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Hillman Value Fund (HCMAX) Sharpe Ratio: 1.10

Mutual Fund · Currency in USD · Last updated Jun 5, 2026

In seeking to achieve its objective, the fund invests primarily in common stocks of U.S. companies that the advisor believes have competitive advantages, and have temporarily fallen out of favor for reasons that are considered non-recurring or short-term; whose value is not currently well known; or whose value is not fully recognized by the public.

HCMAX's Sharpe Ratio of 1.10 indicates that for each unit of volatility, it generates 1.10 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 5, 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.

HCMAX Sharpe Ratio Rank

HCMAX Sharpe Ratio Rank: 16.216
Concerning

HCMAX ranks above 16.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

HCMAX Sharpe Ratio Market Positioning

The chart shows HCMAX'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%): 1.37 or lower
  • Yellow zone (middle 50%): 1.37 to 2.45
  • Green zone (top 25%): 2.45 or higher
  • Top 1%: 4.59+
  • Median: 2.01 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Hillman Value Fund's Sharpe Ratio with other mutual funds in the Large Cap Value Equities category across multiple time periods, showing how HCMAX'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 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FGIPXNomura Growth and Income Fund Institutional Class3.95
FGINXDelaware Growth and Income Fund3.92
VALAXAl Frank Fund3.83
SABTXSA U.S. Value Fund3.57
FSWCXFidelity SAI U.S. Value Index Fund3.42
NEIMXNeiman Large Cap Value Fund3.41
PKAIXPIMCO RAE US Fund3.37
NPRTXNeuberger Berman Large Cap Value Fund3.36
AVLVXAvantis U.S. Large Cap Value Fund Institutional Class3.28
IDIVXIntegrity Dividend Harvest Fund3.23
HCMAXHillman Value Fund1.10

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does HCMAX fit in your portfolio?

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