RPAR Risk Parity ETF (RPAR)

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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.

RPAR Risk Parity ETF (RPAR) has returned 3.85% so far this year and 15.70% over the past 12 months.

Based on dividend-adjusted daily data since Dec 13, 2019, RPAR's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, your investment would double in approximately 14.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +8.8%, while the worst month was Sep 2022 at -11.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, RPAR closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +4.7%, while the worst single day was Mar 12, 2020 at -5.9%.

RPAR Risk Parity ETF has an annualized alpha of 0.17%, beta of 0.34, and R² of 0.31 versus S&P 500 Index. Calculated based on daily prices since December 16, 2019.

• This ETF participated in 75.85% of S&P 500 Index downside but only 51.38% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.34 may look defensive, but with R² of 0.31 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R² of 0.31 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

RPAR has an expense ratio of 0.51%, placing it in the medium range.

RPAR ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for RPAR Risk Parity ETF (RPAR) and compare them to a chosen benchmark (S&P 500 Index).

RPAR Risk Parity ETF provided a 2.15% dividend yield over the last twelve months, with an annual payout of $0.48 per share.

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.

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.

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. Recovery took 817 trading sessions.

The current RPAR Risk Parity ETF drawdown is 5.97%.

The chart below shows the rolling one-month volatility.