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 2025-09-25 (5y 10m)

Returns (annualized)

Portfolio	14.45%
Benchmark	15.52%

Risk (annualized)

Portfolio	24.75%
Benchmark	20.90%

Sharpe (annualized)

Portfolio	0.56
Benchmark	0.67

Excess Return (annualized)

-1.07%

Tracking Error (annualized)

15.95%

Information Ratio

-0.07

Statistic	Portfolio	Benchmark
Downside Volatility	26.36%	22.12%
Sortino Ratio	0.53	0.63
Calmar Ratio	0.32	0.41
Ulcer Index	13.38	14.99
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,756	$-4,859
VaR (99.9% Confidence)	$-7,646	$-6,455
Beta to Benchmark	0.91	N/A

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

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

3.74

Skew

-0.30

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0866	1.0516	0.0350
Size Factor	0.3854	-0.0853	0.4707
Duration Factor	1.1492	-0.0423	1.1915
Yield Curve Factor	0.0909	0.0131	0.0778
Inflation Factor	0.2649	-0.0290	0.2939

Adjusted R²

Portfolio	0.93
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00