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 5m 28d)

Returns (annualized)

Portfolio 11.20%
Benchmark 8.13%

Risk (annualized)

Portfolio 20.26%
Benchmark 11.26%

Sharpe (annualized)

Portfolio 0.50
Benchmark 0.52

Excess Return (annualized)

3.07%

Tracking Error (annualized)

15.81%

Information Ratio

0.19
Statistic Portfolio Benchmark
Downside Volatility 21.71% 12.06%
Sortino Ratio 0.47 0.49
Calmar Ratio 0.24 0.27
Ulcer Index 13.86 15.22
Max Drawdown 42.24% 22.16%
VaR (99% Confidence) $-4,711 $-2,619
VaR (99.9% Confidence) $-6,258 $-3,479
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

7.34

Skew

-0.47
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Duration Factor 2.0722 0.3311 1.7411
Inflation Factor 0.7431 0.0320 0.7110
Market Factor 0.7898 0.6189 0.1709
Size Factor -0.0463 0.0146 -0.0609
Style Factor 0.0746 -0.0016 0.0762
U.S. Tilt (Non U.S.) -0.2106 -0.0125 -0.1980
Yield Curve Factor 0.3157 0.0204 0.2953

Adjusted R2

Portfolio 0.80
Benchmark 0.99

Intercept

Portfolio -0.00
Benchmark 0.00

Factor Attribution