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 6m 23d)

Returns (annualized)

Portfolio 12.37%
Benchmark 15.01%

Risk (annualized)

Portfolio 25.82%
Benchmark 21.50%

Sharpe (annualized)

Portfolio 0.50
Benchmark 0.66

Excess Return (annualized)

-2.64%

Tracking Error (annualized)

17.07%

Risk Free Rate (annualized)

2.20%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

3.36

Skew

-0.32
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 1.0896 1.0896
Size Factor 0.3787 0.3787
Duration Factor 1.1522 1.1522
Yield Curve Factor 0.0866 0.0866
Inflation Factor 0.2537 0.2537

Adjusted R2

Portfolio 0.92
Benchmark 0.96

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution