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Strait of Hormuz Oil Shock Hedge: Energy, Defense and Gold vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

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)

cash/t-bills, defense, energy, geopolitical-risk hedge, gold, inflation-sensitive, thematic

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Risk metrics

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

1.24

51.98

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

-7.04%

-2.67%

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

0.86

4.29

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

10.48%

22.88%

Construction

Rebalance corridor width

—

10.00%

Rebalance frequency

quarterly

none

Returns

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

8.76%

138.64%

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

3.66%

3.87%

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

-2.47%

8.12%

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

0.00%

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

4.15%

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