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RUSHD

Prioritising lower portfolio volatility while seeking capital growth.

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Each portfolio is a standard model with predefined rules, not a portfolio tailored to you. You choose which model to follow; the portfolio subscription does not include a personalized suitability assessment. Review the portfolio risks and service terms before proceeding.

Historical metrics

Hypothetical backtest · 2015–2026

Compound annual growth rate
8.9%
Annualised portfolio growth over the backtest period.
Best year
19.9%
Worst year
−2.2%
Maximum drawdownFrom peak to trough
−7.3%
Annual volatility
5.9%

Hypothetical backtested results, not an actual trading record. Past performance does not guarantee future results, and future losses may exceed the drawdowns shown.

About the metrics
Compound annual growth rate
Annualised portfolio growth over the backtest period.
Maximum peak-to-trough drawdown
The largest decline from a previous portfolio high to a subsequent low during the backtest.
Annual volatility
A measure of the variation in daily returns, expressed on an annual basis.

March 2015 – September 2026

Performance comparison

RUSHD compared with the SPY ETF, tracking the S&P 500 Index.

March 2015 – September 2026

Growth of a hypothetical USD 100,000 investment.
Date
RUSHD
268,183USD
SPY ETF
437,012USD

Portfolio value in USD

0200k400k600k20152018202120242026

Time

Touch the chart or move the pointer to inspect values. Use the date slider or arrow keys to move through daily observations.

End-of-period value
RUSHD
268,183USD
SPY ETF
437,012USD
View chart data
Growth of a hypothetical USD 100,000 investment. · 2026
DateRUSHD (USD)SPY (USD)
252,215388,442
254,839391,026
256,089393,353
255,832392,086
255,244392,046
256,982394,636
257,017395,261
258,687394,470
258,662392,528
258,877393,599
258,492393,267
258,075385,262
259,086389,708
261,751391,743
263,807391,886
265,585393,874
268,394395,444
271,283395,404
272,088394,619
272,110393,444
263,474395,398
260,271392,058
264,078390,161
263,696385,284
260,406392,677
264,383394,568
266,038393,530
266,309393,439
264,088387,359
263,880387,634
264,061388,258
261,851390,213
264,445389,187
264,658392,000
266,776387,995
267,819390,820
267,501394,115
268,117391,926
267,339390,046
269,091390,264
267,216386,826
267,939389,554
267,252387,382
268,069382,305
268,144385,657
268,359385,038
269,303384,551
269,384378,712
267,934376,569
266,487380,402
267,142381,399
265,416376,082
261,896375,153
260,781369,772
257,521373,658
257,648372,403
257,670374,477
259,568367,790
256,864361,521
258,456360,312
258,731370,787
261,774373,577
262,726373,915
262,875375,680
263,000375,847
264,373385,422
264,707387,645
264,495387,387
264,336391,175
265,378395,937
266,610399,066
266,801400,046
267,171404,876
267,512404,068
267,574401,421
267,053405,490
268,160403,914
268,581407,043
268,613407,747
267,980405,765
268,285405,702
269,248409,736
269,318410,870
269,146409,363
268,621412,647
269,414418,383
270,426417,105
270,247420,549
271,286421,506
271,088420,864
272,648423,219
272,700426,560
270,419421,431
270,537421,133
270,559418,326
269,477422,618
270,234423,454
270,238425,116
270,084427,941
270,189427,867
269,024430,227
270,721431,299
270,567432,474
271,191433,058
270,297430,021
270,502431,649
270,516420,509
265,313421,460
265,987420,222
264,323413,598
260,921420,623
263,545422,898
263,415430,359
265,064427,792
264,832422,451
262,829426,847
261,991425,500
261,932419,323
260,013419,128
257,581419,735
258,759416,698
258,549423,563
259,131426,864
259,518426,285
259,469425,723
260,386429,442
260,708427,402
261,050426,079
261,531429,689
261,774431,540
261,797428,233
261,898429,758
262,574431,459
262,912429,121
261,934424,875
262,026424,188
262,117427,723
263,606427,230
262,722421,953
263,577422,383
262,189422,474
261,584423,483
261,453416,967
261,445423,958
262,489427,013
262,902433,093
263,262440,903
263,986440,021
264,776439,316
265,208442,003
266,055441,871
267,092440,462
267,195441,562
267,678444,645
267,470443,762
267,484441,665
267,919438,685
267,124439,602
268,012435,912
268,007437,694
268,874436,410
268,672437,803
268,349437,900
268,613440,771
269,435439,768
268,341438,456
268,605435,442
269,348437,373
270,528441,952
270,641440,250
270,050437,832
269,491435,797
270,034433,184
269,811436,880
269,815434,932
269,024432,932
270,402431,024
270,274435,912
270,434436,473
270,670443,241
270,658443,172
270,689439,980
270,142439,619
270,272442,009
270,211438,720
268,195437,912
268,183437,012

Hypothetical backtested results, not an actual trading record. Past performance does not guarantee future results, and future losses may exceed the drawdowns shown.

RUSHD (SPY)

The figures in context

This portfolio, SPY and a reference at the same volatility.

Hypothetical backtest · SPY total return · USD

Scroll across to compare
The figures in context
MeasureRUSHDSPYSPY at this portfolio’s volatility
Return a year8.9%13.6%6.2%
Volatility5.9%17.6%5.9%
Largest fall−7.3%−33.7%−12.2%

SPY is a U.S. equity reference on a total-return basis. Its composition and risk differ from those of each portfolio. A year is 252 trading sessions. A dash means the figure was not supplied.

Full return and risk breakdownRecovery, market behaviour and the two research periods

Returns

Returns
MeasureRUSHDSPY
3 years, a year15.2%22.3%
5 years, a year10.8%13.2%
2026 to date5.8%12.7%
100,000 grew to268,183437,012
Best year19.9%—
Worst year−2.2%—

Risk & recovery

Risk & recovery
MeasureRUSHDSPY
Months to recover10.94.6
Longest time below a prior peak (months)13.823.3
Worst 12 months−3.8%−19.7%
12-month windows positive95%87%
36-month windows positive100%—
Positive months69%70%
Worst month−4.3%2026-06—

Relative to SPY & the tails

Relative to SPY & the tails
MeasureRUSHDSPY
Beta (monthly)0.281.00
Correlation (monthly)0.701.00
Upside capture38%100%
Downside capture26%100%
Tracking error11.6%—
Daily VaR (99%)−1.1%−3.2%
Daily expected shortfall (99%)−1.4%−4.6%

Two research periods

Two research periods
Annualised returnRUSHDSPY
Development period (9.8 years)7.9%12.9%
Out-of-sample period (1.7 years, read once)15.5%19.2%

Beta, correlation, captures and tracking error use monthly returns against SPY. Captures compare compounded, annualised returns in months when SPY rose or fell. The volatility-matched reference is the 3-month T-bill plus SPY’s excess return scaled by the ratio of the two volatilities, with no borrowing cost or fund fee. VaR and expected shortfall use historical daily returns.

Months to recover: from the trough of the largest fall to the first new high, in calendar months. The longest time below a prior peak is the longest run from a high to the next new high. The reserved period, at the end of the window, was read once and never re-run; 1.7 years is too short to prove or disprove anything on its own. The dates are on the Methodology page and in the public record.

RUSHD

Risk scale

Based on historical volatility bands across the backtest window. This is a volatility measure, not a limit on possible losses.

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Lower volatilityHigher volatility

Monthly returns

Returns in %. The first and last months are partial months of the window; the year’s total is the published yearly figure.

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Monthly returns · RUSHD
YearJanFebMarAprMayJunJulAugSepOctNovDecYear total
2015——−0.7−0.20.2−1.80.4−2.0−1.22.90.4−0.4−2.2%
2016−1.01.90.81.1−0.72.70.7−0.60.1−1.2−0.11.65.5%
20170.11.9−0.30.11.3−0.20.70.30.21.61.61.89.5%
20182.2−0.9−1.20.81.0−1.00.91.10.1−1.90.2−2.7−1.4%
20191.00.80.31.0−0.42.41.61.6−0.20.00.61.110.3%
20201.1−1.11.04.30.50.44.82.2−1.8−1.04.13.218.8%
20210.41.11.64.01.0−0.22.10.8−1.23.3−0.31.214.6%
2022−0.91.13.4−1.0−0.3−3.81.40.1−2.52.80.2−0.30.0%
20232.7−1.51.80.40.61.32.2−0.6−3.1−0.13.52.810.3%
20240.22.23.5−0.11.81.50.91.02.50.01.3−0.914.7%
20252.5−0.40.60.32.01.71.61.63.92.01.11.419.9%
20267.3−1.8−3.24.10.5−4.31.32.2−0.1———5.8%
Calculation and comparison methodology

Results include assumed trading costs and exclude taxes and financing costs.

The chart shows daily closing observations aligned to the comparison record's dates. Maximum drawdown is calculated from the daily record and may have occurred at different times for each series. SPY is a US equity reference and differs from the portfolio in composition and risk.

The worst annual return figure includes the partial period from March to December 2015.

How is RUSHD built?

Three complementary strategies, with a liquidity allocation, balance growth opportunities and a defensive approach.

  • Multi-asset defensive strategy

    38%

    A diversified allocation that adapts to market trends.

  • Flexible allocation strategy

    13%

    A mix of growth opportunities and defensive components, with allocation adjusted according to defined rules.

  • Market volatility response strategy

    19%

    Adjusts investment exposure to market volatility, moving to cash-like exposure when defined conditions are met.

  • Liquidity and flexibility

    30%

    A liquidity allocation that adds a defensive element to the portfolio.

The weights refer to strategies; their holdings change according to their rules.

Risks at a glance.

A defensive approach intended to reduce volatility, while the portfolio can still lose value. Its rules reduce risk exposure at specified drawdown levels, but do not guarantee capital protection.

The portfolio may include exposure to digital assets under defined conditions. Historical drawdown levels are not a ceiling on future losses.

Frequently asked questions.

Does the portfolio allocation stay fixed?

The displayed weights refer to strategies. Investments within them change according to defined rules, with risk exposure adjusted based on the portfolio's performance.

Why do we compare the portfolio with SPY?

To show performance alongside a familiar US equity reference and consider return and drawdown together. The portfolio differs from SPY in its composition and risk level.

Choose your portfolio and begin

Create your account, review your membership, then complete verification and broker approval.

Start with RUSHDCompare portfolios

Each portfolio is a standard model with predefined rules, not a portfolio tailored to you. You choose which model to follow; the portfolio subscription does not include a personalized suitability assessment. Review the portfolio risks and service terms before proceeding.