Risk Parity
Balancing portfolios by risk contribution instead of rupee weight. Why equal money is not equal risk.
Risk parityAllocating so each asset contributes equal risk. is a portfolio-construction approach that allocates by risk contribution rather than by rupee amount. Instead of “putThe right, not the obligation, to buy or sell at a set price. equal money in each asset,” it asks “let each asset contribute equal risk to the portfolio.”
- The idea — allocate so each asset contributes equal risk, not equal rupees.
- Why — equal money ≠ equal risk; a 50/50 stock/bondA loan to a government or company that pays fixed interest. split is ~90% stock risk (volatile assets dominate).
- The method — size inversely to volatilityThe size of price swings — not their direction.: more of calm assets, less of wild ones, for true risk balance.
- The trade-off — may need leverageControlling a large position with a small amount of money. on low-risk assets to hit a return target; but the “think in risk, not money” lesson is universal.
Is risk parity better than a simple 60/40 portfolio?
It’s more *genuinely* balanced by risk and historically smoother, but it’s not free of issues — it typically relies on leverage and on bonds behaving as a diversifier (which can fail when stocks and bonds fall together). Even if you don’t implement full risk parity, its core insight — measure and balance by *risk contribution*, not rupee weight — improves almost any portfolio.