14.45%
| Asset ID | Name | Earliest Return Date |
Latest Return Date |
Type | |
| 63830a84808f12399b2ac044 | Levered Risk Parity | 2017-11-09 | 2023-05-24 | Portfolio | |
| 6382f3b0989d27fa2b8d1340 | Levered Equity | 2014-01-23 | 2023-05-24 | Portfolio | |
| 5f4a9ee9de1ff523f34f9e70 | Managed Futures | 2014-07-02 | 2023-05-23 | Portfolio | |
Benchmark |
|||||
| SPY | SPDR S&P 500 ETF Trust | 1999-11-02 | 2023-05-24 | ETF |
| 1 Day | 1 Week | 1 Month | 3 Months | 1 Year | 3 Years | 5 Years | 10 Years | Since Inception | Inception Date | |
| Levered Risk Parity | -1.40 | -2.12 | -5.11 | -2.15 | -17.82 | -1.40 | 3.47 | 2.94 | 2017-11-09 | |
| Levered Equity | -6.06 | -2.26 | -7.35 | -9.53 | -19.05 | 12.32 | -4.89 | 3.37 | 2014-01-23 | |
| Managed Futures | -0.32 | 1.83 | 1.63 | -4.12 | -3.12 | 10.60 | 6.24 | 5.13 | 2014-07-02 | |
| Benchmark | -1.55 | 0.17 | -0.23 | 2.49 | 4.39 | 11.17 | 8.66 | 9.68 | 5.62 | 1999-11-02 |
| 1 Week | 1 Month | 3 Months | 1 Year | 3 Years | 5 Years | 10 Years | Since Inception | Inception Date | |
| Levered Risk Parity | 0.61 | 0.86 | 0.93 | 21.52 | 18.65 | 19.06 | 18.66 | 2017-11-09 | |
| Levered Equity | 2.33 | 2.27 | 2.39 | 51.71 | 47.91 | 53.23 | 45.52 | 2014-01-23 | |
| Managed Futures | 0.50 | 0.37 | 0.97 | 12.33 | 12.72 | 13.05 | 12.49 | 2014-07-02 | |
| Benchmark | 0.77 | 0.76 | 0.77 | 17.71 | 15.86 | 17.78 | 14.60 | 17.25 | 1999-11-02 |
| 1 Year | 3 Years | 5 Years | 10 Years | Since Inception | Inception Date | |
| Levered Risk Parity | -1.72 | -0.08 | 0.37 | 0.32 | 2017-11-09 | |
| Levered Equity | -1.02 | 1.86 | 0.58 | 1.02 | 2014-01-23 | |
| Managed Futures | -0.29 | 0.93 | 0.56 | 0.46 | 2014-07-02 | |
| Benchmark | 0.44 | 1.00 | 0.81 | 0.86 | 0.54 | 1999-11-02 |
| Levered Risk Parity | Levered Equity | Managed Futures | |
| Levered Risk Parity | 1 | 0.51 | 0.16 |
| Levered Equity | 0.51 | 1 | 0.17 |
| Managed Futures | 0.16 | 0.17 | 1 |