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Reaves Infrastructure Fund (RSRFX) Sortino Ratio: 0.86

Mutual Fund · Currency in USD · Last updated Jul 11, 2026

Under normal circumstances, the fund invests at least 80% of its net assets, plus any borrowings for investment purposes, in securities of domestic and foreign public infrastructure companies. The adviser considers a company to be involved to a significant extent in the Utilities and/or the Energy Industry, as applicable, if at least 50% of its assets, gross income or profits are committed to or derived from Utilities or Energy.

RSRFX's Sortino Ratio of 0.86 indicates that for each unit of downside volatility, it generates 0.86 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 11, 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.

RSRFX Sortino Ratio Rank

RSRFX Sortino Ratio Rank: 9.810
Concerning

RSRFX ranks above 9.8% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Weak downside-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or implementing downside hedges
  • Review higher-ranked alternatives in the same category

RSRFX Sortino Ratio Market Positioning

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

  • Red zone (bottom 25%): 1.56 or lower
  • Yellow zone (middle 50%): 1.56 to 2.80
  • Green zone (top 25%): 2.80 or higher
  • Top 1%: 8.86+
  • Median: 2.27 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Reaves Infrastructure Fund's Sortino Ratio with other mutual funds in the Energy Equities category across multiple time periods, showing how RSRFX'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 Jul 11, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
MLOZXCohen & Steers MLP & Energy Opportunity Fund, Inc.4.46
RSNYXVictory Global Energy Transition Fund Class Y3.89
RSNRXVictory Global Energy Transition Fund3.87
EIPIXEIP Growth and Income Fund (NEW)3.44
IEYYXDelaware Ivy Energy Fund3.19
VLPIXVirtus Duff & Phelps Select MLP and Energy Fund3.18
RMLPXRecurrent MLP & Infrastructure Fund3.12
MLPTXInvesco SteelPath MLP Select 40 Fund3.09
EGLIXEagle MLP Strategy Fund2.98
ICPAXIntegrity Mid-North American Resources Fund2.97
RSRFXReaves Infrastructure Fund0.86

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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