RPC Growth
Specification
Policy
Rebalancing Interval | Quarterly |
---|---|
Weights Algorithm | Constant Weights |
Assets
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.
Assets Report
Policy Report
Backtest Report
From to (4y 5m)
Returns (annualized)
Portfolio | 10.81% |
---|---|
Benchmark | 13.38% |
Risk (annualized)
Portfolio | 26.03% |
---|---|
Benchmark | 21.77% |
Sharpe (annualized)
Portfolio | 0.45 |
---|---|
Benchmark | 0.59 |
Excess Return (annualized)
-2.56% |
Tracking Error (annualized)
17.23% |
Risk Free Rate (annualized)
2.10% |
Growth Charts
Historical Weights
Return Distribution
Excess Kurtosis
3.33 |
Skew
-0.31 |
Factor Analysis
Data Table
Factor | Portfolio | Benchmark |
---|---|---|
Market Factor | 1.0891 | 1.0891 |
Size Factor | 0.3792 | 0.3792 |
Duration Factor | 1.1508 | 1.1508 |
Yield Curve Factor | 0.0868 | 0.0868 |
Inflation Factor | 0.2519 | 0.2519 |
Adjusted R2
Portfolio | 0.92 |
---|---|
Benchmark | 0.96 |
Intercept
Portfolio | 0.00 |
---|---|
Benchmark | 0.00 |