Sortino ratio is not yet available for HELS. 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 130/30 Equity ETF's Sortino Ratio with other ETFs in the Long-Short category across multiple time periods, showing how HELS'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 6, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CLSE | Convergence Long/Short Equity ETF | 4.82 | |||
| HTUS | Hull Tactical US ETF | 3.38 | |||
| QAI | IQ Hedge Multi-Strategy Tracker ETF | 3.09 | |||
| CSM | Proshares Large Cap Core Plus | 3.06 | |||
| HDG | ProShares Hedge Replication | 2.91 | |||
| ORR | Militia Long/Short Equity ETF | 2.50 | |||
| EMPB | Efficient Market Portfolio Plus ETF | 2.49 | |||
| IDUB | Aptus International Enhanced Yield ETF | 2.46 | |||
| FLSP | Franklin Liberty Systematic Style Premia ETF | 2.43 | |||
| RSEE | Rareview Systematic Equity ETF | 2.36 | |||
| HELS | Hedgeye 130/30 Equity ETF | — |
Historical Sortino Ratio
The chart shows HELS'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 HELS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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