Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RiskParity-Entire, 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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The earliest data available for this chart is Jun 24, 2024, corresponding to the inception date of TIME
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio RiskParity-Entire | 0.07% | 0.09% | 0.70% | 1.62% | 4.36% | — | — | — |
| Portfolio components: | ||||||||
CDX Simplify High Yield PLUS Credit Hedge ETF | -0.28% | -2.09% | -2.06% | -2.45% | 0.95% | 7.78% | — | — |
OXLC Oxford Lane Capital Corp. | -1.30% | 25.24% | -24.57% | -29.59% | -41.47% | -8.19% | -3.50% | 4.37% |
KBWD Invesco KBW High Dividend Yield Financial ETF | 1.25% | -2.85% | -4.23% | -0.72% | 2.59% | 7.82% | 2.04% | 5.38% |
SVOL Simplify Volatility Premium ETF | 0.58% | -3.74% | -7.08% | -4.61% | 10.50% | 6.15% | — | — |
EIC Eagle Point Income Company Inc. | -0.84% | -2.75% | -14.13% | -23.07% | -26.60% | 0.68% | 3.00% | — |
SRLN SPDR Blackstone Senior Loan ETF | 0.15% | 0.70% | -1.24% | 0.42% | 6.75% | 7.52% | 4.53% | 4.54% |
HYMB SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF | 0.16% | -0.80% | 0.99% | 2.35% | 2.69% | 4.39% | 0.52% | 2.50% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 0.20% | -0.19% | 0.18% | 1.33% | 7.88% | 7.98% | 4.80% | 5.89% |
OXLCP Oxford Lane Capital Corp. | 0.24% | 1.26% | 2.63% | 4.45% | 9.35% | 9.74% | 7.11% | — |
OXLCN Oxford Lane Capital Corp. 7.125% Series 2029 Term Preferred Stock | 0.00% | 0.08% | 1.84% | 3.31% | 8.89% | 10.12% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jun 25, 2024, RiskParity-Entire's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, your investment would double in approximately 15.2 years.
Historically, 96% of months were positive and 4% were negative. The best month was Jul 2024 with a return of +0.8%, while the worst month was Mar 2026 at -0.0%. The longest winning streak lasted 21 consecutive months, and the longest losing streak was 1 months.
On a daily basis, RiskParity-Entire closed higher 68% of trading days. The best single day was Apr 9, 2025 with a return of +0.6%, while the worst single day was Apr 4, 2025 at -0.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.53% | 0.09% | -0.04% | 0.12% | 0.70% | ||||||||
| 2025 | 0.77% | 0.37% | 0.10% | 0.26% | 0.62% | 0.52% | 0.38% | 0.65% | 0.06% | 0.23% | 0.39% | 0.36% | 4.79% |
| 2024 | 0.10% | 0.81% | 0.56% | 0.73% | 0.33% | 0.60% | 0.21% | 3.38% |
Benchmark Metrics
RiskParity-Entire has an annualized alpha of 4.42%, beta of 0.05, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since June 25, 2024.
- This portfolio captured 16.94% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.85%) — a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 4.42% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.05 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
- 4.42%
- Beta
- 0.05
- R²
- 0.61
- Upside Capture
- 16.94%
- Downside Capture
- -10.85%
Expense Ratio
RiskParity-Entire has an expense ratio of 0.28%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
RiskParity-Entire ranks 97 for risk / return — in the top 97% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.41 | 0.88 | +2.53 |
Sortino ratioReturn per unit of downside risk | 5.02 | 1.37 | +3.65 |
Omega ratioGain probability vs. loss probability | 1.97 | 1.21 | +0.77 |
Calmar ratioReturn relative to maximum drawdown | 4.19 | 1.39 | +2.80 |
Martin ratioReturn relative to average drawdown | 27.87 | 6.43 | +21.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
CDX Simplify High Yield PLUS Credit Hedge ETF | 10 | -0.05 | 0.04 | 1.01 | 0.05 | 0.08 |
OXLC Oxford Lane Capital Corp. | 6 | -1.21 | -1.72 | 0.77 | -0.75 | -1.45 |
KBWD Invesco KBW High Dividend Yield Financial ETF | 10 | -0.02 | 0.11 | 1.01 | -0.04 | -0.11 |
SVOL Simplify Volatility Premium ETF | 14 | 0.06 | 0.40 | 1.06 | 0.16 | 0.51 |
EIC Eagle Point Income Company Inc. | 4 | -1.11 | -1.44 | 0.80 | -0.92 | -1.87 |
SRLN SPDR Blackstone Senior Loan ETF | 66 | 1.33 | 1.94 | 1.35 | 1.74 | 6.10 |
HYMB SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF | 22 | 0.52 | 0.64 | 1.12 | 0.60 | 1.48 |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 70 | 1.28 | 1.89 | 1.32 | 1.78 | 10.12 |
OXLCP Oxford Lane Capital Corp. | 92 | 2.04 | 2.93 | 1.40 | 6.29 | 23.66 |
OXLCN Oxford Lane Capital Corp. 7.125% Series 2029 Term Preferred Stock | 84 | 1.42 | 2.03 | 1.30 | 3.94 | 12.91 |
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Dividends
Dividend yield
RiskParity-Entire provided a 5.29% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.29% | 5.27% | 5.91% | 6.49% | 3.31% | 1.12% | 1.26% | 1.74% | 1.58% | 0.95% | 0.71% | 0.67% |
| Portfolio components: | ||||||||||||
CDX Simplify High Yield PLUS Credit Hedge ETF | 8.42% | 7.18% | 12.60% | 5.26% | 7.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OXLC Oxford Lane Capital Corp. | 51.72% | 35.86% | 20.12% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% |
KBWD Invesco KBW High Dividend Yield Financial ETF | 13.93% | 12.83% | 12.45% | 11.45% | 11.32% | 7.26% | 9.68% | 8.63% | 9.47% | 8.77% | 8.68% | 8.89% |
SVOL Simplify Volatility Premium ETF | 22.93% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EIC Eagle Point Income Company Inc. | 18.02% | 17.35% | 15.44% | 13.59% | 11.03% | 7.78% | 10.39% | 3.65% | 0.00% | 0.00% | 0.00% | 0.00% |
SRLN SPDR Blackstone Senior Loan ETF | 7.69% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
HYMB SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF | 4.59% | 4.55% | 4.29% | 4.07% | 3.77% | 3.19% | 3.55% | 3.95% | 4.03% | 3.78% | 4.08% | 4.54% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 7.12% | 7.12% | 7.47% | 7.20% | 5.85% | 4.21% | 5.34% | 5.64% | 5.69% | 5.64% | 5.65% | 5.81% |
OXLCP Oxford Lane Capital Corp. | 6.29% | 6.35% | 6.49% | 6.82% | 6.89% | 6.18% | 6.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OXLCN Oxford Lane Capital Corp. 7.125% Series 2029 Term Preferred Stock | 7.33% | 7.33% | 7.34% | 7.68% | 4.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 RiskParity-Entire. 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 RiskParity-Entire was 1.00%, occurring on Apr 7, 2025. Recovery took 12 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -1% | Apr 3, 2025 | 3 | Apr 7, 2025 | 12 | Apr 24, 2025 | 15 |
| -0.33% | Mar 3, 2026 | 19 | Mar 27, 2026 | 4 | Apr 2, 2026 | 23 |
| -0.33% | Aug 1, 2024 | 3 | Aug 5, 2024 | 4 | Aug 9, 2024 | 7 |
| -0.28% | Dec 16, 2024 | 3 | Dec 18, 2024 | 8 | Dec 31, 2024 | 11 |
| -0.23% | Jan 30, 2026 | 5 | Feb 5, 2026 | 4 | Feb 11, 2026 | 9 |
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 105 assets, with an effective number of assets of 6.03, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.