RPAR
RPAR Risk Parity ETFRPAR Fund Description
RPAR is an actively managed fund-of-funds allocating to four major asset classes: global equities, US Treasurys, commodities and TIPS based on risk parity.
RPAR Factset Analytics Insight
RPAR is actively managed yet nonetheless aims to align its exposure to an index, the Advanced Research Risk Parity Index. The index diversifies across four asset classes (TIPS, US Treasurys, global equities and commodities), seeking returns similar to global equities with less risk over time. The logic behind the asset class weighting considers historical volatility of each asset class, aiming for similar risk contribution from each. Per the prospectus, the fund rebalances quarterly to fixed allocation of 35% TIPS, 25% equities. 25% commodities and 15% Treasurys. However, the Treasury allocation includes T-bill collateral for a hefty allocation 10-yr Treasury futures, stated at 60% notional. Thus, the all-in nominal asset allocation is unclear as it sums to more than 100% but a) appears to be skewed to T-Notes and TIPS, consistent with its thesis, and b) implies leverage. RPAR may hold other exchange-traded products to provide the targeted sure.
RPAR Charts And Performance
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RPAR Summary Data
RPAR Portfolio Data
RPAR Index Data
RPAR Portfolio Management
RPAR Tax Exposures
RPAR Fund Structure
RPAR Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of RPAR. RPAR is rated a N/A out of 5.
RPAR Tradability
RPAR Asset Allocation
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RPAR Top 5 Holdings Short
RPAR Performance Statistics
RPAR Correlations (Daily Returns 12 Mo)
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