RPARRPAR Risk Parity ETF

Diversifier6y track recordRanked #50 of 281 in this goal

Seeks to generate positive returns during periods of economic growth and preserve capital during economic contraction.

By Evoke · Launched 2019

Annual Cost

0.52%

#2,918 of 6,040 · average

Fund Size

$583M

#1,549 of 6,040 · large

Return (1Y)

+6.9%

Track Record

6 years

#2,002 of 6,040 · established

Performance

Total-return NAV · USD

Growth of $10,000

$10,723+7.2%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Tactical allocation

Holdings

By weight

Concentration

Top 10 holdings = 67.6% of fundconcentrated

Vanguard Total Stock Market ET

12.4%

TREASURY BILL

11.6%

SPDR Gold MiniShares Trust

10.9%

First American Government Obli

7.7%

Vanguard FTSE Emerging Markets

7.3%

Vanguard FTSE Developed Market

4.8%

TSY INFL IX N/B

3.6%

United States Treasury Inflation Indexed Bonds

3.2%

TSY INFL IX N/B

3.0%

TSY INFL IX N/B

3.0%

Asset allocation

Bonds

67.6%

Stocks

41.4%

Other

12.1%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

10.7%Moderate

Year-on-year price swings

Max drawdown

-30.1%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.48Below average

Sortino (3Y)

0.67Moderate downside risk

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks to generate positive returns during periods of economic growth and preserve capital during economic contraction.
Strategy: Actively manages a portfolio investing across a variety of asset classes, including global equity securities, U.S. Treasury securities, and commodities. The Fund aims to achieve exposures similar to the Advanced Research Risk Parity Index, balancing risk across asset classes based on historic volatility.
Inception date: December 12, 2019
Fund family: Evoke