RPC Growth

Specification

Policy

Rebalancing Interval	Quarterly
Weights Algorithm	Constant Weights

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%

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 2019-11-25 to 2025-04-17 (5y 4m 23d)

Returns (annualized)

Portfolio	10.58%
Benchmark	12.02%

Risk (annualized)

Portfolio	25.36%
Benchmark	21.42%

Sharpe (annualized)

Portfolio	0.42
Benchmark	0.52

Excess Return (annualized)

-1.44%

Tracking Error (annualized)

16.36%

Information Ratio

-0.09

Statistic	Portfolio	Benchmark
Downside Volatility	27.01%	22.75%
Sortino Ratio	0.40	0.49
Calmar Ratio	0.25	0.33
Ulcer Index	13.26	14.95
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,897	$-4,981
VaR (99.9% Confidence)	$-7,833	$-6,617
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

3.56

Skew

-0.28

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark
Market Factor	1.0905	1.0905
Size Factor	0.3855	0.3855
Duration Factor	1.1455	1.1455
Yield Curve Factor	0.0927	0.0927
Inflation Factor	0.2553	0.2553

Adjusted R²

Portfolio	0.93
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00