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) | 28.6% | 1.00 | 28.2% | -22.9% |
| 2 | ACWI (ACWI) | 22.7% | 1.51 | 13.7% | -9.7% |
| 3 | CBOE 6-Month Volatility Index (VIX6M) | -1.3% | 0.19 | 44.8% | -31.6% |
| 4 | CBOE 3-Month Volatility Index (VIX3M) | -2.1% | 0.29 | 65.9% | -40.0% |
| 5 | CBOE Volatility Index (VIX) | -2.3% | 0.57 | 122.0% | -54.1% |
| 6 | ProShares VIX Mid-Term Futures ETF (VIXM) | -16.4% | -0.88 | 17.7% | -22.7% |
| 7 | ProShares VIX Short-Term Futures ETF (VIXY) | -50.6% | -0.96 | 55.0% | -55.5% |