Side-by-side comparison

Compare investment strategies

Rising Rates Volatility Switch Risk-Parity Mix vs VIXM Volatility Scaling Hedge with SHV Cash

Every published figureShow 13 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

risk management, tactical allocation, treasuries, vix futures, volatility hedge

Asset classes / instruments

equities

Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

331.36

128.91

Maximum drawdown, out-of-sample period (out-of-sample)

-0.01%

-0.03%

Sharpe ratio, out-of-sample period (out-of-sample)

18.06

10.69

Standard deviation, out-of-sample period (out-of-sample)

0.20%

0.35%

Construction

Rebalance corridor width

5.00%

10.00%

Rebalance frequency

none

Returns

Return, out-of-sample period (annualized) (out-of-sample)

3.62%

3.45%

Return, out-of-sample period (cumulative) (out-of-sample)

2.81%

0.13%

Return, trailing 1 month (out-of-sample)

0.34%

0.00%

Return, trailing 1 year (out-of-sample)

6.30%

0.00%

Return, trailing 3 months (out-of-sample)

0.95%

0.00%

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources