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Adaptive Core ETF (RULE) Sharpe Ratio: 2.58

ETF · Currency in USD · Last updated Jun 3, 2026

RULE is an actively managed ETF by Mohr Funds. RULE launched on Nov 2, 2021 and has a 1.10% expense ratio.

RULE's Sharpe Ratio of 2.58 indicates that for each unit of volatility, it generates 2.58 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 3, 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.

RULE Sharpe Ratio Rank

RULE Sharpe Ratio Rank: 78.078
Above Average

RULE ranks above 78.0% 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

RULE Sharpe Ratio Market Positioning

The chart shows RULE'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%): 0.92 or lower
  • Yellow zone (middle 50%): 0.92 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.74+
  • Median: 1.76 — half of all investments score higher

How it compares to other similar ETFs

The table compares Adaptive Core ETF's Sharpe Ratio with other ETFs in the Diversified Portfolio category across multiple time periods, showing how RULE'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 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
NTSEWisdomTree Emerging Markets Efficient Core Fund3.23
INCMFranklin Income Focus ETF3.20
DRAIDraco Evolution AI ETF3.14
AVMAAvantis Moderate Allocation ETF2.80
CLSMCabana Target Leading Sector Moderate ETF2.79
RAAXVanEck Inflation Allocation ETF2.76
RAASMI 3Fourteen REAL Asset Allocation ETF2.70
GAACambria Global Asset Allocation ETF2.67
FTBIFirst Trust Balanced Income ETF2.67
TUGSTF Tactical Growth ETF2.60
RULEAdaptive Core ETF2.58

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does RULE fit in your portfolio?

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

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