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)

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 2025-06-12 (5y 6m 18d)

Returns (annualized)

Portfolio	12.81%
Benchmark	14.47%

Risk (annualized)

Portfolio	25.16%
Benchmark	21.32%

Sharpe (annualized)

Portfolio	0.50
Benchmark	0.62

Excess Return (annualized)

-1.66%

Tracking Error (annualized)

16.21%

Information Ratio

-0.10

Statistic	Portfolio	Benchmark
Downside Volatility	26.86%	22.62%
Sortino Ratio	0.47	0.58
Calmar Ratio	0.29	0.39
Ulcer Index	13.28	14.95
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,851	$-4,959
VaR (99.9% Confidence)	$-7,773	$-6,587
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

3.61

Skew

-0.30

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark
Market Factor	1.0890	1.0890
Size Factor	0.3871	0.3871
Duration Factor	1.1465	1.1465
Yield Curve Factor	0.0912	0.0912
Inflation Factor	0.2565	0.2565

Adjusted R²

Portfolio	0.93
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00