RPAR
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | Commodities | 10% |
GOVT iShares U.S. Treasury Bond ETF | Government Bonds | 30% |
IAUF iShares Gold Strategy ETF | Precious Metals, Gold | 10% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 30% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RPAR, 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 Jun 6, 2018, corresponding to the inception date of IAUF
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 5.38% | -0.74% | 10.90% | 14.93% | 10.61% |
| RPAR | 1.24% | 0.00% | 1.82% | 5.71% | 5.08% | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 1.68% | 5.93% | 2.37% | 11.58% | 14.30% | 8.97% |
DBC Invesco DB Commodity Index Tracking Fund | -2.90% | -4.51% | -2.16% | -5.37% | 16.27% | 2.59% |
IAUF iShares Gold Strategy ETF | 0.00% | 0.00% | 0.00% | 4.42% | 5.95% | N/A |
TIP iShares TIPS Bond ETF | 3.50% | -1.26% | 2.67% | 5.99% | 1.46% | 2.37% |
GOVT iShares U.S. Treasury Bond ETF | 0.41% | -1.07% | 2.38% | 5.61% | -2.04% | 0.91% |
Monthly Returns
The table below presents the monthly returns of RPAR, 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 | 0.76% | 1.22% | -0.21% | -0.50% | -0.02% | 1.24% | |||||||
| 2024 | 0.03% | 0.08% | 2.37% | -1.46% | 1.94% | 0.84% | 1.80% | 0.71% | 1.32% | -1.57% | 1.01% | -0.72% | 6.43% |
| 2023 | 3.62% | -2.71% | 3.09% | 0.44% | -1.69% | 0.88% | 1.77% | -1.14% | -2.39% | -0.61% | 3.67% | 2.58% | 7.45% |
| 2022 | -1.72% | 0.81% | 0.08% | -2.82% | -0.04% | -3.71% | 2.74% | -2.86% | -5.98% | 1.63% | 4.07% | -1.58% | -9.39% |
| 2021 | -0.09% | -0.07% | -0.14% | 2.61% | 1.88% | 0.30% | 1.65% | 0.19% | -1.20% | 2.06% | -1.07% | 1.95% | 8.28% |
| 2020 | 0.64% | -1.05% | -3.87% | 3.46% | 2.25% | 1.71% | 3.61% | 1.52% | -1.50% | -1.34% | 3.42% | 2.13% | 11.21% |
| 2019 | 3.34% | 0.71% | 1.17% | 0.69% | -0.42% | 2.90% | -0.01% | 1.60% | -0.39% | 0.98% | 0.19% | 1.64% | 13.06% |
| 2018 | -0.42% | -0.22% | 0.52% | -0.39% | -2.36% | -0.26% | -0.57% | -3.67% |
Expense Ratio
RPAR has an expense ratio of 0.23%, 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
With an overall rank of 80, RPAR is among the top 20% of 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.79 | 1.21 | 1.18 | 0.84 | 3.74 |
DBC Invesco DB Commodity Index Tracking Fund | -0.40 | -0.45 | 0.95 | -0.23 | -1.08 |
IAUF iShares Gold Strategy ETF | 0.49 | 0.71 | 1.17 | 0.79 | 1.51 |
TIP iShares TIPS Bond ETF | 1.51 | 2.10 | 1.27 | 0.65 | 4.54 |
GOVT iShares U.S. Treasury Bond ETF | 1.12 | 1.65 | 1.22 | 0.41 | 3.03 |
Dividends
Dividend yield
RPAR provided a 12.81% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 12.81% | 12.63% | 3.84% | 3.20% | 1.93% | 1.83% | 2.75% | 2.12% | 1.52% | 1.34% | 0.97% | 1.34% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.90% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
DBC Invesco DB Commodity Index Tracking Fund | 5.38% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% |
IAUF iShares Gold Strategy ETF | 100.19% | 100.19% | 13.18% | 0.88% | 0.00% | 7.61% | 10.04% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% |
TIP iShares TIPS Bond ETF | 2.91% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
GOVT iShares U.S. Treasury Bond ETF | 3.34% | 3.14% | 2.65% | 1.77% | 0.96% | 1.28% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% | 1.17% |
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 RPAR. 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 RPAR was 14.17%, occurring on Sep 27, 2022. Recovery took 413 trading sessions.
The current RPAR drawdown is 0.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.17% | Mar 9, 2022 | 140 | Sep 27, 2022 | 413 | May 20, 2024 | 553 |
| -11.63% | Feb 24, 2020 | 18 | Mar 18, 2020 | 55 | Jun 5, 2020 | 73 |
| -4.79% | Jun 8, 2018 | 138 | Dec 24, 2018 | 36 | Feb 15, 2019 | 174 |
| -3.97% | Apr 3, 2025 | 4 | Apr 8, 2025 | — | — | — |
| -3.26% | Nov 10, 2021 | 53 | Jan 26, 2022 | 26 | Mar 4, 2022 | 79 |
Volatility
Volatility Chart
The current RPAR volatility is 3.51%, 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 5 assets, with an effective number of assets of 4.17, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | IAUF | DBC | GOVT | TIP | VT | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | 0.30 | -0.10 | 0.09 | 0.96 | 0.59 |
| IAUF | 0.05 | 1.00 | 0.20 | 0.34 | 0.39 | 0.11 | 0.54 |
| DBC | 0.30 | 0.20 | 1.00 | -0.14 | 0.11 | 0.35 | 0.53 |
| GOVT | -0.10 | 0.34 | -0.14 | 1.00 | 0.75 | -0.09 | 0.44 |
| TIP | 0.09 | 0.39 | 0.11 | 0.75 | 1.00 | 0.11 | 0.65 |
| VT | 0.96 | 0.11 | 0.35 | -0.09 | 0.11 | 1.00 | 0.65 |
| Portfolio | 0.59 | 0.54 | 0.53 | 0.44 | 0.65 | 0.65 | 1.00 |