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Dynamic Alpha Macro Fund Institutional (DYMIX) Sharpe Ratio: 1.23

Mutual Fund · Currency in USD · Last updated Jun 26, 2026

The Fund seeks capital appreciation by allocating approximately 50% to an Equity Securities Strategy that invests in ETFs representing growth, above-average dividend-paying, and broad market domestic stocks, and 50% to a Futures Trading Strategy that takes opportunistic long and short positions in U.S. exchange-traded financial and commodity futures based on fundamental and technical analysis.

DYMIX's Sharpe Ratio of 1.23 indicates that for each unit of volatility, it generates 1.23 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 26, 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.

DYMIX Sharpe Ratio Rank

DYMIX Sharpe Ratio Rank: 26.727
Below Average

DYMIX ranks above 26.7% 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

DYMIX Sharpe Ratio Market Positioning

The chart shows DYMIX'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%): 1.16 or lower
  • Yellow zone (middle 50%): 1.16 to 2.07
  • Green zone (top 25%): 2.07 or higher
  • Top 1%: 3.99+
  • Median: 1.68 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Dynamic Alpha Macro Fund Institutional's Sharpe Ratio with other mutual funds in the Macro Trading category across multiple time periods, showing how DYMIX'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 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EGRAXEaton Vance Global Macro Absolute Return Advantage Fund Class A5.36
MBXAXCatalyst/Millburn Hedge Strategy Fund3.06
OTRFXOnTrack Core Fund2.63
RDMIXRational/ReSolve Adaptive Asset Allocation Fund2.19
REMIXStandpoint Multi-Asset Fund Investor Class2.12
PCBAXBlackRock Tactical Opportunities Fund2.07
CGFIXabrdn Global Absolute Return Strategies Fund1.92
GPAIXGrant Park Multi Alternative Strategies Fund1.66
QALTXQuantified Alternative Investment Fund1.65
FARYXFulcrum Diversified Absolute Return Fund1.38
DYMIXDynamic Alpha Macro Fund Institutional1.23

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does DYMIX fit in your portfolio?

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