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)

Returns (annualized)

Portfolio 9.30%
Benchmark 7.74%

Risk (annualized)

Portfolio 20.19%
Benchmark 11.35%

Sharpe (annualized)

Portfolio 0.42
Benchmark 0.49

Excess Return (annualized)

1.55%

Tracking Error (annualized)

15.72%

Information Ratio

0.10
Statistic Portfolio Benchmark
Downside Volatility 21.52% 12.20%
Sortino Ratio 0.39 0.46
Calmar Ratio 0.20 0.25
Ulcer Index 13.75 15.19
Max Drawdown 42.24% 22.16%
VaR (99% Confidence) $-4,696 $-2,638
VaR (99.9% Confidence) $-6,238 $-3,504
Beta to Benchmark 1.12 N/A

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

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

7.62

Skew

-0.42
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Duration Factor 2.0866 0.3314 1.7553
Inflation Factor 0.7090 0.0310 0.6780
Market Factor 0.7976 0.6195 0.1780
Size Factor -0.0511 0.0153 -0.0663
Style Factor 0.0736 -0.0018 0.0754
U.S. Tilt (Non U.S.) -0.2114 -0.0139 -0.1976
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