TradersAI Large Cap Equity & Cash ETF (HFSP) Sharpe Ratio: -0.61

HFSP's Sharpe Ratio of -0.61 indicates that for each unit of volatility, it generates -0.61 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 15, 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.

HFSP Sharpe Ratio Rank

Concerning

HFSP ranks above 2.2% 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

HFSP Sharpe Ratio Market Positioning

The chart shows HFSP's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.19 or lower
Yellow zone (middle 50%): 1.19 to 2.60
Green zone (top 25%): 2.60 or higher
Top 1%: 7.31+
Median: 1.99 — half of all investments score higher

How it compares to other similar ETFs

The table compares TradersAI Large Cap Equity & Cash ETF's Sharpe Ratio with other ETFs in the Long-Short category across multiple time periods, showing how HFSP'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 Apr 15, 2026.

Symbol	Name	1Y Sharpe Ratio
CLSE	Convergence Long/Short Equity ETF	3.31
QAI	IQ Hedge Multi-Strategy Tracker ETF	2.85
ORR	Militia Long/Short Equity ETF	2.67
IDUB	Aptus International Enhanced Yield ETF	2.63
HDG	ProShares Hedge Replication	2.52
CSM	Proshares Large Cap Core Plus	2.51
EVNT	AltShares Event-Driven ETF	2.30
HTUS	Hull Tactical US ETF	2.28
RSEE	Rareview Systematic Equity ETF	1.98
FTLS	First Trust Long/Short Equity ETF	1.87
HFSP	TradersAI Large Cap Equity & Cash ETF	-0.61

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Explore HFSP risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

HFSP Sortino Ratio