Purpose Multi-Asset Income Fund (PINC.TO) Sharpe Ratio: 3.89

PINC.TO's Sharpe Ratio of 3.89 indicates that for each unit of volatility, it generates 3.89 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 25, 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.

PINC.TO Sharpe Ratio Rank

Exceptional

PINC.TO ranks above 97.8% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

Suitable as a core holding given strong risk-adjusted returns
Monitor rank changes to detect deteriorating return-to-volatility profile
Exceptional Sharpe ratio supports larger position sizes
Compare with category peers to assess whether strength is investment-specific or category-wide

PINC.TO Sharpe Ratio Market Positioning

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

Red zone (bottom 25%): 0.59 or lower
Yellow zone (middle 50%): 0.59 to 1.73
Green zone (top 25%): 1.73 or higher
Top 1%: 6.38+
Median: 1.22 — half of all investments score higher

How it compares to other similar ETFs

The table compares Purpose Multi-Asset Income Fund's Sharpe Ratio with other ETFs in the Derivative Income, Dividend, Tactical Allocation, Diversified Portfolio category across multiple time periods, showing how PINC.TO'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 Jul 25, 2026.

Symbol	Name	1Y Sharpe Ratio
VDY.TO	Vanguard FTSE Canadian High Dividend Yield Index ETF	6.00
CLSA.TO	Brompton Split Corp. Enhanced Equity Income ETF	5.96
CBNK.TO	Mulvihill Canadian Bank Enhanced Yield ETF	5.28
XDIV.TO	iShares Core MSCI Canadian Quality Dividend Index ETF	5.18
BANK.TO	Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund	5.16
HLIF.TO	Harvest Canadian Equity Income Leaders ETF Class A	5.13
TBNK.TO	TD Canadian Bank Dividend Index ETF	4.81
ZWB.TO	BMO Covered Call Canadian Banks ETF	4.53
PDC.TO	Invesco Canadian Dividend Index ETF	4.52
BKCL.TO	Global X Enhanced Equal Weight Canadian Banks Covered Call ETF	4.35
PINC.TO	Purpose Multi-Asset Income Fund	3.89

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does PINC.TO fit in your portfolio?

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

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