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 2025-05-14 (5y 5m 19d)

Returns (annualized)

Portfolio	11.88%
Benchmark	14.13%

Risk (annualized)

Portfolio	25.27%
Benchmark	21.43%

Sharpe (annualized)

Portfolio	0.47
Benchmark	0.60

Excess Return (annualized)

-2.25%

Tracking Error (annualized)

16.30%

Information Ratio

-0.14

Statistic	Portfolio	Benchmark
Downside Volatility	26.92%	22.73%
Sortino Ratio	0.44	0.57
Calmar Ratio	0.27	0.38
Ulcer Index	13.26	14.94
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,876	$-4,983
VaR (99.9% Confidence)	$-7,806	$-6,620
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

3.58

Skew

-0.29

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark
Market Factor	1.0890	1.0890
Size Factor	0.3866	0.3866
Duration Factor	1.1467	1.1467
Yield Curve Factor	0.0918	0.0918
Inflation Factor	0.2576	0.2576

Adjusted R²

Portfolio	0.93
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00