PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Castellan Targeted Income ETF (CTIF) Sharpe Ratio: 0.69

ETF · Currency in USD · Last updated Jul 21, 2026

CTIF is an actively managed ETF by Castellan. CTIF launched on Jun 24, 2025 and has a 0.45% expense ratio.

CTIF's Sharpe Ratio of 0.69 indicates that for each unit of volatility, it generates 0.69 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 21, 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.

CTIF Sharpe Ratio Rank

CTIF Sharpe Ratio Rank: 25.726
Below Average

CTIF ranks above 25.7% 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

CTIF Sharpe Ratio Market Positioning

The chart shows CTIF'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%): 0.66 or lower
  • Yellow zone (middle 50%): 0.66 to 1.78
  • Green zone (top 25%): 1.78 or higher
  • Top 1%: 6.30+
  • Median: 1.29 — half of all investments score higher

How it compares to other similar ETFs

The table compares Castellan Targeted Income ETF's Sharpe Ratio with other ETFs in the Derivative Income, Actively Managed category across multiple time periods, showing how CTIF'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 21, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ABIVictoryShares Pioneer Asset-Based Income ETF4.12
CLSEConvergence Long/Short Equity ETF3.27
AFOSARS Focused Opportunities Strategy ETF2.92
GOOYYieldMax GOOGL Option Income Strategy ETF2.91
AMDYYieldMax AMD Option Income Strategy ETF2.84
CHPYYieldMax Semiconductor Portfolio Option Income ETF2.66
THTASoFi Enhanced Yield ETF2.65
BUCKSimplify Treasury Option Income ETF2.60
PBPInvesco S&P 500 BuyWrite ETF2.54
XYLDGlobal X S&P 500 Covered Call ETF2.52
CTIFCastellan Targeted Income ETF0.69

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

Loading charts...

Sharpe Ratio Calculator

How does CTIF fit in your portfolio?

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

Analyze Your Portfolio