3 assets
IVOL

Inverse Volatility Sleeve

Hypothetical backtest

Performance

May 9, 2006Sep 21, 2026

Growth of $100
+6.00%
CAGR
10.43%
Volatility
0.58
Sharpe
−32.29%
Max drawdown
245
Rebalances
5,124
Trading days

Holdings

Model output

Values

KeyValue
last rebalance weights
{
  "DBC": 0.2433,
  "GLD": 0.1981,
  "TLT": 0.5586
}
last rebalance annualized vols
{
  "DBC": 0.2233,
  "GLD": 0.2743,
  "TLT": 0.0973
}
Implementation

Describe a strategy and get its tear sheet.

Start building