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3 assets
IVOL

Inverse Volatility Sleeve

Hypothetical backtest

Performance

May 9, 2006 – Nov 5, 2026

Growth of $100
+5.85%
10.42%
0.56
−32.29%
247
5,157

Allocations

Model output

Values

KeyValue
last rebalance weights
{
  "DBC": 0.2892,
  "GLD": 0.2141,
  "TLT": 0.4967
}
last rebalance annualized vols
{
  "DBC": 0.184,
  "GLD": 0.2486,
  "TLT": 0.1071
}
Implementation

Describe a strategy and get its tear sheet.

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