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 8d)

Returns (annualized)

Portfolio 8.93%
Benchmark 7.47%

Risk (annualized)

Portfolio 20.18%
Benchmark 11.34%

Sharpe (annualized)

Portfolio 0.40
Benchmark 0.47

Excess Return (annualized)

1.46%

Tracking Error (annualized)

15.70%

Information Ratio

0.09
Statistic Portfolio Benchmark
Downside Volatility 21.52% 12.19%
Sortino Ratio 0.38 0.44
Calmar Ratio 0.19 0.24
Ulcer Index 13.76 15.20
Max Drawdown 42.24% 22.16%
VaR (99% Confidence) $-4,694 $-2,637
VaR (99.9% Confidence) $-6,235 $-3,503
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

7.61

Skew

-0.42
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Duration Factor 2.0876 0.3314 1.7562
Inflation Factor 0.7085 0.0311 0.6775
Market Factor 0.7977 0.6195 0.1782
Size Factor -0.0510 0.0152 -0.0662
Style Factor 0.0746 -0.0018 0.0764
U.S. Tilt (Non U.S.) -0.2110 -0.0139 -0.1971
Yield Curve Factor 0.3210 0.0205 0.3005

Adjusted R2

Portfolio 0.83
Benchmark 0.99

Intercept

Portfolio -0.00
Benchmark 0.00

Factor Attribution