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 (4m 21d)

Returns

Portfolio 16.72%
Benchmark 6.82%

Risk (annualized)

Portfolio 14.46%
Benchmark 6.91%

Sharpe (annualized)

Portfolio 2.54
Benchmark 1.92

Excess Return

9.90%

Tracking Error (annualized)

11.13%

Information Ratio

2.70
Statistic Portfolio Benchmark
Downside Volatility 14.40% 7.42%
Sortino Ratio 2.55 1.79
Calmar Ratio 5.97 4.06
Ulcer Index 15.63 15.79
Max Drawdown 6.14% 3.28%
VaR (99% Confidence) $-3,345 $-1,600
VaR (99.9% Confidence) $-4,444 $-2,125
Beta to Benchmark 1.39 N/A

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

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

0.66

Skew

-0.24
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Duration Factor 1.3405 0.3257 1.0148
Inflation Factor 0.7405 0.0345 0.7060
Market Factor 0.7891 0.6175 0.1717
Size Factor 0.0677 0.0032 0.0645
Style Factor -0.0758 -0.0030 -0.0728
U.S. Tilt (Non U.S.) -0.7156 -0.0080 -0.7076
Yield Curve Factor 0.2189 0.0171 0.2019

Adjusted R2

Portfolio 0.56
Benchmark 1.00

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution