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 2025-01-02 (5y 1m 8d)

Returns (annualized)

Portfolio	13.25%
Benchmark	15.01%

Risk (annualized)

Portfolio	25.23%
Benchmark	20.80%

Sharpe (annualized)

Portfolio	0.52
Benchmark	0.66

Excess Return (annualized)

-1.76%

Tracking Error (annualized)

16.57%

Information Ratio

-0.11

Statistic	Portfolio	Benchmark
Downside Volatility	26.99%	22.23%
Sortino Ratio	0.49	0.62
Calmar Ratio	0.30	0.41
Ulcer Index	13.22	14.94
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,866	$-4,837
VaR (99.9% Confidence)	$-7,792	$-6,426
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	1.0901	1.0901
Size Factor	0.3823	0.3823
Duration Factor	1.1506	1.1506
Yield Curve Factor	0.0849	0.0849
Inflation Factor	0.2569	0.2569

Adjusted R²

Portfolio	0.92
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00