InfraCap Equity Income Fund ETF (ICAP) Sharpe Ratio: 2.22

ICAP's Sharpe Ratio of 2.22 indicates that for each unit of volatility, it generates 2.22 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 3, 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.

ICAP Sharpe Ratio Rank

Above Average

ICAP ranks above 65.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-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

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

ICAP Sharpe Ratio Market Positioning

The chart shows ICAP'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%): 0.90 or lower
Yellow zone (middle 50%): 0.90 to 2.51
Green zone (top 25%): 2.51 or higher
Top 1%: 7.87+
Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares ICAP's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Jun 3, 2026.

Symbol	Name	1Y Sharpe Ratio
MUU	Direxion Daily MU Bull 2X Shares	52.86
MULL	GraniteShares 2x Long MU Daily ETF	49.08
TBLL	Invesco Short Term Treasury ETF	20.94
SGOV	iShares 0-3 Month Treasury Bond ETF	20.28
PMMF	iShares Prime Money Market ETF	19.78
BIL	SPDR Bloomberg 1-3 Month T-Bill ETF	19.71
SHV	iShares 0-1 Year Treasury Bond ETF	19.64
BILZ	PIMCO Ultra Short Government Active Exchange-Traded Fund	19.22
KORU	Direxion Daily South Korea Bull 3X Shares	18.26
CLIP	Global X 1-3 Month T-Bill ETF	17.28
ICAP	InfraCap Equity Income Fund ETF	2.22

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does ICAP fit in your portfolio?

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

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