RPC Growth

Specification

Benchmark
SPDR S&P 500 ETF Trust (SPY)

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 to (4y 3m 5d )

Returns (annualized)

Portfolio 12.45%
Benchmark 14.29%

Risk (annualized)

Portfolio 26.28%
Benchmark 22.05%

Sharpe (annualized)

Portfolio 0.50
Benchmark 0.63

Excess Return (annualized)

-1.84%

Tracking Error (annualized)

17.38%

Risk Free Rate (annualized)

1.99%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

3.29

Skew

-0.31
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 1.0906 1.0906
Size Factor 0.3713 0.3713
Duration Factor 0.9668 0.9668
Yield Curve Factor 0.1206 0.1206
Inflation Factor 0.2083 0.2083

Adjusted R2

Portfolio 0.92
Benchmark 0.96

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution