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 24d)

Returns (annualized)

Portfolio 10.94%
Benchmark 7.58%

Risk (annualized)

Portfolio 20.29%
Benchmark 11.23%

Sharpe (annualized)

Portfolio 0.49
Benchmark 0.48

Excess Return (annualized)

3.36%

Tracking Error (annualized)

15.86%

Information Ratio

0.21
Statistic Portfolio Benchmark
Downside Volatility 21.73% 12.08%
Sortino Ratio 0.46 0.45
Calmar Ratio 0.23 0.24
Ulcer Index 13.82 15.22
Max Drawdown 42.24% 22.16%
VaR (99% Confidence) $-4,718 $-2,611
VaR (99.9% Confidence) $-6,267 $-3,469
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

7.46

Skew

-0.47
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Duration Factor 2.0771 0.3312 1.7459
Inflation Factor 0.7185 0.0315 0.6870
Market Factor 0.7994 0.6192 0.1802
Size Factor -0.0418 0.0147 -0.0565
Style Factor 0.0695 -0.0018 0.0713
U.S. Tilt (Non U.S.) -0.2282 -0.0131 -0.2151
Yield Curve Factor 0.3198 0.0204 0.2994

Adjusted R2

Portfolio 0.81
Benchmark 0.99

Intercept

Portfolio -0.00
Benchmark 0.00

Factor Attribution