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Adaptive Alpha Opportunities ETF (AGOX) Sharpe Ratio: 0.98

ETF · Currency in USD · Last updated Jul 14, 2026

Actively managed, multi-asset ETF that tactically allocates across equity ETFs for capital appreciation, investing in ETFs covering equities of any market capitalization from countries worldwide, including emerging markets.

AGOX's Sharpe Ratio of 0.98 indicates that for each unit of volatility, it generates 0.98 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

AGOX Sharpe Ratio Rank

AGOX Sharpe Ratio Rank: 33.634
Below Average

AGOX ranks above 33.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

AGOX Sharpe Ratio Market Positioning

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

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.90
  • Green zone (top 25%): 1.90 or higher
  • Top 1%: 6.53+
  • Median: 1.39 — half of all investments score higher

How it compares to other similar ETFs

The table compares Adaptive Alpha Opportunities ETF's Sharpe Ratio with other ETFs in the Tactical Allocation category across multiple time periods, showing how AGOX'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 Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LEXIAlexis Practical Tactical ETF2.20
RHRXRH Tactical Rotation ETF2.13
MOODRelative Sentiment Tactical Allocation ETF2.10
TDSBCabana Target Drawdown 7 ETF1.95
TRTYCambria Trinity ETF1.90
COROiShares International Country Rotation Active ETF1.83
CLSMCabana Target Leading Sector Moderate ETF1.79
SFTYHorizon Managed Risk ETF1.77
TBFGThe Brinsmere Fund - Growth ETF1.76
TDSCCabana Target Drawdown 10 ETF1.72
AGOXAdaptive Alpha Opportunities ETF0.98

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AGOX'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 AGOX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does AGOX fit in your portfolio?

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

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