CUSD's Sortino Ratio of 0.54 indicates that for each unit of downside volatility, it generates 0.54 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 5, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
CUSD Sortino Ratio Market Positioning
The chart shows CUSD's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.03 or lower
- Yellow zone (middle 50%): 1.03 to 2.75
- Green zone (top 25%): 2.75 or higher
- Top 1%: 13.78+
- Median: 2.05 — half of all investments score higher
How it compares to other similar ETFs
The table compares CrossingBridge Ultra-Short Duration ETF's Sortino Ratio with other ETFs in the Ultrashort Bond category across multiple time periods, showing how CUSD'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 Aug 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SGOV | iShares 0-3 Month Treasury Bond ETF | 379.24 | |||
| BIL | SPDR Bloomberg 1-3 Month T-Bill ETF | 151.51 | |||
| GBIL | Goldman Sachs Access Treasury 0-1 Year ETF | 151.15 | |||
| TBLL | Invesco Short Term Treasury ETF | 121.16 | |||
| VBIL | Vanguard 0-3 Month Treasury Bill ETF | 119.19 | |||
| BILZ | PIMCO Ultra Short Government Active Exchange-Traded Fund | 114.60 | |||
| CLIP | Global X 1-3 Month T-Bill ETF | 105.37 | |||
| SHV | iShares 0-1 Year Treasury Bond ETF | 89.04 | |||
| BILS | State Street SPDR Bloomberg 3-12 Month T-Bill ETF | 83.66 | |||
| TBIL | F/m US Treasury 3 Month Bill ETF | 67.64 | |||
| CUSD | CrossingBridge Ultra-Short Duration ETF | — |
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Historical Sortino Ratio
The chart shows CUSD's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when CUSD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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