Risk Parity O
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
ARGX argenx SE | Healthcare | 9.94% |
AT.L Ashtead Technology Holdings plc | Energy | 11.92% |
BAH Booz Allen Hamilton Holding Corporation | Industrials | 15.33% |
BOOK.L Literacy Capital plc | Financial Services | 25.06% |
CSU.TO Constellation Software Inc. | Technology | 11.12% |
CURE Direxion Daily Healthcare Bull 3x Shares | Leveraged Equities, Leveraged | 5.92% |
MUSA Murphy USA Inc. | Consumer Cyclical | 14.16% |
TECL Direxion Daily Technology Bull 3X Shares | Leveraged Equities, Leveraged | 3.25% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 3.30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Risk Parity O, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
The earliest data available for this chart is Nov 23, 2021, corresponding to the inception date of AT.L
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
Risk Parity O | -6.30% | 7.94% | -12.53% | -5.73% | N/A | N/A |
Portfolio components: | ||||||
BOOK.L Literacy Capital plc | -6.26% | 3.52% | -8.67% | -17.66% | N/A | N/A |
BAH Booz Allen Hamilton Holding Corporation | -3.49% | 15.88% | -29.11% | -16.94% | 13.03% | 18.20% |
MUSA Murphy USA Inc. | -11.40% | -4.57% | -12.54% | 9.39% | 31.98% | 22.47% |
AT.L Ashtead Technology Holdings plc | -17.80% | -6.16% | -17.24% | -44.77% | N/A | N/A |
CSU.TO Constellation Software Inc. | 20.42% | 23.87% | 17.33% | 33.80% | 29.19% | 27.73% |
ARGX argenx SE | -7.46% | 3.68% | -3.77% | 47.41% | 30.84% | N/A |
CURE Direxion Daily Healthcare Bull 3x Shares | -13.86% | -0.41% | -33.16% | -27.11% | 8.84% | 8.38% |
TQQQ ProShares UltraPro QQQ | -25.08% | 51.95% | -27.94% | 2.48% | 26.97% | 29.75% |
TECL Direxion Daily Technology Bull 3X Shares | -32.23% | 63.89% | -38.06% | -17.10% | 28.58% | 32.60% |
Monthly Returns
The table below presents the monthly returns of Risk Parity O, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 1.18% | -6.85% | 0.24% | 2.26% | -3.02% | -6.30% | |||||||
2024 | 4.47% | 5.33% | 1.67% | -0.99% | 4.65% | 3.54% | 4.53% | 2.58% | -3.46% | -3.63% | 3.56% | -7.96% | 14.12% |
2023 | 3.71% | -3.78% | 5.56% | 7.37% | 5.21% | 5.82% | 7.00% | -2.73% | 0.03% | -0.35% | 11.01% | 1.97% | 47.89% |
2022 | -3.62% | -0.78% | 5.46% | -0.17% | 1.33% | 0.99% | 8.37% | -3.67% | -7.77% | 9.83% | 6.16% | -3.92% | 11.12% |
2021 | -2.58% | 9.30% | 6.48% |
Expense Ratio
Risk Parity O has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Risk Parity O is 2, meaning it’s performing worse than 98% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
BOOK.L Literacy Capital plc | -0.89 | -1.37 | 0.82 | -0.67 | -1.23 |
BAH Booz Allen Hamilton Holding Corporation | -0.49 | -0.54 | 0.92 | -0.40 | -0.75 |
MUSA Murphy USA Inc. | 0.33 | 0.26 | 1.03 | 0.07 | 0.16 |
AT.L Ashtead Technology Holdings plc | -0.95 | -1.53 | 0.82 | -0.93 | -1.38 |
CSU.TO Constellation Software Inc. | 1.21 | 1.98 | 1.26 | 2.51 | 7.41 |
ARGX argenx SE | 1.34 | 2.13 | 1.29 | 1.46 | 9.16 |
CURE Direxion Daily Healthcare Bull 3x Shares | -0.60 | -0.86 | 0.89 | -0.72 | -1.52 |
TQQQ ProShares UltraPro QQQ | 0.03 | 0.42 | 1.06 | -0.09 | -0.23 |
TECL Direxion Daily Technology Bull 3X Shares | -0.19 | 0.15 | 1.02 | -0.38 | -0.89 |
Dividends
Dividend yield
Risk Parity O provided a 0.52% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.52% | 0.45% | 0.49% | 0.39% | 0.38% | 0.31% | 0.52% | 0.39% | 0.36% | 0.35% | 0.36% | 1.55% |
Portfolio components: | ||||||||||||
BOOK.L Literacy Capital plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BAH Booz Allen Hamilton Holding Corporation | 1.68% | 1.59% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.16% |
MUSA Murphy USA Inc. | 0.42% | 0.36% | 0.43% | 0.45% | 0.52% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AT.L Ashtead Technology Holdings plc | 0.28% | 0.20% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSU.TO Constellation Software Inc. | 0.11% | 0.12% | 0.16% | 0.25% | 0.21% | 0.32% | 2.54% | 0.60% | 0.68% | 0.86% | 0.90% | 1.29% |
ARGX argenx SE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CURE Direxion Daily Healthcare Bull 3x Shares | 1.35% | 1.17% | 2.02% | 0.38% | 0.02% | 0.17% | 0.40% | 0.70% | 0.18% | 0.00% | 0.00% | 0.00% |
TQQQ ProShares UltraPro QQQ | 1.67% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
TECL Direxion Daily Technology Bull 3X Shares | 0.58% | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Risk Parity O. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Risk Parity O was 23.06%, occurring on Apr 7, 2025. The portfolio has not yet recovered.
The current Risk Parity O drawdown is 16.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-23.06% | Sep 2, 2024 | 154 | Apr 7, 2025 | — | — | — |
-14.31% | Aug 17, 2022 | 30 | Sep 27, 2022 | 46 | Nov 30, 2022 | 76 |
-10.01% | Jan 4, 2022 | 46 | Mar 8, 2022 | 10 | Mar 22, 2022 | 56 |
-9.68% | Apr 21, 2022 | 41 | Jun 16, 2022 | 27 | Jul 25, 2022 | 68 |
-7.32% | Dec 2, 2022 | 69 | Mar 10, 2023 | 15 | Mar 31, 2023 | 84 |
Volatility
Volatility Chart
The current Risk Parity O volatility is 6.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 9 assets, with an effective number of assets of 6.74, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
^GSPC | AT.L | BOOK.L | MUSA | ARGX | BAH | CSU.TO | CURE | TECL | TQQQ | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.21 | 0.24 | 0.29 | 0.35 | 0.40 | 0.63 | 0.65 | 0.93 | 0.95 | 0.77 |
AT.L | 0.21 | 1.00 | 0.25 | 0.02 | 0.06 | 0.08 | 0.14 | 0.13 | 0.18 | 0.19 | 0.45 |
BOOK.L | 0.24 | 0.25 | 1.00 | 0.11 | 0.09 | 0.09 | 0.25 | 0.22 | 0.19 | 0.21 | 0.47 |
MUSA | 0.29 | 0.02 | 0.11 | 1.00 | 0.15 | 0.24 | 0.18 | 0.33 | 0.21 | 0.21 | 0.45 |
ARGX | 0.35 | 0.06 | 0.09 | 0.15 | 1.00 | 0.19 | 0.27 | 0.40 | 0.31 | 0.34 | 0.50 |
BAH | 0.40 | 0.08 | 0.09 | 0.24 | 0.19 | 1.00 | 0.25 | 0.40 | 0.31 | 0.32 | 0.54 |
CSU.TO | 0.63 | 0.14 | 0.25 | 0.18 | 0.27 | 0.25 | 1.00 | 0.42 | 0.58 | 0.59 | 0.61 |
CURE | 0.65 | 0.13 | 0.22 | 0.33 | 0.40 | 0.40 | 0.42 | 1.00 | 0.48 | 0.50 | 0.66 |
TECL | 0.93 | 0.18 | 0.19 | 0.21 | 0.31 | 0.31 | 0.58 | 0.48 | 1.00 | 0.97 | 0.68 |
TQQQ | 0.95 | 0.19 | 0.21 | 0.21 | 0.34 | 0.32 | 0.59 | 0.50 | 0.97 | 1.00 | 0.70 |
Portfolio | 0.77 | 0.45 | 0.47 | 0.45 | 0.50 | 0.54 | 0.61 | 0.66 | 0.68 | 0.70 | 1.00 |