RPAR Risk Parity ETF (RPAR)
RPAR is an actively managed ETF by Toroso Investments. RPAR launched on Dec 13, 2019 and has a 0.51% expense ratio.
ETF Info
US8863646035
886364603
Dec 13, 2019
Developed Markets (Broad)
1x
No Index (Active)
Multi-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RPAR Risk Parity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
RPAR Risk Parity ETF had a return of 3.30% year-to-date (YTD) and 10.74% in the last 12 months.
RPAR
3.30%
-2.39%
1.23%
10.74%
N/A
N/A
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.93% | -0.43% | 3.40% | -3.61% | 3.40% | 0.56% | 2.95% | 1.52% | 3.67% | -4.17% | 3.30% | ||
| 2023 | 6.76% | -4.93% | 3.86% | 0.36% | -3.41% | 2.39% | 0.99% | -3.50% | -5.79% | -3.65% | 7.60% | 6.48% | 6.03% |
| 2022 | -3.87% | -0.04% | -1.26% | -8.41% | -1.85% | -6.91% | 6.35% | -4.86% | -10.98% | 1.62% | 8.80% | -2.39% | -22.82% |
| 2021 | -1.22% | -1.83% | -1.41% | 2.86% | 2.97% | 1.78% | 2.38% | 0.24% | -3.24% | 3.68% | 0.12% | 1.24% | 7.56% |
| 2020 | 2.56% | -0.57% | -5.94% | 5.62% | 2.09% | 2.19% | 6.33% | 0.58% | -1.76% | -2.31% | 6.09% | 3.77% | 19.40% |
| 2019 | 0.11% | 0.11% |
Expense Ratio
RPAR features an expense ratio of 0.51%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RPAR is 29, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for RPAR Risk Parity ETF (RPAR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
RPAR Risk Parity ETF provided a 2.81% dividend yield over the last twelve months, with an annual payout of $0.55 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|
| Dividend | $0.55 | $0.60 | $0.75 | $0.51 | $0.18 | $0.05 |
Dividend yield | 2.81% | 3.15% | 4.01% | 2.03% | 0.76% | 0.23% |
Monthly Dividends
The table displays the monthly dividend distributions for RPAR Risk Parity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.35 | |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.20 | $0.60 |
| 2022 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.07 | $0.75 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.32 | $0.51 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.18 |
| 2019 | $0.05 | $0.05 |
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 Risk Parity ETF. 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 Risk Parity ETF was 30.16%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current RPAR Risk Parity ETF drawdown is 16.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.16% | Nov 10, 2021 | 238 | Oct 20, 2022 | — | — | — |
| -19.82% | Mar 9, 2020 | 9 | Mar 19, 2020 | 57 | Jun 10, 2020 | 66 |
| -6.37% | Jan 21, 2021 | 40 | Mar 18, 2021 | 51 | Jun 1, 2021 | 91 |
| -5.82% | Aug 7, 2020 | 60 | Oct 30, 2020 | 15 | Nov 20, 2020 | 75 |
| -3.81% | Sep 16, 2021 | 11 | Sep 30, 2021 | 18 | Oct 26, 2021 | 29 |
Volatility
Volatility Chart
The current RPAR Risk Parity ETF volatility is 3.55%, 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.