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Risk Parity Portfolio — Modern All-Weather Approach

r/investingstocksLong-term (monthly rebalance)by reddit_community

Risk parity: equal risk contribution per asset class. ~30% stocks, 55% bonds, 15% commodities. Similar returns to 60/40 but 40% less volatility. Monthly rebalance.

ENTRY RULES

Calculate 60-day volatility for each asset class | Allocate inversely proportional to volatility (lower vol = higher allocation) | Target equal risk contribution from stocks, bonds, commodities | Use leveraged bond ETF (TMF) or futures for bond leverage | Rebalance monthly on first trading day

EXIT RULES

Rebalance when any asset drifts 5%+ from target risk weight | Monthly rebalance regardless | Deleverage if portfolio volatility exceeds target by 50% | No individual asset exits — always maintain all three legs | Review annually for asset class additions

INDICATORS

Volatility (60-day)Risk ContributionInverse Vol Weight

ORIGINAL POST

289
r/investingposted by reddit_community

Risk Parity Portfolio — Modern All-Weather Approach

Risk parity allocates portfolio based on risk contribution rather than dollar amount. Each asset contributes equally to portfolio risk. Typically: 30% stocks, 55% bonds, 15% commodities (by dollar weight, but equal risk). Uses leverage on bonds to equalize risk. Backtest shows similar returns to 60/40 but with 40% less volatility. Best implementation: use inverse volatility weighting with monthly rebalance.

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