{"url":"https://etfiq.com/models/strategies/risk-parity/","section":"models","title":"Risk parity (all-weather): Rules and Paper Record | ETFIQ","description":"Risk parity (all-weather): the rule, what it holds at the Nov 3, 2026 close, its signal and its paper record. A hypothetical ETF strategy.","as_of":"Nov 3, 2026","structured_data":[{"@type":"WebPage","@id":"https://etfiq.com/models/strategies/risk-parity/#page","name":"Risk parity (all-weather): Rules and Paper Record","url":"https://etfiq.com/models/strategies/risk-parity/","description":"At the Nov 3, 2026 close Risk parity (all-weather) is risk on and holds IEF 38%, SPY 21%, TLT 20% and 2 more. Hypothetical back-test since 2010: +5.2% a year against AOR\u2019s +7.6%, deepest fall \u221217.9%.","dateModified":"2026-11-03","isPartOf":{"@id":"https://etfiq.com/models/strategies/#page"},"publisher":{"@id":"https://etfiq.com/#org"}},{"@type":"BreadcrumbList","itemListElement":[{"@type":"ListItem","position":1,"name":"ETFIQ","item":"https://etfiq.com/"},{"@type":"ListItem","position":2,"name":"ETF Models","item":"https://etfiq.com/models/"},{"@type":"ListItem","position":3,"name":"Strategy Lab","item":"https://etfiq.com/models/strategies/"},{"@type":"ListItem","position":4,"name":"Risk parity (all-weather)","item":"https://etfiq.com/models/strategies/risk-parity/"}]},{"@type":"WebPage","name":"Risk parity (all-weather): Rules and Paper Record","description":"Risk parity (all-weather): the rule, what it holds at the Nov 3, 2026 close, its signal and its paper record. A hypothetical ETF strategy.","url":"https://etfiq.com/models/strategies/risk-parity/","dateModified":"2026-11-03","isPartOf":{"@type":"WebSite","name":"ETFIQ","url":"https://etfiq.com"},"speakable":{"@type":"SpeakableSpecification","cssSelector":[".lede"]},"publisher":{"@id":"https://etfiq.com/#org"}}],"characters":2047,"truncated":false,"content":"ETFIQ / ETF Models / Strategy Lab / Risk parity (all-weather) \n \n Data as of Nov 3, 2026. Rebuilt every trading night.\n Risk parity (all-weather)\n Hold five asset classes in proportion to the inverse of their recent swings, so each adds similar risk.\n At the Nov 3, 2026 close Risk parity (all-weather) is risk on and holds IEF 38%, SPY 21%, TLT 20% and 2 more. Hypothetical back-test since 2010: +5.2% a year against AOR\u2019s +7.6%, deepest fall \u221217.9%.\n Hypothetical. No money is invested.\n What it holds at the Nov 3, 2026 close Fund Name Weight \n IEF iShares 7-10 Year Treasury Bond ETF 37.5% \n SPY SPDR S&P 500 ETF Trust 21.0% \n TLT iShares 20+ Year Treasury Bond ETF 20.1% \n DBC Invesco DB Commodity Index Tracking Fund 12.6% \n GLD SPDR Gold Shares 8.8% \n The rule\n Hold five asset classes in proportion to the inverse of their recent swings, so each adds similar risk.\n A rule reads the close of the last trading day of the month and trades at the next close.\n The universe is 5 funds; the benchmark is iShares Core 60/40 Balanced Allocation ETF (AOR).\n It is checked at each month end.\n Source: Qian, E. (2011). Risk Parity and Diversification. Journal of Investing 20(1), 119-127.\n Computed by ETFIQ from Tiingo daily prices. Data sourced by Tiingo .\n Where to next\n Compare strategies Build your own How we test All strategies Investment committee \n Cite this page. ETFIQ, ETFIQ Strategy Lab, Risk parity (all-weather), data as of Nov 3, 2026. https://etfiq.com/models/strategies/risk-parity/ Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data .\n Other forms Plain ETFIQ, ETFIQ Strategy Lab, Risk parity (all-weather), data as of Nov 3, 2026. https://etfiq.com/models/strategies/risk-parity/ APA ETFIQ. (Nov 3, 2026). ETFIQ Strategy Lab, Risk parity (all-weather). Retrieved from https://etfiq.com/models/strategies/risk-parity/ Markdown [ETFIQ Strategy Lab, Risk parity (all-weather) (ETFIQ, Nov 3, 2026)](https://etfiq.com/models/strategies/risk-parity/)","source":"ETFIQ, independent ETF data. Recomputed nightly from public filings and prices.","publisher":{"@id":"https://etfiq.com/#org","name":"ETFIQ","url":"https://etfiq.com"},"license":"https://etfiq.com/license/","license_text":"Data ETFIQ computes is free to use with attribution: ETFIQ (etfiq.com). Issuer data stays under its owner's terms.","citation":"ETFIQ Strategy Lab, Risk parity (all-weather), data as of Nov 3, 2026. https://etfiq.com/models/strategies/risk-parity/"}