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)

This portfolio is listed on the Community Portfolios page.

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 2025-08-28 (5y 9m 3d)

Returns (annualized)

Portfolio	13.97%
Benchmark	15.41%

Risk (annualized)

Portfolio	24.87%
Benchmark	21.02%

Sharpe (annualized)

Portfolio	0.54
Benchmark	0.66

Excess Return (annualized)

-1.44%

Tracking Error (annualized)

16.03%

Information Ratio

-0.09

Statistic	Portfolio	Benchmark
Downside Volatility	26.52%	22.26%
Sortino Ratio	0.51	0.62
Calmar Ratio	0.31	0.41
Ulcer Index	13.34	14.98
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,784	$-4,887
VaR (99.9% Confidence)	$-7,683	$-6,491
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

3.69

Skew

-0.30

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0869	1.0517	0.0352
Size Factor	0.3856	-0.0851	0.4707
Duration Factor	1.1495	-0.0410	1.1904
Yield Curve Factor	0.0909	0.0140	0.0769
Inflation Factor	0.2642	-0.0288	0.2930

Adjusted R²

Portfolio	0.93
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00