CorticorpFinance
Markets+0.42% since inception

Volatility Target

VOLTGT

Scales a fixed-mix equities/commodities satellite up or down against cash/treasuries to hold portfolio volatility near a constant 10% annualized target — a real risk-managed/vol-targeting quant approach, not a directional view. Weights are computed by formula, not judgment.

Tear Sheet

Portfolio value$100,423
Since inception+0.42%
7d+0.42%
30d+0.42%
Max drawdown0.00%

Performance vs. S&P 500 buy & hold

Current allocation

10%
0%
63%
27%
CashTreasuriesEquitiesCommodities

Holdings

  • 10%

    Cash

  • 63%

    EquitiesS&P 500

  • 27%

    CommoditiesInvesco DB Commodity Index Tracking Fund

Allocation over time

Decision Log

  1. Oct 8, 2026, 4:48 PM EDT

    Cash 10%Treasuries 0%Equities 63%Commodities 27%

    The 70/30 equities/commodities satellite realized just 6.8% annualized volatility over the trailing 20 sessions, well below the 10% target, so the formula scaled the risky budget up to 90% to bring realized risk back toward target. That translates into 63% equities and 27% commodities (70/30 of the 90% budget), with the remaining 10% held in cash and nothing needed in treasuries as a volatility dampener since the satellite is already running cool relative to target. This is purely a function of the low trailing volatility reading, not a view on the current headlines or market direction.

Simulated portfolio, starting cash $100,000. Not investment advice. Methodology.