Risk Parity Chronicles tracks eight sample portfolios and three benchmark portfolios, in groups according to their levels of expected volatility. The portfolios are summarized and compared here; see subsequent posts for in-depth looks at each.
Here is a side-by-side backtest comparison of the eleven, according to the performance criteria:
Here are the details of what is in each portfolio, along with the asset class used for it in the backtests:
You may be interested in learning about the process to come up with the backtests. If so, please see: