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 11d)

Returns (annualized)

Portfolio 10.13%
Benchmark 7.79%

Risk (annualized)

Portfolio 20.10%
Benchmark 11.27%

Sharpe (annualized)

Portfolio 0.46
Benchmark 0.50

Excess Return (annualized)

2.34%

Tracking Error (annualized)

15.63%

Information Ratio

0.15
Statistic Portfolio Benchmark
Downside Volatility 21.42% 12.13%
Sortino Ratio 0.43 0.46
Calmar Ratio 0.22 0.25
Ulcer Index 13.80 15.21
Max Drawdown 42.24% 22.16%
VaR (99% Confidence) $-4,674 $-2,620
VaR (99.9% Confidence) $-6,209 $-3,481
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

7.60

Skew

-0.42
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Duration Factor 2.0824 0.3313 1.7512
Inflation Factor 0.7079 0.0312 0.6768
Market Factor 0.7977 0.6195 0.1782
Size Factor -0.0483 0.0150 -0.0632
Style Factor 0.0765 -0.0018 0.0783
U.S. Tilt (Non U.S.) -0.2124 -0.0138 -0.1985
Yield Curve Factor 0.3193 0.0205 0.2988

Adjusted R2

Portfolio 0.83
Benchmark 0.99

Intercept

Portfolio -0.00
Benchmark 0.00

Factor Attribution