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SMI 3Fourteen REAL Asset Allocation ETF (RAA) Sharpe Ratio: 2.12

ETF · Currency in USD · Last updated Jun 23, 2026

The SMI 3Fourteen REAL Asset Allocation ETF is an actively managed fund that dynamically allocates its portfolio among three asset categories: stocks, bonds, and alternatives. The fund employs the REAL Asset Allocation strategy developed by 3Fourteen Research, using a proprietary model to determine optimal allocation across asset classes.

RAA's Sharpe Ratio of 2.12 indicates that for each unit of volatility, it generates 2.12 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 23, 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.

RAA Sharpe Ratio Rank

RAA Sharpe Ratio Rank: 67.267
Above Average

RAA ranks above 67.2% 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

RAA Sharpe Ratio Market Positioning

The chart shows RAA'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%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.31
  • Green zone (top 25%): 2.31 or higher
  • Top 1%: 7.48+
  • Median: 1.67 — half of all investments score higher

How it compares to other similar ETFs

The table compares SMI 3Fourteen REAL Asset Allocation ETF's Sharpe Ratio with other ETFs in the Diversified Portfolio category across multiple time periods, showing how RAA'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 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
NTSEWisdomTree Emerging Markets Efficient Core Fund2.74
AVMAAvantis Moderate Allocation ETF2.63
INCMFranklin Income Focus ETF2.58
RULEAdaptive Core ETF2.52
DRAIDraco Evolution AI ETF2.49
IYLDiShares Morningstar Multi-Asset Income ETF2.42
CLSMCabana Target Leading Sector Moderate ETF2.40
BAMYBrookstone Yield ETF2.37
DDXDefined Duration 10 ETF2.34
FTBIFirst Trust Balanced Income ETF2.29
RAASMI 3Fourteen REAL Asset Allocation ETF2.12

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does RAA fit in your portfolio?

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