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ATAC Rotation Fund (ATACX) Sharpe Ratio: 1.16

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

The adviser invests the fund's assets primarily in shares of a diversified portfolio of exchange-traded funds ("ETFs") that track various indices or multiples thereof, sometimes referred to "underlying ETFs." These indices may track the performance of the equity and/or fixed income markets, in general, or the performance of specific sectors (e.g., a large grouping of companies operating within the market that share similar characteristics) or market segments (e.g., large, medium, or small capitalization domestic and/or foreign companies).

ATACX's Sharpe Ratio of 1.16 indicates that for each unit of volatility, it generates 1.16 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 23, 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.

ATACX Sharpe Ratio Rank

ATACX Sharpe Ratio Rank: 18.819
Concerning

ATACX ranks above 18.8% 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

ATACX Sharpe Ratio Market Positioning

The chart shows ATACX'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%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.30+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares ATAC Rotation Fund's Sharpe Ratio with other mutual funds in the Tactical Allocation category across multiple time periods, showing how ATACX'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 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PAAIXPIMCO All Asset Fund2.99
TEBRXTeberg Fund2.98
SIOAXSEI Institutional Managed Trust Multi-Asset Income Fund2.97
CRDBXPotomac Defensive Bull Fund2.95
PASAXPIMCO All Asset Fund Class A2.95
MOJOXDonoghue Forlines Momentum Fund2.92
ASTIXAstor Dynamic Allocation Fund2.88
GTAIXDonoghue Forlines Tactical Allocation Fund2.82
ABRYXInvesco Balanced-Risk Allocation Fund2.75
HSTRXHussman Strategic Total Return Fund2.75
ATACXATAC Rotation Fund1.16

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does ATACX fit in your portfolio?

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