See what your fund actually adds
RPAR Risk Parity ETF RPAR
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | RPAR | Replication |
|---|---|---|
| Annualized growth | -0.0% | -2.4% |
| Annualized volatility | 11.7% | 11.2% |
| Sharpe ratio | 0.06 | -0.16 |
| Maximum drawdown | 29.2% | 31.6% |
| Replication fit (R²) | 0.85 · Tracking error 4.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model RPAR’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 64.3% |
| VSS | Intl · Small Cap | 14.9% |
| XLB | Sector · Materials | 11.8% |
| VWO | Emerging Markets | 9.0% |