Side-by-side comparison

Compare investment strategies

VIXM Volatility Scaling Hedge with SHV Cash vs Multi-Timeframe Risk Appetite Rotation with Crude Oil Logic

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)

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

cross-asset, etf, mean-reversion, multi-asset, risk-on/off, tactical-asset-allocation, trend-following, volatility-management

Asset classes / instruments

equities

Risk metrics

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

128.91

8.12

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

-0.03%

-2.56%

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

10.69

3.16

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

0.35%

6.16%

Construction

Rebalance corridor width

10.00%

—

Rebalance frequency

none

daily

Returns

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

3.45%

20.78%

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

0.13%

3.90%

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

0.00%

3.22%

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

0.00%

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

0.00%

2.05%

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