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 3m 2d)

Returns (annualized)

Portfolio 10.36%
Benchmark 7.87%

Risk (annualized)

Portfolio 20.29%
Benchmark 11.24%

Sharpe (annualized)

Portfolio 0.46
Benchmark 0.51

Excess Return (annualized)

2.50%

Tracking Error (annualized)

15.85%

Information Ratio

0.16
Statistic Portfolio Benchmark
Downside Volatility 21.71% 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) $-4,719 $-2,615
VaR (99.9% Confidence) $-6,269 $-3,473
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

7.50

Skew

-0.47
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Duration Factor 2.0774 0.3313 1.7461
Inflation Factor 0.7114 0.0313 0.6800
Market Factor 0.8009 0.6194 0.1815
Size Factor -0.0401 0.0147 -0.0549
Style Factor 0.0682 -0.0017 0.0700
U.S. Tilt (Non U.S.) -0.2290 -0.0135 -0.2155
Yield Curve Factor 0.3216 0.0204 0.3013

Adjusted R2

Portfolio 0.81
Benchmark 0.99

Intercept

Portfolio -0.00
Benchmark 0.00

Factor Attribution