Tactical Dividend and Momentum Fund (HTDIX) Sharpe Ratio: 0.83

HTDIX's Sharpe Ratio of 0.83 indicates that for each unit of volatility, it generates 0.83 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 1, 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.

HTDIX Sharpe Ratio Rank

Below Average

HTDIX ranks above 38.7% 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

HTDIX Sharpe Ratio Market Positioning

The chart shows HTDIX'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%): 0.65 or lower
Yellow zone (middle 50%): 0.65 to 1.36
Green zone (top 25%): 1.36 or higher
Top 1%: 3.59+
Median: 1.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Tactical Dividend and Momentum Fund's Sharpe Ratio with other mutual funds in the Tactical Allocation category across multiple time periods, showing how HTDIX'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 1, 2026.

Symbol	Name	1Y Sharpe Ratio
HSTRX	Hussman Strategic Total Return Fund	2.55
HFSAX	Hundredfold Select Alternative Fund Investor Class	2.35
SIOAX	SEI Institutional Managed Trust Multi-Asset Income Fund	2.29
SFHYX	Hundredfold Select Alternative Fund	2.12
PAAIX	PIMCO All Asset Fund	2.06
ABRYX	Invesco Balanced-Risk Allocation Fund	2.05
ABRZX	Invesco Balanced-Risk Allocation Fund Class A	2.03
PASAX	PIMCO All Asset Fund Class A	2.02
MOJOX	Donoghue Forlines Momentum Fund	1.94
QDSNX	AQR Diversifying Strategies Fund Class N	1.93
HTDIX	Tactical Dividend and Momentum Fund	0.83

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Explore HTDIX risk-adjusted metrics in detail

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

HTDIX Sortino Ratio