Overview & Performance Since March, 2024
The risk-off strategy is performing well during the current market volatility. It maintains diversification with low volatility, experiencing a minimal drawdown of 1.78% last week compared to the Nasdaq's 3.98% and S&P's 1.97%. Recent weeks have been particularly uncertain, which has affected returns. However, our strategy isn't tied to any single theme and can potentially generate returns even when the stock market is down. This is due to our diverse exposure across various sectors of the economy, including currencies, commodities, bonds, gold, cryptocurrencies, and stocks. The next few months should be very interesting!
| Low | Medium | High | S&P 500 | Nasdaq 100 | |
|---|---|---|---|---|---|
| Cumulative Returns | 3.64% | 1.31% | -0.37% | 8.02% | 8.20% |
| MTD Returns | -0.39% | -0.39% | -0.39% | 0.81% | -0.81% |
| Sharpe | 1.34 | 0.45 | -0.04 | 1.99 | 1.39 |
| Volatility | 7.12% | 8.33% | 10.38% | 10.33% | 15.55% |
| WTD Returns | -1.78% | -1.78% | -1.78% | -1.97% | -3.98% |
| 1D Returns | -0.78% | -0.78% | -0.78% | -0.71% | -0.93% |
| Yield | 3.76% | 3.76% | 3.76% | 1.25% | 0.61% |
Low Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 32.13% | 5.63% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 18.46% | 4.47% | ['PDBA'] |
| GLD | 14.40% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.32% | ['TQQQ'] |
| TLT | 0.00% | 4.12% | ['VGLT', 'EDV'] |
| UUP | 14.11% | 6.91% | ['USD', 'DXY'] |
| XLK | 20.89% | 0.69% | ['QQQ'] |
Medium Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 32.13% | 5.63% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 18.46% | 4.47% | ['PDBA'] |
| GLD | 14.40% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.32% | ['TQQQ'] |
| TLT | 0.00% | 4.12% | ['VGLT', 'EDV'] |
| UUP | 14.11% | 6.91% | ['USD', 'DXY'] |
| XLK | 20.89% | 0.69% | ['QQQ'] |
High Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 32.13% | 5.63% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 18.46% | 4.47% | ['PDBA'] |
| GLD | 14.40% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.32% | ['TQQQ'] |
| TLT | 0.00% | 4.12% | ['VGLT', 'EDV'] |
| UUP | 14.11% | 6.91% | ['USD', 'DXY'] |
| XLK | 20.89% | 0.69% | ['QQQ'] |
Disclaimer:
The above is intended for research purposes only and is not trading or financial advice