CABCO Trust for JC Penney Debentures (PFH) Sharpe Ratio: -0.02

PFH's Sharpe Ratio of -0.02 indicates that for each unit of volatility, it generates -0.02 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 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.

PFH Sharpe Ratio Rank

Below Average

PFH ranks above 38.6% 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

PFH Sharpe Ratio Market Positioning

The chart shows PFH's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): -0.34 or lower
Yellow zone (middle 50%): -0.34 to 1.10
Green zone (top 25%): 1.10 or higher
Top 1%: 4.83+
Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares PFH's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Apr 2, 2026.

Symbol	Name	1Y Sharpe Ratio
AXTI	AXT, Inc.	24.28
BW	Babcock & Wilcox Enterprises, Inc.	19.54
TERN	Terns Pharmaceuticals, Inc.	18.81
RVMDW	Revolution Medicines Inc. Warrant	16.39
RLMD	Relmada Therapeutics, Inc.	15.58
TNGX	Tango Therapeutics, Inc.	14.19
SNDK	Sandisk Corp	13.55
LITE	Lumentum Holdings Inc.	13.21
ERAS	Erasca, Inc.	13.11
SLGL	Sol-Gel Technologies Ltd.	12.30
PFH	CABCO Trust for JC Penney Debentures	-0.02

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Explore PFH risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

PFH Sortino Ratio