Active Risk Parity Returns For The First Quarter

by: Charles Lewis Sizemore, CFA

March was a good month for our risk parity portfolios. The Active Risk Parity Portfolio With 7% Volatility Target returned 1.5% for the month, putting its total returns at a little over 2% year to date.

These returns are slightly higher than those of the S&P 500 year to date, but we also missed the massive drawdowns in January and early February. Slow and steady wins the race.

Charles Sizemore is the principal of Sizemore Capital, a wealth management firm in Dallas, Texas.

Disclaimer: This article is for informational purposes only and should not be considered specific investment advice or as a solicitation to buy or sell any securities. Sizemore Capital personnel and clients will often have an interest in the securities mentioned. There is risk in any investment in traded securities, and all Sizemore Capital investment strategies have the possibility of loss. Past performance is no guarantee of future results.

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