RMIF's Sortino Ratio of 0.91 indicates that for each unit of downside volatility, it generates 0.91 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
RMIF Sortino Ratio Market Positioning
The chart shows RMIF's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.91 or lower
- Yellow zone (middle 50%): 0.91 to 2.45
- Green zone (top 25%): 2.45 or higher
- Top 1%: 14.18+
- Median: 1.82 — half of all investments score higher
How it compares to other similar ETFs
The table compares LHA Risk-Managed Income ETF's Sortino Ratio with other ETFs in the Multisector Bonds category across multiple time periods, showing how RMIF'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 Aug 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SOFR | Amplify Samsung SOFR ETF | 6.33 | |||
| ABI | VictoryShares Pioneer Asset-Based Income ETF | 6.31 | |||
| OGSP | Obra High Grade Structured Products ETF | 5.55 | |||
| PSQO | Palmer Square Credit Opportunities ETF | 5.42 | |||
| CARY | Angel Oak Income ETF | 4.58 | |||
| JPIE | JPMorgan Income ETF | 4.56 | |||
| PSDM | PGIM Short Duration Multi-Sector Bond ETF | 3.88 | |||
| DMX | DoubleLine Multi-Sector Income ETF | 3.59 | |||
| MUSE | TCW Multisector Credit Income ETF | 3.31 | |||
| BLUI | Bluemonte Diversified Income ETF | 2.86 | |||
| RMIF | LHA Risk-Managed Income ETF | — |
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Historical Sortino Ratio
The chart shows RMIF's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when RMIF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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