Ryan Risk Parity

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

As of Apr 2, 2026, the Ryan Risk Parity returned 0.54% Year-To-Date and 6.10% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 25, 2012, Ryan Risk Parity's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, your investment would double in approximately 13.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +6.9%, while the worst month was Sep 2022 at -7.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Ryan Risk Parity closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +3.7%, while the worst single day was Mar 18, 2020 at -3.8%.

Ryan Risk Parity has an annualized alpha of 1.91%, beta of 0.26, and R² of 0.37 versus S&P 500 Index. Calculated based on daily prices since October 25, 2012.

• This portfolio participated in 43.29% of S&P 500 Index downside but only 36.33% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.26 may look defensive, but with R² of 0.37 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.37 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Ryan Risk Parity has an expense ratio of 0.21%, 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.

Ryan Risk Parity ranks 76 for risk / return — better than 76% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

Ryan Risk Parity Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.70
• 5-Year: 0.50
• 10-Year: 0.77
• All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, 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 Ryan Risk Parity compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Ryan Risk Parity provided a 2.64% 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 Ryan 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 Ryan Risk Parity was 24.49%, occurring on Oct 20, 2022. Recovery took 483 trading sessions.

The current Ryan Risk Parity drawdown is 4.37%.

The chart below shows the rolling one-month volatility.