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RPAR Risk Parity ETF (RPAR US) - Portfolio Construction Methodology
ETF Strategy· 2026-01-19 13:00
RPAR Risk Parity ETF (RPAR US) – Portfolio Construction MethodologyThe underlying Advanced Research Risk Parity Index delivers a rules-based multi-asset portfolio engineered so that four sleeves—global equities, commodities, U.S. Treasury Inflation-Protected Securities (TIPS), and U.S. Treasuries—contribute roughly similar long-run volatility. Target notional exposures are set by sleeve: 35% long-duration TIPS, 25% commodities (global commodity-producer equities and gold), ~17.5% global equities (U.S. plus ...