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 2m 27d)

Returns (annualized)

Portfolio 10.36%
Benchmark 7.89%

Risk (annualized)

Portfolio 20.29%
Benchmark 11.25%

Sharpe (annualized)

Portfolio 0.46
Benchmark 0.51

Excess Return (annualized)

2.47%

Tracking Error (annualized)

15.85%

Information Ratio

0.16
Statistic Portfolio Benchmark
Downside Volatility 21.70% 12.10%
Sortino Ratio 0.43 0.47
Calmar Ratio 0.22 0.26
Ulcer Index 13.81 15.21
Max Drawdown 42.24% 22.16%
VaR (99% Confidence) $-4,718 $-2,616
VaR (99.9% Confidence) $-6,267 $-3,476
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

7.53

Skew

-0.47
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Duration Factor 2.0824 0.3313 1.7511
Inflation Factor 0.7108 0.0313 0.6795
Market Factor 0.8003 0.6194 0.1809
Size Factor -0.0417 0.0147 -0.0564
Style Factor 0.0705 -0.0017 0.0723
U.S. Tilt (Non U.S.) -0.2282 -0.0135 -0.2146
Yield Curve Factor 0.3223 0.0204 0.3019

Adjusted R2

Portfolio 0.81
Benchmark 0.99

Intercept

Portfolio -0.00
Benchmark 0.00

Factor Attribution