18.94%
| Asset ID | Name | Earliest Return Date |
Latest Return Date |
Type | |
| SHY | iShares 1-3 Year Treasury Bond ETF | 2002-07-29 | 2023-11-27 | ETF | |
| UVXY | ProShares Ultra VIX Short-Term Futures ETF 2x Shares | 2011-10-05 | 2023-11-27 | ETF | |
| SVXY | ProShares Short VIX Short-Term Futures ETF -1x Shares | 2011-10-05 | 2023-11-27 | ETF | |
Benchmark |
|||||
| SPY | SPDR S&P 500 ETF Trust | 1999-11-02 | 2023-11-27 | ETF |
| 1 Day | 1 Week | 1 Month | 3 Months | 1 Year | 3 Years | 5 Years | 10 Years | Since Inception | Inception Date | |
| SHY | 0.09 | 0.10 | 0.53 | 1.01 | 2.31 | -0.51 | 0.80 | 0.59 | 1.45 | 2002-07-29 |
| UVXY | 1.09 | -8.52 | -46.00 | -41.38 | -86.93 | -79.27 | -71.84 | -76.43 | -82.92 | 2011-10-05 |
| SVXY | -0.17 | 2.93 | 21.66 | 14.34 | 71.47 | 33.38 | 14.87 | -2.86 | 13.47 | 2011-10-05 |
| Benchmark | -0.15 | 0.69 | 8.47 | 3.09 | 12.31 | 7.97 | 10.89 | 9.77 | 5.90 | 1999-11-02 |
| 1 Week | 1 Month | 3 Months | 1 Year | 3 Years | 5 Years | 10 Years | Since Inception | Inception Date | |
| SHY | 0.05 | 0.11 | 0.09 | 0.13 | 1.57 | 1.36 | 1.08 | 1.27 | 2002-07-29 |
| UVXY | 3.24 | 4.16 | 6.03 | 5.31 | 100.91 | 111.16 | 118.52 | 120.12 | 2011-10-05 |
| SVXY | 0.99 | 1.37 | 2.00 | 1.79 | 34.21 | 37.69 | 57.10 | 58.33 | 2011-10-05 |
| Benchmark | 0.35 | 0.62 | 0.69 | 0.75 | 14.89 | 17.72 | 14.62 | 17.13 | 1999-11-02 |
| 1 Year | 3 Years | 5 Years | 10 Years | Since Inception | Inception Date | |
| SHY | 0.20 | -0.06 | 0.07 | 0.05 | 0.13 | 2002-07-29 |
| UVXY | -15.92 | -10.50 | -6.95 | -7.83 | -10.55 | 2011-10-05 |
| SVXY | 5.17 | 3.00 | 1.73 | 1.50 | 2.89 | 2011-10-05 |
| Benchmark | 1.06 | 0.72 | 0.99 | 0.87 | 0.56 | 1999-11-02 |
| SHY | UVXY | SVXY | |
| SHY | 1 | 0.16 | -0.13 |
| UVXY | 0.16 | 1 | -0.86 |
| SVXY | -0.13 | -0.86 | 1 |
name: Short SXVY & UVXY
benchmark:
id: SPY
assets:
- id: SHY
- id: UVXY
- id: SVXY
policy:
rebalancing_interval: Weekly
weights:
- 150
- -25
- -25
weights_algorithm: UserInput
weights_updating_interval: Annually