OVLH's Sortino Ratio of 3.38 indicates that for each unit of downside volatility, it generates 3.38 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 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.
OVLH Sortino Ratio Rank
OVLH ranks above 73.4% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. 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
- Above-average downside protection 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 risk profile
OVLH Sortino Ratio Market Positioning
The chart shows OVLH'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%): 1.37 or lower
- Yellow zone (middle 50%): 1.37 to 3.44
- Green zone (top 25%): 3.44 or higher
- Top 1%: 12.99+
- Median: 2.48 — half of all investments score higher
How it compares to other similar ETFs
The table compares Overlay Shares Hedged Large Cap Equity ETF's Sortino Ratio with other ETFs in the Equity Hedged category across multiple time periods, showing how OVLH'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 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| MAXJ | iShares Large Cap Max Buffer Jun ETF | 5.45 | |||
| PHDG | Invesco S&P 500 Downside Hedged ETF | 4.44 | |||
| HECO | State Street Galaxy Hedged Digital Asset Ecosystem ETF | 4.24 | |||
| QQHG | Invesco QQQ Hedged Advantage ETF | 4.16 | |||
| KSPY | Kraneshares Hedgeye Hedged Equity Index ETF | 3.91 | |||
| HEGD | Swan Hedged Equity US Large Cap ETF | 3.70 | |||
| TRIO | MC Trio Equity Buffered ETF | 3.68 | |||
| SPYH | NEOS S&P 500 Hedged Equity Income ETF | 3.52 | |||
| SNTH | MRP SynthEquity ETF | 3.41 | |||
| RFLR | Innovator U.S. Small Cap Managed Floor ETF | 3.39 | |||
| OVLH | Overlay Shares Hedged Large Cap Equity ETF | 3.38 |
Historical Sortino Ratio
The chart shows OVLH'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 OVLH consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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