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 2025-10-16 (5y 10m 21d)

Returns (annualized)

Portfolio	15.19%
Benchmark	15.43%

Risk (annualized)

Portfolio	24.68%
Benchmark	20.84%

Sharpe (annualized)

Portfolio	0.59
Benchmark	0.67

Excess Return (annualized)

-0.24%

Tracking Error (annualized)

15.89%

Information Ratio

-0.02

Statistic	Portfolio	Benchmark
Downside Volatility	26.33%	22.09%
Sortino Ratio	0.55	0.63
Calmar Ratio	0.33	0.41
Ulcer Index	13.40	15.00
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,740	$-4,846
VaR (99.9% Confidence)	$-7,625	$-6,437
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

3.75

Skew

-0.30

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0869	1.0514	0.0355
Size Factor	0.3855	-0.0849	0.4704
Duration Factor	1.1495	-0.0426	1.1921
Yield Curve Factor	0.0910	0.0133	0.0777
Inflation Factor	0.2653	-0.0288	0.2941

Adjusted R²

Portfolio	0.93
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00