ICAP's Sortino Ratio of 2.27 indicates that for each unit of downside volatility, it generates 2.27 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 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.
ICAP Sortino Ratio Rank
ICAP ranks above 48.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
ICAP Sortino Ratio Market Positioning
The chart shows ICAP'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%): 1.29 or lower
- Yellow zone (middle 50%): 1.29 to 3.01
- Green zone (top 25%): 3.01 or higher
- Top 1%: 14.66+
- Median: 2.24 — half of all investments score higher
How it compares to other similar ETFs
The table compares ICAP's Sortino Ratio with other similar investments across multiple time periods.
Data shows available time periods plus all-time averages, as of Jun 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SGOV | iShares 0-3 Month Treasury Bond ETF | 273.56 | |||
| TBLL | Invesco Short Term Treasury ETF | 188.99 | |||
| BIL | SPDR Bloomberg 1-3 Month T-Bill ETF | 172.67 | |||
| BILZ | PIMCO Ultra Short Government Active Exchange-Traded Fund | 118.53 | |||
| VBIL | Vanguard 0-3 Month Treasury Bill ETF | 111.81 | |||
| GBIL | Goldman Sachs Access Treasury 0-1 Year ETF | 104.00 | |||
| SHV | iShares 0-1 Year Treasury Bond ETF | 98.01 | |||
| PMMF | iShares Prime Money Market ETF | 91.58 | |||
| BILS | SPDR Bloomberg 3-12 Month T-Bill ETF | 87.69 | |||
| SGVT | Schwab Government Money Market ETF | 82.90 | |||
| ICAP | InfraCap Equity Income Fund ETF | 2.27 |
Historical Sortino Ratio
The chart shows ICAP'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 ICAP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does ICAP fit in your portfolio?
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