PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Astoria Real Assets ETF (PPI) Sharpe Ratio: 2.04

ETF · Currency in USD · Last updated Jun 25, 2026

Astoria Real Assets ETF is an actively managed multi-asset ETF that seeks long-term capital appreciation in inflation-adjusted terms. The fund invests across real asset-related equities, commodities, TIPS, REITs, ETFs, and other securities expected to benefit from inflation and structural demand for energy, infrastructure, natural resources, utilities, real estate, and materials.

PPI's Sharpe Ratio of 2.04 indicates that for each unit of volatility, it generates 2.04 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 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.

PPI Sharpe Ratio Rank

PPI Sharpe Ratio Rank: 72.072
Above Average

PPI ranks above 72.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-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

  • Above-average risk-adjusted returns 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 efficiency

PPI Sharpe Ratio Market Positioning

The chart shows PPI'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%): 0.82 or lower
  • Yellow zone (middle 50%): 0.82 to 2.07
  • Green zone (top 25%): 2.07 or higher
  • Top 1%: 6.85+
  • Median: 1.50 — half of all investments score higher

How it compares to other similar ETFs

The table compares Astoria Real Assets ETF's Sharpe Ratio with other ETFs in the Global Allocation category across multiple time periods, showing how PPI'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 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TFPNBlueprint Chesapeake Multi-Asset Trend ETF2.69
LALTFirst Trust Multi-Strategy Alternative ETF2.61
ALTYGlobal X Alternative Income ETF2.44
ENDWCambria Endowment Style ETF2.26
FARXFrontier Asset Absolute Return ETF2.22
PPIAstoria Real Assets ETF2.04
JFLIJPMorgan Flexible Income ETF1.93
ELMElm Market Navigator ETF1.70
MAPPHarbor Multi-Asset Explorer ETF1.69
KEATKeating Active ETF1.67

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

Loading charts...

Sharpe Ratio Calculator

How does PPI fit in your portfolio?

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

Analyze Your Portfolio