ETFMG U.S. Alternative Harvest ETF (MJUS) Sortino Ratio
Sortino ratio is not yet available for MJUS. 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 ETFMG U.S. Alternative Harvest ETF's Sortino Ratio with other ETFs in the Actively Managed, Cannabis category across multiple time periods, showing how MJUS'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 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| TYLD | Cambria Tactical Yield ETF | 4.75 | |||
| MEAR | iShares Short Maturity Municipal Bond ETF | 3.77 | |||
| FYLD | Cambria Foreign Shareholder Yield ETF | 3.41 | |||
| FTSD | Franklin Short Duration U.S. Government ETF | 3.38 | |||
| GDMA | Gadsden Dynamic Multi-Asset ETF | 3.28 | |||
| VCLN | Virtus Duff & Phelps Clean Energy ETF | 3.08 | |||
| RLY | SPDR SSgA Multi-Asset Real Return ETF | 3.07 | |||
| DBMF | iM DBi Managed Futures Strategy ETF | 3.05 | |||
| BATT | Amplify Lithium & Battery Technology ETF | 2.99 | |||
| OVT | Overlay Shares Short Term Bond ETF | 2.99 | |||
| MJUS | ETFMG U.S. Alternative Harvest ETF | — |
Historical Sortino Ratio
The chart shows MJUS'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 MJUS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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