Bryan Taylor
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | Technology Equities | 78% |
IUCM.L iShares S&P 500 Communication Sector UCITS ETF USD Acc | Communications Equities | 22% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Sep 19, 2018, corresponding to the inception date of IUCM.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 3.96% | -2.00% | 12.02% | 14.19% | 10.85% |
| Bryan Taylor | -1.27% | 6.54% | 0.90% | 18.13% | 20.91% | N/A |
| Portfolio components: | ||||||
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | -3.15% | 7.11% | -0.89% | 15.94% | 22.33% | N/A |
IUCM.L iShares S&P 500 Communication Sector UCITS ETF USD Acc | 5.06% | 4.49% | 6.90% | 25.30% | 15.40% | N/A |
Monthly Returns
The table below presents the monthly returns of Bryan Taylor, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.17% | -4.64% | -8.31% | 1.65% | 11.27% | -1.27% | |||||||
| 2024 | 4.31% | 4.99% | 3.23% | -3.62% | 6.31% | 11.10% | -3.56% | 0.51% | 3.14% | 0.83% | 4.53% | 2.20% | 38.60% |
| 2023 | 10.37% | -0.32% | 9.51% | 1.19% | 10.15% | 5.37% | 3.64% | -0.76% | -5.90% | -1.68% | 11.82% | 4.98% | 58.06% |
| 2022 | -8.77% | -3.70% | 3.68% | -10.95% | -3.04% | -8.57% | 9.31% | -3.98% | -9.95% | 3.12% | 2.62% | -5.02% | -31.68% |
| 2021 | -0.43% | 2.26% | 1.76% | 5.76% | -0.53% | 5.60% | 3.38% | 4.10% | -5.26% | 5.39% | 3.08% | 3.43% | 31.87% |
| 2020 | 3.79% | -8.66% | -6.04% | 10.98% | 5.34% | 6.09% | 4.79% | 12.26% | -4.73% | -4.24% | 9.43% | 6.48% | 38.13% |
| 2019 | 7.26% | 5.64% | 4.13% | 6.09% | -6.76% | 6.60% | 5.07% | -3.45% | 1.84% | 3.65% | 5.38% | 3.66% | 45.53% |
| 2018 | 1.70% | -7.35% | -2.61% | -7.21% | -14.84% |
Expense Ratio
Bryan Taylor has an expense ratio of 0.15%, 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
The current rank of Bryan Taylor is 44, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 0.50 | 0.98 | 1.13 | 0.60 | 1.96 |
IUCM.L iShares S&P 500 Communication Sector UCITS ETF USD Acc | 1.30 | 1.90 | 1.25 | 1.35 | 4.66 |
Loading data...
Dividends
Dividend yield
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Bryan Taylor. 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 Bryan Taylor was 35.55%, occurring on Oct 11, 2022. Recovery took 193 trading sessions.
The current Bryan Taylor drawdown is 3.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.55% | Dec 31, 2021 | 195 | Oct 11, 2022 | 193 | Jul 19, 2023 | 388 |
| -30.82% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 10, 2020 | 76 |
| -23.98% | Feb 18, 2025 | 35 | Apr 7, 2025 | — | — | — |
| -20.89% | Oct 3, 2018 | 59 | Dec 24, 2018 | 68 | Apr 2, 2019 | 127 |
| -13.08% | Jul 11, 2024 | 18 | Aug 5, 2024 | 55 | Oct 22, 2024 | 73 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.52, 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
| ^GSPC | IUCM.L | IITU.L | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.50 | 0.60 | 0.60 |
| IUCM.L | 0.50 | 1.00 | 0.74 | 0.82 |
| IITU.L | 0.60 | 0.74 | 1.00 | 0.99 |
| Portfolio | 0.60 | 0.82 | 0.99 | 1.00 |