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IMS Strategic Income Fund (IMSIX) Sharpe Ratio: 1.33

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

In pursuing its investment objectives, the fund generally invests in corporate bonds, government bonds, dividend-paying common stocks, preferred and convertible preferred stocks, income trusts (including business trusts, oil royalty trusts and real estate investment trusts), money market instruments and cash equivalents. Under normal circumstances, it will invest at least 80% of its assets in dividend paying or other income producing securities.

IMSIX's Sharpe Ratio of 1.33 indicates that for each unit of volatility, it generates 1.33 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 24, 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.

IMSIX Sharpe Ratio Rank

IMSIX Sharpe Ratio Rank: 25.325
Below Average

IMSIX ranks above 25.3% 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

IMSIX Sharpe Ratio Market Positioning

The chart shows IMSIX'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%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.33
  • Green zone (top 25%): 2.33 or higher
  • Top 1%: 4.28+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares IMS Strategic Income Fund's Sharpe Ratio with other mutual funds in the Tactical Allocation category across multiple time periods, showing how IMSIX'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 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TEBRXTeberg Fund3.07
PAAIXPIMCO All Asset Fund3.05
MOJOXDonoghue Forlines Momentum Fund3.02
PASAXPIMCO All Asset Fund Class A2.98
SIOAXSEI Institutional Managed Trust Multi-Asset Income Fund2.92
ASTIXAstor Dynamic Allocation Fund2.91
CRDBXPotomac Defensive Bull Fund2.89
GTAIXDonoghue Forlines Tactical Allocation Fund2.86
CAPTXCanterbury Portfolio Thermostat Fund2.82
RQEIXRESQ Dynamic Allocation Fund2.76
IMSIXIMS Strategic Income Fund1.33

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does IMSIX fit in your portfolio?

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

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