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 5m 10d)

Returns (annualized)

Portfolio 11.04%
Benchmark 7.94%

Risk (annualized)

Portfolio 20.28%
Benchmark 11.26%

Sharpe (annualized)

Portfolio 0.49
Benchmark 0.51

Excess Return (annualized)

3.10%

Tracking Error (annualized)

15.85%

Information Ratio

0.20
Statistic Portfolio Benchmark
Downside Volatility 21.76% 12.08%
Sortino Ratio 0.46 0.47
Calmar Ratio 0.24 0.26
Ulcer Index 13.84 15.22
Max Drawdown 42.24% 22.16%
VaR (99% Confidence) $-4,715 $-2,619
VaR (99.9% Confidence) $-6,263 $-3,479
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 1.7424
Inflation Factor 0.7404 0.0320 0.7083
Market Factor 0.7912 0.6190 0.1722
Size Factor -0.0455 0.0146 -0.0602
Style Factor 0.0743 -0.0015 0.0759
U.S. Tilt (Non U.S.) -0.2141 -0.0125 -0.2015
Yield Curve Factor 0.3156 0.0204 0.2952

Adjusted R2

Portfolio 0.80
Benchmark 0.99

Intercept

Portfolio -0.00
Benchmark 0.00

Factor Attribution