Peer Group
| Name | Cumulative Return | Ann. Return | Ann. Vol | Sharpe | Max DD |
|---|---|---|---|---|---|
Peer Group | 23.7% | 23.7% | 21.0% | 0.95 | -17.5% |
Peer composites equal-weight the group's share-class representatives' daily returns, including delisted members' alive-era history via the frozen year-end snapshots — though our coverage of closed funds is partial, so composite levels at older dates may run slightly high. Membership is the latest known — style migrators carry their full history. ETF performance based on market prices. Drag on chart to select period. Sharpe Ratio uses the one-month T-bill as the risk-free rate. From 10/7/2025 to 10/7/2026.
Name | YTD | 1D | 5D | 1M | 3M | 6M | 1Y | 2Y | 3Y | 5Y | MAX |
|---|---|---|---|---|---|---|---|---|---|---|---|
Peer Group | 15.5% | -0.2% | 1.6% | 2.1% | 10.7% | 31.6% | 23.7% | 13.3% | 12.0% | 14.6% | 25.0% |
ETF performance based on market prices. Returns for periods greater than one year are annualized. As of 10/7/2026.
Name | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Peer Group | 24.2%* | 150.4% | 106.2% | -9.3% | -17.5% | 80.3% | 181.8% | -51.6% | 54.2% | -36.5% | 30.7% | -2.5% | 62.0% | -0.7% | 4.5% | 15.5% |
* partial year — the series ran for only part of it (its first year, or the year it closed); the figure is the return over the part it did run. ETF performance based on market prices. As of 10/7/2026.
Select a second series, or to correlate with the seven research factors.
Name | Ann. α | β MKT | β SMB | β HML | β RMW | β CMA | β UMD | β iHML | R² | Obs |
|---|---|---|---|---|---|---|---|---|---|---|
US Peer Group | -0.1% | 1.50** | -0.09 | 0.29* | 0.13 | -0.05 | -0.06 | -0.09 | 0.70 | 226 |
ETF performance based on market prices. US factor set. Daily OLS of excess return (fund − T-bill) on factor spread returns over the selected date range, intersected with each series' history. Bold with * |t| ≥ 1.96, ** |t| ≥ 2.58. Cell shading tracks each loading's t-stat. Betas are returns-based — compare with the holdings-based factor scores below. Factor returns are long-short spread returns (© Ken French, Dartmouth). From 10/7/2025 to 8/31/2026.
Every figure on this card is an equal-weight aggregate over the composite's share-class-deduped members: the median across the members reporting each field, blank where too few of them do. Three rows depart from that, because a median of them would say nothing: Inception is the group's OLDEST member — where its combined history can start; 3Y Flow is the group's own net flow over its own assets, not the middle member's rate; and Type, Asset Class and Region are compositions by member count. Holdings is the merged look-through book — distinct positions across the members' holdings.
Not scored — PEER:Alts - Short Volatility’s holdings don’t clear the coverage floor for composite factor scores.
None of the selected metrics are scored for PEER:Alts - Short Volatility — switch the picker to All, or add metrics under Metrics (top right).
Hover or click for factor definitions. Weighted average of underlying company-level values with weights equal to position size. Solid blue dots mark the fund's position within the clean equity fund universe (5th–95th percentile scale); percentile overlays are off (Peer Universe: None). Stock-level data as of 8/31/2026.
Shares of the fund's long book, from the asset category each position is filed under. 50.0% of this book sits in funds we hold no holdings file for and is drawn as its own slice. Alternatives holds funds counted by what they are rather than by what they hold - alternative strategies, and funds that are short. A pie cannot draw a negative, and adding a hedge to the class it offsets would make it look like more of that class.
6 funds
| # | Name | Ticker | Weight % | AUM |
|---|---|---|---|---|
| 1 | Goldman Sachs Strategic Volatility Premium Fund | SVPBX | 16.67 | $655M |
| 2 | Simplify Volatility Premium ETF | SVOL | 16.67 | $514M |
| 3 | ProShares Short VIX Short-Term Futures ETF | SVXY | 16.67 | $260M |
| 4 | -1x Short VIX Futures ETF | SVIX | 16.67 | $140M |
| 5 | Volatility Premium Plus ETF | ZVOL | 16.67 | $12M |
| 6 | Inverse VIX Short-Term Futures ETNs due March 22, 2045 | VYLD | 16.67 | $4M |
The funds this composite is made of, each counting once (100 ÷ 6 — the same equal weighting behind its returns and its median exposures), listed largest first by assets. Tick Look-Through to expand them into the stocks they hold. Holdings Concentration beside this card always describes that looked-through book, not this list — it is a statement about exposure, not about the roster. Stock-level data as of 8/31/2026.
Hover or click for definitions. Solid blue dots mark the fund: percentage rows on a 0–100% scale, holdings counts log-scaled across the clean-universe 5th–95th percentile range; percentile overlays are off (Peer Universe: None). Every row on this card describes the composite's merged look-through book — the stocks its members hold — not the list of member funds, whatever the Holdings card is showing.
Metric | Alts - Short Volatility Composite 6 funds | Peer Asset Class 251 funds |
|---|---|---|
YTD Return | 13.89% | 7.46%73 |
1Y Return | 20.13% | 9.49%78 |
3Y Return (Ann.) | 8.66% | 9.39%43 |
5Y Return (Ann.) | - | - |
Expense Ratiohigher = cheaper | 0.90% | 1.42%76 |
Alts - Short Volatility Composite is a Sparkline peer composite — its members are the share-class representatives of the funds in the group (one class per fund: the exchange-listed class where the SEC series has one, else its longest-history class). This card ranks it against its asset class, Alternatives, which is the only pool a composite has: there is no peer group of peer groups, and the region tier is a fund-level grouping. Typical Member rows are medians across those representatives — the value is the group’s median, and the percentile is the median of the members’ own ranks within Alternatives, so both describe the middle fund rather than the group as a whole. Quartile chips fill the layer the rank falls in (top layer = best quartile). A dash is a window the group is younger than, or one too few Alternatives funds have a history for to rank against — hover it for which.