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 4m 17d)

Returns (annualized)

Portfolio 9.88%
Benchmark 7.05%

Risk (annualized)

Portfolio 20.31%
Benchmark 11.25%

Sharpe (annualized)

Portfolio 0.44
Benchmark 0.44

Excess Return (annualized)

2.83%

Tracking Error (annualized)

15.89%

Information Ratio

0.18
Statistic Portfolio Benchmark
Downside Volatility 21.79% 12.11%
Sortino Ratio 0.41 0.41
Calmar Ratio 0.21 0.22
Ulcer Index 13.83 15.22
Max Drawdown 42.24% 22.16%
VaR (99% Confidence) $-4,723 $-2,616
VaR (99.9% Confidence) $-6,274 $-3,476
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

7.37

Skew

-0.47
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Duration Factor 2.0736 0.3311 1.7425
Inflation Factor 0.7353 0.0317 0.7036
Market Factor 0.7939 0.6191 0.1748
Size Factor -0.0457 0.0147 -0.0604
Style Factor 0.0737 -0.0017 0.0754
U.S. Tilt (Non U.S.) -0.2197 -0.0128 -0.2069
Yield Curve Factor 0.3161 0.0204 0.2957

Adjusted R2

Portfolio 0.81
Benchmark 0.99

Intercept

Portfolio -0.00
Benchmark 0.00

Factor Attribution