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Oil and Volatility
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
-0.020.550.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
17%16.64%-2.85%-2.42%0.91
5.39%5.28%0.24%5.13%0.35
Initial Investment
$10,000.00
Final Value
$10,538.83
Regulatory Fees
$6.42
Total Slippage
$41.45
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
N/A
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
NRGU
MicroSectors U.S. Big Oil 3x Leveraged ETNs due February 17, 2045
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Oil and Volatility" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Oil and Volatility" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Oil and Volatility" has returned 5.28%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Oil and Volatility" is 22.55%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Oil and Volatility", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.