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TradersAI Large Cap Equity & Cash ETF (HFSP) Sortino Ratio: -0.86

ETF · Currency in USD · Last updated Jun 4, 2026

The TradersAI Large Cap Equity & Cash ETF (HFSP) is an actively managed long-short equity ETF that seeks to achieve its investment objective by investing in securities and financial instruments linked to the S&P 500 Index. The fund uses an intraday trading approach, entering long and short positions in S&P 500 e-mini futures, with the adviser relying on proprietary trading algorithms under human oversight to manage exposures and cash allocations.

HFSP's Sortino Ratio of -0.86 indicates that for each unit of downside volatility, it generates -0.86 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

HFSP Sortino Ratio Rank

HFSP Sortino Ratio Rank: 3.54
Concerning

HFSP ranks above 3.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

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

HFSP Sortino Ratio Market Positioning

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

  • Red zone (bottom 25%): 1.31 or lower
  • Yellow zone (middle 50%): 1.31 to 3.33
  • Green zone (top 25%): 3.33 or higher
  • Top 1%: 12.87+
  • Median: 2.40 — half of all investments score higher

How it compares to other similar ETFs

The table compares TradersAI Large Cap Equity & Cash ETF's Sortino 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 Jun 4, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
CLSEConvergence Long/Short Equity ETF5.20
QAIIQ Hedge Multi-Strategy Tracker ETF3.91
HTUSHull Tactical US ETF3.71
HDGProShares Hedge Replication3.50
CSMProshares Large Cap Core Plus3.30
IDUBAptus International Enhanced Yield ETF3.08
RSEERareview Systematic Equity ETF2.86
ORRMilitia Long/Short Equity ETF2.70
EMPBEfficient Market Portfolio Plus ETF2.63
FTLSFirst Trust Long/Short Equity ETF2.56
HFSPTradersAI Large Cap Equity & Cash ETF-0.86

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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Sortino Ratio Calculator

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