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HCM Tactical Growth Fund (HCMDX) Sharpe Ratio: 1.58

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

The investment seeks long-term capital appreciation. The fund adviser seeks to achieve its investment objective through investments in (i) domestic equity securities of any market capitalization, (ii) investment companies (mutual funds, closed-end funds and ETFs) and (iii) cash and cash equivalents and put and call options. When the fund is out of the market, it invests in cash and cash equivalents and/or put options to hedge the fund’s equities and to reduce volatility. The fund may be invested from 0-100% in cash and cash equivalents and/or put and call options and 0-100% in equities depending on the strength of the trend identified by the HCM-BuyLine.

HCMDX's Sharpe Ratio of 1.58 indicates that for each unit of volatility, it generates 1.58 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 24, 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.

HCMDX Sharpe Ratio Rank

HCMDX Sharpe Ratio Rank: 34.635
Below Average

HCMDX ranks above 34.6% 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

HCMDX Sharpe Ratio Market Positioning

The chart shows HCMDX'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%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.26+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares HCM Tactical Growth Fund's Sharpe Ratio with other mutual funds in the Large Cap Growth Equities category across multiple time periods, showing how HCMDX'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 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
POGRXPrimeCap Odyssey Growth Fund3.60
VPMCXVanguard PRIMECAP Fund Investor Shares3.59
ONERXOne Rock Fund3.24
VHCAXVanguard Capital Opportunity Fund Admiral Shares3.17
FOCKXFidelity OTC Portfolio Class K2.99
FOCPXFidelity OTC Portfolio2.97
FCGSXFidelity Series Growth Company Fund2.90
ANFFXAmerican Funds The New Economy Fund Class F-12.90
IOLZXICON Equity Fund2.87
CHAIXChase Growth Fund Institutional Class2.86
HCMDXHCM Tactical Growth Fund1.58

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

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