RPAR Risk Parity ETF (RPAR) Sharpe Ratio: 1.66

RPAR's Sharpe Ratio of 1.66 indicates that for each unit of volatility, it generates 1.66 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 7, 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.

RPAR Sharpe Ratio Rank

Average

RPAR ranks above 50.0% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. 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

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

RPAR Sharpe Ratio Market Positioning

The chart shows RPAR'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%): 0.81 or lower
Yellow zone (middle 50%): 0.81 to 2.19
Green zone (top 25%): 2.19 or higher
Top 1%: 7.26+
Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares RPAR Risk Parity ETF's Sharpe Ratio with other ETFs in the Hedge Fund category across multiple time periods, showing how RPAR'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 7, 2026.

Symbol	Name	1Y Sharpe Ratio
RLY	SPDR SSgA Multi-Asset Real Return ETF	2.75
MRGR	Proshares Merger ETF	2.71
WTMF	WisdomTree Managed Futures Strategy Fund	2.21
ARB	AltShares Merger Arbitrage ETF	1.98
RYLD	Global X Russell 2000 Covered Call ETF	1.95
FMF	First Trust Managed Futures Strategy Fund	1.93
QTR	Global X NASDAQ 100 Tail Risk ETF	1.87
GMOM	Cambria Global Momentum ETF	1.85
DBEF	Xtrackers MSCI EAFE Hedged Equity ETF	1.83
ADME	Aptus Drawdown Managed Equity ETF	1.82
RPAR	RPAR Risk Parity ETF	1.66

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does RPAR fit in your portfolio?

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