Sortino ratio is not yet available for HECA. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Hedgeye Capital Allocation ETF's Sortino Ratio with other ETFs in the Global Allocation category across multiple time periods, showing how HECA'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.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| TFPN | Blueprint Chesapeake Multi-Asset Trend ETF | 3.84 | |||
| ALTY | Global X Alternative Income ETF | 3.56 | |||
| LALT | First Trust Multi-Strategy Alternative ETF | 3.56 | |||
| FARX | Frontier Asset Absolute Return ETF | 3.33 | |||
| ENDW | Cambria Endowment Style ETF | 3.24 | |||
| MAPP | Harbor Multi-Asset Explorer ETF | 3.01 | |||
| JFLI | JPMorgan Flexible Income ETF | 2.91 | |||
| ELM | Elm Market Navigator ETF | 2.90 | |||
| PPI | Astoria Real Assets ETF | 2.84 | |||
| KEAT | Keating Active ETF | 2.42 | |||
| HECA | Hedgeye Capital Allocation ETF | — |
Historical Sortino Ratio
The chart shows HECA'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 HECA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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