.66%24.09%20.90%13.23%15.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 30, 2007, Risk Parity's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +8.7%, while the worst month was Oct 2008 at -15.7%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Risk Parity closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +8.6%, while the worst single day was Mar 12, 2020 at -6.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.15%1.02%4.09%7.33%0.47%-1.87%15.88%
20252.30%-0.08%-1.48%-3.54%3.15%4.16%2.04%0.69%2.28%1.72%0.49%0.07%12.18%
20241.15%1.40%3.25%-1.54%2.29%1.60%-0.09%0.53%1.43%-0.30%1.97%-0.73%11.40%
20233.63%-3.24%2.09%0.51%-2.40%3.88%4.66%-0.94%-1.80%-1.89%3.83%1.55%9.87%
20220.34%1.22%4.92%-2.37%2.12%-6.55%3.66%-2.89%-7.41%5.13%3.64%-3.69%-2.91%
20210.66%4.80%1.34%5.37%1.80%2.46%1.75%0.61%-0.31%5.17%-3.66%4.40%26.84%

Benchmark Metrics

Risk Parity has an annualized alpha of 1.56%, beta of 0.56, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since May 30, 2007.

  • This portfolio participated in 67.31% of S&P 500 Index downside but only 62.33% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.56 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.56%
Beta
0.56
0.72
Upside Capture
62.33%
Downside Capture
67.31%

Expense Ratio

Risk Parity has an expense ratio of 0.37%, 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.


Return for Risk

Risk / Return Rank

Risk Parity ranks 96 for risk / return — in the top 96% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Risk Parity Risk / Return Rank: 9696
Overall Rank
Risk Parity Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
Risk Parity Sortino Ratio Rank: 9595
Sortino Ratio Rank
Risk Parity Omega Ratio Rank: 9797
Omega Ratio Rank
Risk Parity Calmar Ratio Rank: 9696
Calmar Ratio Rank
Risk Parity Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Risk Parity and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

3.22

1.85

+1.37

Sortino ratioReturn per unit of downside risk

4.22

2.52

+1.70

Omega ratioGain probability vs. loss probability

1.61

1.34

+0.27

Calmar ratioReturn relative to maximum drawdown

7.08

2.52

+4.56

Martin ratioReturn relative to average drawdown

24.71

11.31

+13.40


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
10019.59174.1687.91355.362,817.81
BND
Vanguard Total Bond Market ETF
441.321.981.231.845.38
DBC
Invesco DB Commodity Index Tracking Fund
721.902.511.334.0110.20
SPY
State Street SPDR S&P 500 ETF
731.972.671.362.7212.32

Sharpe Ratio

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 Risk Parity Sharpe ratio is 3.22 as of Jun 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.45 to 2.28, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Risk Parity compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Risk Parity provided a 2.18% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.18%2.47%3.22%3.08%1.43%0.91%1.10%1.87%1.91%1.25%1.34%1.36%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
BND
Vanguard Total Bond Market ETF
3.95%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
DBC
Invesco DB Commodity Index Tracking Fund
2.58%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.00%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Risk Parity. 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 Risk Parity was 42.81%, occurring on Mar 3, 2009. Recovery took 876 trading sessions.

The current Risk Parity drawdown is 3.24%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-42.81%Mar 2009
8mo 17d3y 5mo
4y 2moJun 2008 - Aug 2012
2016 bear market2016
-25.26%Jan 2016
1y 7mo1y 9mo
3y 4moJun 2014 - Nov 2017
COVID crash2020
-25.08%Mar 2020
2mo 2d7mo 23d
9mo 25dJan 2020 - Nov 2020
Rate-hike selloffLate 2018
-16.01%Dec 2018
2mo 21d11mo 3d
1y 1moOct 2018 - Nov 2019
Bear market2022
-14.75%Sep 2022
3mo 24d1y 3mo
1y 7moJun 2022 - Jan 2024

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 2.79, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.62

1.41

1.38

1.31

1.27

The portfolio has a diversification ratio of 1.27, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Risk Parity correlation to the S&P 500 Index

Risk Parity has a 0.44 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

0.77


Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 0.99, while BND has the lowest at -0.13.

BND
-0.13
BIL
-0.02
DBC
0.32
SPY
0.99

Portfolio Correlations

Correlation vs. Risk Parity. DBC has the highest portfolio correlation at 0.81, while BND has the lowest at -0.09.

BND
-0.09
BIL
-0.01
SPY
0.77
DBC
0.81

Asset Correlations Table

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

BILBNDDBCSPY
BIL1.000.01-0.00-0.02
BND0.011.00-0.12-0.13
DBC-0.00-0.121.000.32
SPY-0.02-0.130.321.00
The correlation results are calculated based on daily price changes starting from May 30, 2007
Diversification Analysis

Find what Risk Parity is missing

See which holdings overlap, where Risk Parity is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification