Discover 6+ alternative Assets — including SVXY, VIXM, 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) | 36.5% | 1.14 | 30.4% | -22.9% |
| 2 | ACWI (ACWI) | 34.2% | 2.28 | 12.8% | -9.7% |
| 3 | ProShares VIX Mid-Term Futures ETF (VIXM) | -13.2% | -0.51 | 22.0% | -23.7% |
| 4 | CBOE 6-Month Volatility Index (VIX6M) | -19.0% | -0.17 | 48.8% | -34.9% |
| 5 | CBOE 3-Month Volatility Index (VIX3M) | -28.3% | -0.12 | 69.5% | -44.3% |
| 6 | CBOE Volatility Index (VIX) | -39.7% | 0.17 | 118.5% | -60.2% |
| 7 | ProShares VIX Short-Term Futures ETF (VIXY) | -57.4% | -1.09 | 59.4% | -66.3% |