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Quantified STF Fund (QSTFX) Sharpe Ratio: 2.21

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

The investment seeks high appreciation on an annual basis consistent with a high tolerance for risk. The fund's investment adviser delegates execution of the fund's investment strategy to the Subadviser, Flexible Plan Investments, Ltd. The fund is aggressively managed by the Subadviser, which typically results in high portfolio turnover. The Subadviser seeks to achieve the fund's investment objective primarily by using the Subadviser's proprietary Self-Adjusting Trend Following Strategy.

QSTFX's Sharpe Ratio of 2.21 indicates that for each unit of volatility, it generates 2.21 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 24, 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.

QSTFX Sharpe Ratio Rank

QSTFX Sharpe Ratio Rank: 67.768
Above Average

QSTFX ranks above 67.7% 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

QSTFX Sharpe Ratio Market Positioning

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

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.29+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Quantified STF Fund's Sharpe Ratio with other mutual funds in the Tactical Allocation category across multiple time periods, showing how QSTFX'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 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TEBRXTeberg Fund3.07
PAAIXPIMCO All Asset Fund3.05
MOJOXDonoghue Forlines Momentum Fund3.02
PASAXPIMCO All Asset Fund Class A2.98
SIOAXSEI Institutional Managed Trust Multi-Asset Income Fund2.92
ASTIXAstor Dynamic Allocation Fund2.91
CRDBXPotomac Defensive Bull Fund2.89
GTAIXDonoghue Forlines Tactical Allocation Fund2.86
CAPTXCanterbury Portfolio Thermostat Fund2.82
RQEIXRESQ Dynamic Allocation Fund2.76
QSTFXQuantified STF Fund2.21

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does QSTFX fit in your portfolio?

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

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