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Rational Tactical Return Fund (HRSTX) Sharpe Ratio: 1.55

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

The fund invests primarily in long and short call and put options on futures contracts on the Standard & Poor's 500 Index, and in cash, and cash equivalents. It achieves its investment objective in three ways: (1) Premium Collection - the fund collects premiums on options it sells; (2) Volatility Trading - the fund may enter into positions designed to hedge or profit from either an increase or a decrease in index volatility; and (3) Trend following - the fund may increase or decrease the balance of puts and calls based on trending market direction.

HRSTX's Sharpe Ratio of 1.55 indicates that for each unit of volatility, it generates 1.55 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

HRSTX Sharpe Ratio Rank

HRSTX Sharpe Ratio Rank: 33.233
Below Average

HRSTX ranks above 33.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

HRSTX Sharpe Ratio Market Positioning

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

  • Red zone (bottom 25%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.33+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Rational Tactical Return Fund's Sharpe Ratio with other mutual funds in the Options Trading category across multiple time periods, showing how HRSTX'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 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PPFIXPrinceton Premium Fund7.57
JDIEXEasterly Hedged Equity Fund2.65
GTSOXGlenmede Secured Options Portfolio2.65
MAIPXMAI Managed Volatility Fund2.56
SHIIXCatalyst Buffered Shield Fund2.56
EIVPXParametric Volatility Risk Premium - Defensive Fund2.56
GCPYXGateway Equity Call Premium Fund2.55
BPRLXBeacon Planned Return Strategy Fund2.51
CIHEXCalamos Hedged Equity Fund2.26
GTEYXGateway Fund Class Y Shares2.25
HRSTXRational Tactical Return Fund1.55

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does HRSTX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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