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Harvest Premium Yield Enhanced ETF (HPYE.TO) Sortino Ratio

ETF · Currency in CAD · Last updated Jun 5, 2026

Harvest Premium Yield Enhanced ETF (HPYE) is a Canadian-listed liquid alternative ETF from Harvest Portfolios Group that provides leveraged exposure to a concentrated portfolio of dominant, industry-leading U.S. large-cap equities. The fund applies approximately 25% modest leverage (1.25x exposure) and overlays an active option writing strategy using both covered calls and written puts to enhance income and reduce volatility. HPYE pays cash distributions twice monthly and is designed for income-oriented investors comfortable with leverage and derivatives risk. Trading on the Toronto Stock Exchange in Canadian dollars, the fund launched in January 2026.

Sortino ratio is not yet available for HPYE.TO. 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 Harvest Premium Yield Enhanced ETF's Sortino Ratio with other ETFs in the Derivative Income, Leveraged Equities, Large Cap Blend Equities category across multiple time periods, showing how HPYE.TO'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 5, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
HLIF.TOHarvest Canadian Equity Income Leaders ETF Class A8.26
CBNK.TOMulvihill Canadian Bank Enhanced Yield ETF7.01
HCAL.TOHamilton Enhanced Canadian Bank ETF6.62
BANK.TOEvolve Canadian Banks and Lifecos Enhanced Yield Index Fund6.53
KNGC.TOBrompton Canadian Cash Flow Kings ETF6.31
BKCL.TOGlobal X Enhanced Equal Weight Canadian Banks Covered Call ETF6.04
BKCC.TOGlobal X Equal Weight Canadian Bank Covered Call ETF6.03
ZWC.TOBMO CA High Dividend Covered Call ETF5.39
GOGY.TOHarvest Alphabet Enhanced High Income Shares ETF Class A Units5.29
RCDC.TORBC Canadian Dividend Covered Call ETF5.29
HPYE.TOHarvest Premium Yield Enhanced ETF—

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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