RPC Growth

Portfolio Specification

Assets

ProShares UltraPro S&P 500 ETF 3x Shares (UPRO)	15.00%
Direxion Dialy Small Cap Bull 3X Shares (TNA)	12.00%
Vanguard Extended Duration Treasury ETF (EDV)	15.00%
Direxion Daily 7-10 Year Treasury Bull 3X Shares (TYD)	18.00%
Direxion Daily Real Estate Bull 3X Shares (DRN)	5.00%
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC)	7.50%
iMGP DBi Managed Futures Strategy ETF (DBMF)	7.50%
SPDR Gold MiniShares Trust (GLDM)	15.00%
Grayscale Digital Large Cap Fund (GDLC)	5.00%

Policy

Rebalancing Interval	Quarterly
Weights Algorithm	Constant Weights

Benchmark

SPDR S&P 500 ETF Trust (SPY)

This portfolio is listed on the Community Portfolios page.

Portfolio Description

A portfolio designed by Risk Parity Chronicles (@rp_chronicles on Twitter) for those still in their accumulation stage looking to grow capital.

Policy Report

Backtest Report

From 2019-11-25 to 2026-03-06 (6y 3m 9d)

Returns (annualized)

Portfolio	14.77%
Benchmark	14.80%

Risk (annualized)

Portfolio	24.33%
Benchmark	20.40%

Sharpe (annualized)

Portfolio	0.58
Benchmark	0.65

Excess Return (annualized)

-0.03%

Tracking Error (annualized)

15.65%

Information Ratio

0.00

Statistic	Portfolio	Benchmark
Downside Volatility	26.00%	21.64%
Sortino Ratio	0.54	0.61
Calmar Ratio	0.32	0.39
Ulcer Index	13.54	15.04
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,658	$-4,744
VaR (99.9% Confidence)	$-7,516	$-6,302
Beta to Benchmark	0.92	N/A

Value at Risk (VaR) is calculated off a $10,000 portfolio value.

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

3.78

Skew

-0.30

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0861	1.0489	0.0372
Size Factor	0.3938	-0.0842	0.4781
Duration Factor	1.1473	-0.0433	1.1906
Yield Curve Factor	0.0909	0.0134	0.0775
Inflation Factor	0.2693	-0.0261	0.2954

Adjusted R²

Portfolio	0.92
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00