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 2025-01-14 (5y 1m 20d)

Returns (annualized)

Portfolio	12.72%
Benchmark	14.83%

Risk (annualized)

Portfolio	25.19%
Benchmark	20.77%

Sharpe (annualized)

Portfolio	0.50
Benchmark	0.65

Excess Return (annualized)

-2.11%

Tracking Error (annualized)

16.53%

Information Ratio

-0.13

Statistic	Portfolio	Benchmark
Downside Volatility	26.93%	22.22%
Sortino Ratio	0.47	0.61
Calmar Ratio	0.29	0.40
Ulcer Index	13.23	14.94
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,857	$-4,830
VaR (99.9% Confidence)	$-7,780	$-6,416
Beta to Benchmark	0.92	N/A

Value at Risk (VaR) is calculated off a $10,000 portfolio value.

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

3.43

Skew

-0.34

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark
Market Factor	1.0897	1.0897
Size Factor	0.3823	0.3823
Duration Factor	1.1503	1.1503
Yield Curve Factor	0.0858	0.0858
Inflation Factor	0.2572	0.2572

Adjusted R²

Portfolio	0.92
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00