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Byan Risk Parity SRLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

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


160.00%180.00%200.00%220.00%240.00%December2025FebruaryMarchAprilMay
242.62%
193.45%
Byan Risk Parity SRLN
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR

Returns By Period

As of May 9, 2025, the Byan Risk Parity SRLN returned 9.55% Year-To-Date and 11.86% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Byan Risk Parity SRLN9.55%18.21%7.21%23.19%16.11%11.86%
SRLN
SPDR Blackstone Senior Loan ETF
0.40%3.73%1.40%5.73%6.11%3.59%
IVW
iShares S&P 500 Growth ETF
-4.18%17.14%-3.39%15.65%15.39%13.48%
IAU
iShares Gold Trust
25.91%10.71%22.09%42.82%13.30%10.07%
^N225
Nikkei 225
0.85%14.70%0.59%5.32%6.07%4.48%
QUAL
iShares Edge MSCI USA Quality Factor ETF
-3.49%12.50%-6.31%7.04%14.21%11.45%
QQQ
Invesco QQQ
-4.34%17.36%-4.62%11.64%16.83%16.38%
IEUR
iShares Core MSCI Europe ETF
16.97%17.47%11.05%11.71%12.59%5.63%
ICSH
iShares Ultra Short-Term Bond ETF
1.66%0.37%2.37%5.34%2.82%2.25%
*Annualized

Monthly Returns

The table below presents the monthly returns of Byan Risk Parity SRLN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.33%-0.41%-0.31%3.76%1.92%9.55%
20240.85%4.78%4.90%-2.92%4.55%1.43%3.38%2.42%3.09%0.00%1.13%-1.39%24.22%
20239.14%-4.03%6.56%1.57%0.95%4.26%3.10%-1.74%-5.62%0.10%8.90%4.51%29.97%
2022-5.72%-0.83%2.24%-8.94%-2.25%-8.98%7.18%-4.48%-11.21%4.42%9.60%-2.82%-21.69%
2021-1.55%-0.62%0.59%4.99%3.57%-0.90%1.32%2.72%-3.54%3.85%-1.73%4.18%13.21%
20201.18%-7.01%-13.81%12.50%7.45%3.70%8.12%6.03%-3.44%-2.39%9.21%6.84%28.16%
20197.49%2.97%0.16%4.13%-4.81%7.71%0.73%1.10%0.92%3.31%1.03%4.49%32.68%
20186.23%-2.99%-1.55%0.57%0.46%-1.88%1.41%1.44%0.88%-5.66%-0.03%-5.46%-6.94%
20174.11%3.32%0.92%2.35%2.38%-1.01%2.89%1.61%0.14%2.88%2.26%1.40%25.77%
2016-3.07%3.39%4.64%3.03%-1.05%1.55%5.43%-0.73%0.85%-1.79%-3.41%1.98%10.86%
20152.64%3.32%-1.65%1.96%1.36%-1.89%-0.46%-4.25%-4.20%7.66%-2.46%-1.85%-0.47%
20142.77%-1.81%1.39%-3.58%-0.13%1.97%-0.96%-0.50%

Expense Ratio

Byan Risk Parity SRLN has an expense ratio of 0.49%, 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, Byan Risk Parity SRLN is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Byan Risk Parity SRLN is 8383
Overall Rank
The Sharpe Ratio Rank of Byan Risk Parity SRLN is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of Byan Risk Parity SRLN is 7979
Sortino Ratio Rank
The Omega Ratio Rank of Byan Risk Parity SRLN is 8383
Omega Ratio Rank
The Calmar Ratio Rank of Byan Risk Parity SRLN is 8181
Calmar Ratio Rank
The Martin Ratio Rank of Byan Risk Parity SRLN is 8686
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SRLN
SPDR Blackstone Senior Loan ETF
1.452.081.451.287.64
IVW
iShares S&P 500 Growth ETF
0.610.841.120.541.80
IAU
iShares Gold Trust
2.292.871.374.4412.52
^N225
Nikkei 225
0.170.371.050.130.39
QUAL
iShares Edge MSCI USA Quality Factor ETF
0.360.461.070.230.87
QQQ
Invesco QQQ
0.450.611.090.341.10
IEUR
iShares Core MSCI Europe ETF
0.590.791.110.591.55
ICSH
iShares Ultra Short-Term Bond ETF
11.2726.075.9862.29330.16

The current Byan Risk Parity SRLN Sharpe ratio is 1.25. 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 0.44 to 0.96, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Byan Risk Parity SRLN 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.25
0.48
Byan Risk Parity SRLN
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Byan Risk Parity SRLN provided a 1.83% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.83%1.82%2.12%2.80%2.76%2.46%2.12%2.28%2.12%2.57%2.94%2.27%
SRLN
SPDR Blackstone Senior Loan ETF
8.35%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%3.66%
IVW
iShares S&P 500 Growth ETF
0.47%0.43%1.03%0.89%0.46%0.82%1.63%1.28%1.30%1.51%1.51%1.37%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
^N225
Nikkei 225
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QUAL
iShares Edge MSCI USA Quality Factor ETF
1.07%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
IEUR
iShares Core MSCI Europe ETF
3.03%3.54%3.17%3.05%2.87%2.13%3.26%3.76%2.64%3.19%2.79%0.64%
ICSH
iShares Ultra Short-Term Bond ETF
4.97%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%0.46%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.57%
-7.82%
Byan Risk Parity SRLN
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Byan Risk Parity SRLN. 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 Byan Risk Parity SRLN was 33.89%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.

The current Byan Risk Parity SRLN drawdown is 0.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.89%Feb 20, 202023Mar 23, 202081Jul 14, 2020104
-30.85%Nov 19, 2021236Oct 14, 2022317Dec 26, 2023553
-17.68%Jan 29, 2018237Dec 25, 2018125Jun 19, 2019362
-15.29%May 18, 2015178Jan 21, 2016121Jul 8, 2016299
-15.23%Feb 19, 202534Apr 7, 202519May 2, 202553

Volatility

Volatility Chart

The current Byan Risk Parity SRLN volatility is 3.13%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
3.13%
11.21%
Byan Risk Parity SRLN
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 1.03, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCICSHIAU^N225SRLNIEURQQQIVWQUALPortfolio
^GSPC1.000.060.000.070.480.750.910.950.970.72
ICSH0.061.000.110.080.040.070.060.060.060.07
IAU0.000.111.000.150.090.150.010.010.010.48
^N2250.070.080.151.000.110.140.070.060.080.46
SRLN0.480.040.090.111.000.450.420.440.470.51
IEUR0.750.070.150.140.451.000.650.680.720.71
QQQ0.910.060.010.070.420.651.000.960.880.69
IVW0.950.060.010.060.440.680.961.000.930.71
QUAL0.970.060.010.080.470.720.880.931.000.71
Portfolio0.720.070.480.460.510.710.690.710.711.00
The correlation results are calculated based on daily price changes starting from Jun 13, 2014