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 2025-11-10 (5y 11m 16d)

Returns (annualized)

Portfolio	14.85%
Benchmark	15.85%

Risk (annualized)

Portfolio	24.61%
Benchmark	20.76%

Sharpe (annualized)

Portfolio	0.58
Benchmark	0.68

Excess Return (annualized)

-1.00%

Tracking Error (annualized)

15.85%

Information Ratio

-0.06

Statistic	Portfolio	Benchmark
Downside Volatility	26.22%	22.04%
Sortino Ratio	0.54	0.64
Calmar Ratio	0.33	0.42
Ulcer Index	13.43	15.01
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,723	$-4,828
VaR (99.9% Confidence)	$-7,603	$-6,413
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

3.76

Skew

-0.30

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0870	1.0514	0.0356
Size Factor	0.3889	-0.0847	0.4736
Duration Factor	1.1489	-0.0423	1.1911
Yield Curve Factor	0.0904	0.0133	0.0771
Inflation Factor	0.2641	-0.0286	0.2928

Adjusted R²

Portfolio	0.93
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00