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 2025-12-09 (6y 14d)

Returns (annualized)

Portfolio	14.60%
Benchmark	15.67%

Risk (annualized)

Portfolio	24.54%
Benchmark	20.67%

Sharpe (annualized)

Portfolio	0.57
Benchmark	0.68

Excess Return (annualized)

-1.07%

Tracking Error (annualized)

15.78%

Information Ratio

-0.07

Statistic	Portfolio	Benchmark
Downside Volatility	26.16%	21.97%
Sortino Ratio	0.53	0.64
Calmar Ratio	0.32	0.42
Ulcer Index	13.45	15.01
Max Drawdown	43.66%	33.70%
VaR (99% Confidence)	$-5,706	$-4,807
VaR (99.9% Confidence)	$-7,579	$-6,386
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

3.76

Skew

-0.30

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark	Excess
Market Factor	1.0873	1.0515	0.0358
Size Factor	0.3888	-0.0839	0.4727
Duration Factor	1.1500	-0.0420	1.1920
Yield Curve Factor	0.0912	0.0132	0.0780
Inflation Factor	0.2629	-0.0295	0.2924

Adjusted R²

Portfolio	0.93
Benchmark	0.96

Intercept

Portfolio	0.00
Benchmark	0.00