GPAIX's Sortino Ratio of 2.52 indicates that for each unit of downside volatility, it generates 2.52 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 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.
GPAIX Sortino Ratio Rank
GPAIX ranks above 41.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
GPAIX Sortino Ratio Market Positioning
The chart shows GPAIX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.93 or lower
- Yellow zone (middle 50%): 1.93 to 3.30
- Green zone (top 25%): 3.30 or higher
- Top 1%: 9.03+
- Median: 2.75 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Grant Park Multi Alternative Strategies Fund's Sortino Ratio with other mutual funds in the Macro Trading category across multiple time periods, showing how GPAIX'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.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EGRAX | Eaton Vance Global Macro Absolute Return Advantage Fund Class A | 8.03 | |||
| MBXAX | Catalyst/Millburn Hedge Strategy Fund | 4.13 | |||
| OTRFX | OnTrack Core Fund | 3.87 | |||
| PCBAX | BlackRock Tactical Opportunities Fund | 3.31 | |||
| REMIX | Standpoint Multi-Asset Fund Investor Class | 3.12 | |||
| RDMIX | Rational/ReSolve Adaptive Asset Allocation Fund | 3.11 | |||
| CGFIX | abrdn Global Absolute Return Strategies Fund | 2.97 | |||
| QALTX | Quantified Alternative Investment Fund | 2.61 | |||
| GPAIX | Grant Park Multi Alternative Strategies Fund | 2.52 | |||
| FARYX | Fulcrum Diversified Absolute Return Fund | 2.46 |
Historical Sortino Ratio
The chart shows GPAIX'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 GPAIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does GPAIX fit in your portfolio?
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