Discover 6+ alternative Assets — including SVXY, VIX6M, VIX3M — 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) | 37.3% | 1.25 | 27.5% | -22.9% |
| 2 | ACWI (ACWI) | 20.2% | 1.36 | 13.8% | -9.7% |
| 3 | CBOE 6-Month Volatility Index (VIX6M) | -16.1% | -0.18 | 43.0% | -33.6% |
| 4 | CBOE 3-Month Volatility Index (VIX3M) | -21.4% | -0.05 | 63.8% | -40.5% |
| 5 | ProShares VIX Mid-Term Futures ETF (VIXM) | -22.7% | -1.33 | 17.5% | -28.2% |
| 6 | CBOE Volatility Index (VIX) | -29.8% | 0.29 | 119.6% | -54.2% |
| 7 | ProShares VIX Short-Term Futures ETF (VIXY) | -55.9% | -1.20 | 53.9% | -58.8% |