PortfoliosLab logoPortfoliosLab logo

Sharpe ratio is not yet available for LOTI. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Liberty One Tactical Income ETF's Sharpe Ratio with other ETFs in the Tactical Allocation category across multiple time periods, showing how LOTI'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 Aug 2, 2026.


SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TYLDCambria Tactical Yield ETF5.28
MOODRelative Sentiment Tactical Allocation ETF2.14
TRTYCambria Trinity ETF2.13
LEXIAlexis Practical Tactical ETF2.07
RHRXRH Tactical Rotation ETF1.93
COROiShares International Country Rotation Active ETF1.83
TDSBCabana Target Drawdown 7 ETF1.76
GMOMCambria Global Momentum ETF1.74
TDSCCabana Target Drawdown 10 ETF1.73
TBFGThe Brinsmere Fund - Growth ETF1.69
LOTILiberty One Tactical Income ETF
Benchmark

Compare this symbol against anything

Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

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


Loading charts...

Sharpe Ratio Calculator

How does LOTI fit in your portfolio?

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

Analyze Your Portfolio