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 2025-11-18 (5y 11m 24d)

Returns (annualized)

Portfolio	14.00%
Benchmark	15.16%

Risk (annualized)

Portfolio	24.60%
Benchmark	20.74%

Sharpe (annualized)

Portfolio	0.55
Benchmark	0.66

Excess Return (annualized)

-1.16%

Tracking Error (annualized)

15.83%

Information Ratio

-0.07

Statistic	Portfolio	Benchmark
Downside Volatility	26.23%	22.01%
Sortino Ratio	0.51	0.62
Calmar Ratio	0.31	0.40
Ulcer Index	13.44	15.01
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,720	$-4,823
VaR (99.9% Confidence)	$-7,598	$-6,406
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

3.75

Skew

-0.30

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0869	1.0513	0.0356
Size Factor	0.3897	-0.0843	0.4740
Duration Factor	1.1493	-0.0422	1.1915
Yield Curve Factor	0.0903	0.0132	0.0771
Inflation Factor	0.2637	-0.0285	0.2922

Adjusted R²

Portfolio	0.93
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00