RPAR Risk Parity ETF
Ticker
RPAR
ISIN
US886364603
Price
USD 23.40
Change Today
+0.04 / 0.171 %
Price 1 year ago
22.72 / 3.007 %
Morningstar
1
52 Week Low
22.33
52 Week High
23.52
200 Day Moving Average 22.96
22.96
50-day Moving Average
22.96
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.691% |
| Average Annual Volatility | 3.848% |
| Sharpe Ratio | 0.70 |
| Sortino Ratio | 0.02 |
| Maximum Drawdown | -3.0% |
| Maximum Drawdown Date | 2026-02-02 |
| Calmar Ratio | -13.75 |
Company information
Summary
The investment seeks to generate positive returns during periods of economic growth, preserve capital during periods of economic contraction, and preserve real rates of return during periods of heightened inflation. The fund is an actively-managed exchange-traded fund that seeks to achieve its investment objective primarily by investing across a variety of asset classes, including exposure to global equity securities, U.S. Treasury securities, and commodities. It's investment adviser seeks to invest the fund's assets to achieve exposures similar to those of the Advanced Research Risk Parity Index. The fund is non-diversified.
Market
US
Category
Allocation--30% to 50% Equity
Expense Ratio
0.51%
Fund family
Evoke
Morningstar
1
Yield
0.0211
Exchange
PCX
| Sector | Weight |
|---|---|
| Basic materials | 6.81% |
| Energy | 6.03% |
| Technology | 3.99% |
| Industrials | 3.67% |
| Financial services | 3.23% |
| Consumer cyclical | 2.17% |
| Healthcare | 2.05% |
| Utilities | 1.86% |
| Communication services | 1.54% |
| Consumer defensive | 1.48% |
| Realestate | 0.72% |
| Country | Ratio |
|---|---|
| United States | 48.65 |
| China | 7.12 |
| United Kingdom | 6.43 |
| Australia | 5.19 |
| Canada | 4.09 |
| Taiwan | 3.28 |
| Japan | 3.18 |
| India | 2.95 |
| Switzerland | 2.56 |
| France | 2.40 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ZNM22 | 10 Year Treasury Note Future June 22 | 13.3% |
| UBM22 | Ultra US Treasury Bond Future June 22 | 12.66% |
| VTI | Vanguard Total Stock Market ETF | 9.18% |
| United States Treasury Bills 0% | 9.01% | |
| World Gold Tr | 8.32% | |
| VWO | Vanguard FTSE Emerging Markets ETF | 5.7% |
| VEA | Vanguard FTSE Developed Markets ETF | 3.75% |
| United States Treasury Bonds 1.375% | 3.04% | |
| United States Treasury Bonds 2.125% | 2.97% | |
| United States Treasury Bonds 0.75% | 2.77% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DRSK | Aptus Defined Risk ETF | US26922A388 | BTS | 0.79% | 4 | +1.07 | -- |
| FR0011950609.PA | Ellipsis Convertible Risk Adjusted IEUR | FR001195060 | YHD | 5 | Candriam World Alternative Alphamax C EUR | ||
| FR0011950617.PA | Ellipsis Convertible Risk Adjusted Fund | FR001195060 | YHD | 5 | Candriam World Alternative Alphamax C EUR | ||
| IE00B4MP9036.IR | GAM Star Barclays Dvrs Risk Prma EUR | IE00B4MP9036 | YHD | 4 | -0.77 | -0.38 | |
| IE00B6VLJM88.IR | GAM Star Fund plc - GAM Systematic Alternative Risk Premia | IE00B6VLJM88 | YHD | 4 | -1.04 | -0.31 | |
| IE00B7CPQ474.IR | GAM Star Barclays Dvrs Risk Prma GBP | IE00B7CPQ474 | ISE | 4 | |||
| IE00B94Q3B85.IR | Sanlam Managed Risk A USD Acc | IE00B94Q3B85 | YHD | 1.84% | 4 | +7.79 | +0.67 |
| IE00B94Q3M90.IR | Sanlam Managed Risk I USD Acc | IE00B94Q3M90 | YHD | 0.84% | 4 | +7.79 | +0.67 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend. - Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend. - Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction. - Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend. - Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce. - Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk. - Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.