Discover 6+ alternative Assets — including SVXY, VIX6M, VIXM — 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) | 36.0% | 1.20 | 28.1% | -22.9% |
| 2 | ACWI (ACWI) | 30.1% | 2.09 | 12.5% | -9.7% |
| 3 | CBOE 6-Month Volatility Index (VIX6M) | -5.1% | 0.10 | 44.3% | -27.5% |
| 4 | ProShares VIX Mid-Term Futures ETF (VIXM) | -9.0% | -0.39 | 18.6% | -15.2% |
| 5 | CBOE 3-Month Volatility Index (VIX3M) | -13.7% | 0.10 | 64.7% | -36.2% |
| 6 | CBOE Volatility Index (VIX) | -20.1% | 0.36 | 113.8% | -50.7% |
| 7 | ProShares VIX Short-Term Futures ETF (VIXY) | -55.5% | -1.15 | 54.9% | -56.7% |