Skip to content
Risk Factors
Detailed backtest results
Commentary
Worst performing periods
Table
Period
Drawdown %
Comments
March, 2018
-3.5%
May, 2018
-2.6%
June, 2018
-4.6%
Dec, 2018
-7.6%
Dec, 2018 was bad, caused due to TLT growing while market was tanking, VXZ did its job though
May, 2019
-3.6%
Jan, 2020
-4%
Feb, 2020
-6%
Sep, 2020
-1.5%
Mar, 2021
-3.6%
March, 2021 through July, 2021 was an extended bad spell, caused due to VXZ slowly decaying down with none of the others moving too quickly. This with TLT rising could be very bad!
May, 2021
-2.7%
ditto
June, 2021
-2.3%
ditto
Jan, 2022
-6.5%
caused due to VXZ not recovering enough of QYLD
There are no rows in this table
12
Count
-4.04%
Average
Starting Jan 2022, Best back test (25% CAGR, only a quarter)
Jan, 2022 was the worst period, caused due to VXZ not recovering enough of QYLD
Starting Jan 2021, Worst backtest (still exceeded 11% CAGR)
March, 2021 through July, 2021 was an extended bad spell, caused due to VXZ slowly decaying down with none of the others moving too quickly. This with TLT rising could be very bad!
Starting Jan 2020, Design case (20%+ CAGR, with crash cover)
Starting Jan 2019
Starting Jan 2018
Starting Jan 2017
Dec, 2018 was bad, caused due to TLT growing while market was tanking, VXZ did its job though
Want to print your doc?
This is not the way.
This is not the way.
Try clicking the ⋯ next to your doc name or using a keyboard shortcut (
CtrlP
) instead.