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 8m)

Returns (annualized)

Portfolio 10.06%
Benchmark 8.10%

Risk (annualized)

Portfolio 20.27%
Benchmark 11.25%

Sharpe (annualized)

Portfolio 0.45
Benchmark 0.52

Excess Return (annualized)

1.95%

Tracking Error (annualized)

15.74%

Information Ratio

0.12
Statistic Portfolio Benchmark
Downside Volatility 21.76% 12.07%
Sortino Ratio 0.42 0.48
Calmar Ratio 0.21 0.26
Ulcer Index 13.88 15.23
Max Drawdown 42.24% 22.16%
VaR (99% Confidence) $-4,713 $-2,617
VaR (99.9% Confidence) $-6,261 $-3,476
Beta to Benchmark 1.14 N/A

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

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

7.22

Skew

-0.48
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Duration Factor 2.0687 0.3310 1.7376
Inflation Factor 0.7514 0.0323 0.7191
Market Factor 0.7899 0.6190 0.1710
Size Factor -0.0531 0.0144 -0.0675
Style Factor 0.0778 -0.0016 0.0794
U.S. Tilt (Non U.S.) -0.2063 -0.0124 -0.1939
Yield Curve Factor 0.3140 0.0203 0.2937

Adjusted R2

Portfolio 0.80
Benchmark 0.99

Intercept

Portfolio -0.00
Benchmark 0.00

Factor Attribution