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Byan Risk Parity TIPS
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 TIPS, 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.


140.00%160.00%180.00%200.00%220.00%December2025FebruaryMarchAprilMay
172.25%
193.45%
Byan Risk Parity TIPS
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 TIPS returned 8.89% Year-To-Date and 9.64% 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 TIPS8.89%13.22%5.61%18.71%11.13%9.64%
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%
TIP
iShares TIPS Bond ETF
3.44%0.47%2.13%6.02%1.34%2.28%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.05%0.90%-0.09%3.04%0.74%8.89%
20240.97%2.99%3.85%-3.92%4.62%1.76%3.38%2.08%3.09%-1.88%0.95%-2.47%16.12%
20237.63%-3.98%7.21%1.00%0.23%2.49%2.21%-2.44%-6.02%-0.72%8.70%4.60%21.62%
2022-6.14%-0.20%0.60%-8.69%-1.04%-8.41%8.01%-5.90%-11.98%4.12%8.61%-3.38%-23.76%
2021-1.24%-1.55%0.59%4.74%2.90%-0.12%3.11%1.91%-3.66%4.04%-0.53%3.06%13.66%
20202.23%-4.55%-7.64%10.20%5.20%3.22%6.95%5.09%-3.21%-2.24%7.93%5.44%30.53%
20196.14%1.61%1.75%2.75%-2.78%6.41%0.37%2.28%-0.31%2.89%0.79%3.26%27.83%
20184.21%-3.15%-0.87%0.25%0.72%-0.89%0.60%1.59%-0.11%-5.86%0.66%-3.30%-6.35%
20173.79%2.75%0.76%2.09%1.85%-1.31%2.36%1.88%-0.29%2.38%1.98%1.57%21.60%
2016-1.72%3.00%4.32%1.95%-1.27%2.41%4.46%-0.93%0.95%-1.95%-3.85%1.22%8.51%
20154.13%1.30%-1.62%1.67%0.46%-2.18%0.40%-4.04%-3.37%6.62%-1.37%-1.77%-0.31%
20142.77%-1.43%1.73%-4.15%0.35%1.58%-1.27%-0.60%

Expense Ratio

Byan Risk Parity TIPS has an expense ratio of 0.22%, which is considered low. 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 TIPS 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 TIPS is 8383
Overall Rank
The Sharpe Ratio Rank of Byan Risk Parity TIPS is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of Byan Risk Parity TIPS is 7878
Sortino Ratio Rank
The Omega Ratio Rank of Byan Risk Parity TIPS is 8080
Omega Ratio Rank
The Calmar Ratio Rank of Byan Risk Parity TIPS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of Byan Risk Parity TIPS is 8484
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
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
TIP
iShares TIPS Bond ETF
1.191.531.200.513.17

The current Byan Risk Parity TIPS Sharpe ratio is 1.24. 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 TIPS 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
1.24
0.48
Byan Risk Parity TIPS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Byan Risk Parity TIPS provided a -0.30% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio-0.30%-0.66%-0.20%4.34%3.15%0.68%0.55%1.50%1.38%1.42%0.77%1.39%
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%
TIP
iShares TIPS Bond ETF
2.91%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%

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
-0.56%
-7.82%
Byan Risk Parity TIPS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Byan Risk Parity TIPS. 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 TIPS was 31.13%, occurring on Sep 30, 2022. Recovery took 427 trading sessions.

The current Byan Risk Parity TIPS drawdown is 0.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.13%Nov 19, 2021226Sep 30, 2022427May 15, 2024653
-24.99%Feb 20, 202020Mar 18, 202053Jun 1, 202073
-14.72%Jan 29, 2018237Dec 25, 2018117Jun 7, 2019354
-12.66%Apr 28, 2015192Jan 21, 201699Jun 8, 2016291
-10.71%Feb 21, 202532Apr 7, 202515Apr 28, 202547

Volatility

Volatility Chart

The current Byan Risk Parity TIPS volatility is 2.70%, 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
2.70%
11.21%
Byan Risk Parity TIPS
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 1.11, 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.

^GSPCICSH^N225TIPIAUIEURQQQQUALIVWPortfolio
^GSPC1.000.060.07-0.000.000.750.910.970.950.66
ICSH0.061.000.080.170.110.070.060.060.060.11
^N2250.070.081.000.130.150.140.070.080.060.45
TIP-0.000.170.131.000.410.050.020.010.010.47
IAU0.000.110.150.411.000.150.010.010.010.51
IEUR0.750.070.140.050.151.000.650.720.680.66
QQQ0.910.060.070.020.010.651.000.880.960.65
QUAL0.970.060.080.010.010.720.881.000.930.65
IVW0.950.060.060.010.010.680.960.931.000.65
Portfolio0.660.110.450.470.510.660.650.650.651.00
The correlation results are calculated based on daily price changes starting from Jun 13, 2014