Levered Risk Parity

Portfolio Specification

Policy

Rebalancing Interval Quarterly
Weights Algorithm Equal Risk Contribution
Weights Algorithm Look-back 3 Years
Weights Updating Interval Quarterly

Benchmark

Simple 60/40

This portfolio is listed on the Community Portfolios page.

Portfolio Description

Levered Risk Parity is likely too high-octane to hold as a total portfolio solution since this much leverage seems to create undue variance drag. However, it could be an interesting portfolio to embed as a sleeve in another portfolio. The “equal weight” construction showcases how a dynamic weighting algorithm can adapt allocation over time, allowing each asset class to leave an impact on the portfolio as a whole. Adding a risk-mitigating sleeve may be an interesting paring for this portfolio.

Policy Report

Backtest Report

From to (8y 29d)

Returns (annualized)

Portfolio 9.13%
Benchmark 7.67%

Risk (annualized)

Portfolio 20.14%
Benchmark 11.31%

Sharpe (annualized)

Portfolio 0.41
Benchmark 0.49

Excess Return (annualized)

1.47%

Tracking Error (annualized)

15.66%

Information Ratio

0.09
Statistic Portfolio Benchmark
Downside Volatility 21.44% 12.18%
Sortino Ratio 0.39 0.45
Calmar Ratio 0.20 0.25
Ulcer Index 13.77 15.20
Max Drawdown 42.24% 22.16%
VaR (99% Confidence) $-4,684 $-2,631
VaR (99.9% Confidence) $-6,222 $-3,495
Beta to Benchmark 1.13 N/A

Value at Risk (VaR) is calculated off a $10,000 portfolio value.

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

7.63

Skew

-0.42
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Duration Factor 2.0861 0.3313 1.7548
Inflation Factor 0.7081 0.0311 0.6770
Market Factor 0.7981 0.6195 0.1786
Size Factor -0.0519 0.0150 -0.0670
Style Factor 0.0740 -0.0018 0.0759
U.S. Tilt (Non U.S.) -0.2111 -0.0139 -0.1972
Yield Curve Factor 0.3216 0.0205 0.3011

Adjusted R2

Portfolio 0.83
Benchmark 0.99

Intercept

Portfolio -0.00
Benchmark 0.00

Factor Attribution