Discover 6+ alternative Assets — including SVXY, VIX, VIX6M — ranked by Sharpe ratio and risk-adjusted performance. Compare alternative Assets by returns, volatility, and drawdown, then build a well-diversified portfolio and invest through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | ProShares Short VIX Short-Term Futures ETF (SVXY) | 31.2% | 1.07 | 28.4% | -22.9% |
| 2 | ACWI (ACWI) | 22.5% | 1.53 | 13.5% | -9.7% |
| 3 | CBOE Volatility Index (VIX) | 4.6% | 0.62 | 122.4% | -51.6% |
| 4 | CBOE 6-Month Volatility Index (VIX6M) | -0.0% | 0.22 | 44.5% | -29.2% |
| 5 | CBOE 3-Month Volatility Index (VIX3M) | -4.1% | 0.26 | 65.8% | -36.6% |
| 6 | ProShares VIX Mid-Term Futures ETF (VIXM) | -13.4% | -0.67 | 18.3% | -19.2% |
| 7 | ProShares VIX Short-Term Futures ETF (VIXY) | -52.3% | -1.02 | 55.4% | -54.6% |