PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Ancora/Thelen Small-Mid Cap Fund (AATIX) Sharpe Ratio: 0.78

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund normally will invest at least 80% of its net assets in the equity securities of "small to mid cap" companies. Currently, the adviser defines a small to mid-cap company to be one whose market capitalization either falls within the capitalization range of the Russell 2500 Index, an index that tracks stocks of 2,500 of the smallest U.S. companies, or is $10 billion or less at the time of investment.

AATIX's Sharpe Ratio of 0.78 indicates that for each unit of volatility, it generates 0.78 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

AATIX Sharpe Ratio Rank

AATIX Sharpe Ratio Rank: 9.59
Concerning

AATIX ranks above 9.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

AATIX Sharpe Ratio Market Positioning

The chart shows AATIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.41 or lower
  • Yellow zone (middle 50%): 1.41 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Ancora/Thelen Small-Mid Cap Fund's Sharpe Ratio with other mutual funds in the Small Cap Blend Equities category across multiple time periods, showing how AATIX'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 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AUERXAuer Growth Fund3.33
MOPIXMainStay WMC Small Companies Fund3.15
RYOTXRoyce Micro Cap Series Fund3.07
WWSIXKeeley Small Cap Fund Class Institutional2.99
WESCXTETON Westwood SmallCap Equity Fund2.97
RIVSXRiver Oak Discovery Fund2.95
NINLXNeuberger Berman Intrinsic Value Fund2.92
JESIXJohn Hancock Variable Insurance Trust Small Cap Index Trust2.68
AFMCXAcuitas US Microcap Fund2.59
HDPSXHodges Small Cap Fund2.53
AATIXAncora/Thelen Small-Mid Cap Fund0.78

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AATIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AATIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does AATIX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio