Sortino ratio is not yet available for AAAA. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Amplius Aggressive Asset Allocation ETF's Sortino Ratio with other ETFs in the Diversified Portfolio category across multiple time periods, showing how AAAA's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| INCM | Franklin Income Focus ETF | 4.49 | |||
| NTSE | WisdomTree Emerging Markets Efficient Core Fund | 4.07 | |||
| DRAI | Draco Evolution AI ETF | 3.91 | |||
| AVMA | Avantis Moderate Allocation ETF | 3.84 | |||
| FTBI | First Trust Balanced Income ETF | 3.66 | |||
| IYLD | iShares Morningstar Multi-Asset Income ETF | 3.65 | |||
| CLSM | Cabana Target Leading Sector Moderate ETF | 3.58 | |||
| RAA | SMI 3Fourteen REAL Asset Allocation ETF | 3.57 | |||
| RAAX | VanEck Inflation Allocation ETF | 3.57 | |||
| GAA | Cambria Global Asset Allocation ETF | 3.50 | |||
| AAAA | Amplius Aggressive Asset Allocation ETF | — |
Historical Sortino Ratio
The chart shows AAAA's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when AAAA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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