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Canterbury Portfolio Thermostat Fund (CAPTX) Sharpe Ratio: 2.09

Mutual Fund · Currency in USD · Last updated Jul 17, 2026

The fund is designed to pursue risk-adjusted growth by maintaining an efficient portfolio exhibiting lower or decreasing portfolio volatility throughout variable market environments. The adviser employs a tactical methodology to adjust the portfolio's asset allocation and diversification to the changing market conditions. The fund will utilize broadly diversified liquid securities traded on major exchanges, primarily exchange traded funds ("ETFs").

CAPTX's Sharpe Ratio of 2.09 indicates that for each unit of volatility, it generates 2.09 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 17, 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.

CAPTX Sharpe Ratio Rank

CAPTX Sharpe Ratio Rank: 77.878
Above Average

CAPTX ranks above 77.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-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

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

CAPTX Sharpe Ratio Market Positioning

The chart shows CAPTX'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%): 1.18 or lower
  • Yellow zone (middle 50%): 1.18 to 2.03
  • Green zone (top 25%): 2.03 or higher
  • Top 1%: 3.91+
  • Median: 1.68 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Canterbury Portfolio Thermostat Fund's Sharpe Ratio with other mutual funds in the Tactical Allocation category across multiple time periods, showing how CAPTX'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 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PAAIXPIMCO All Asset Fund3.01
HSTRXHussman Strategic Total Return Fund3.01
PASAXPIMCO All Asset Fund Class A2.94
SIOAXSEI Institutional Managed Trust Multi-Asset Income Fund2.83
ABRYXInvesco Balanced-Risk Allocation Fund2.81
ABRZXInvesco Balanced-Risk Allocation Fund Class A2.78
QDSNXAQR Diversifying Strategies Fund Class N2.66
QEVOXQuantified Evolution Plus Fund2.60
MOJOXDonoghue Forlines Momentum Fund2.60
ASTIXAstor Dynamic Allocation Fund2.59
CAPTXCanterbury Portfolio Thermostat Fund2.09

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does CAPTX fit in your portfolio?

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