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Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) Sharpe Ratio: 1.38

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

Utilizing a quantitative and tactical approach, the fund implements an investment strategy that seeks to hold a diversified portfolio of securities, ETFs, open-end investment companies and/or closed-end investment companies within any of the following asset classes when, in the view of the Adviser, various risk measurements show the potential to produce positive returns: domestic and international small-cap equities; growth and income equities; preferred securities; convertible bonds; high yield bonds and leveraged loans; emerging market bonds; and REITs.

RWSIX's Sharpe Ratio of 1.38 indicates that for each unit of volatility, it generates 1.38 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 24, 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.

RWSIX Sharpe Ratio Rank

RWSIX Sharpe Ratio Rank: 27.628
Below Average

RWSIX ranks above 27.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

RWSIX Sharpe Ratio Market Positioning

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

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.28+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Redwood Systematic Macro Trend ("SMarT") Fund's Sharpe Ratio with other mutual funds in the Systematic Trend category across multiple time periods, showing how RWSIX'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 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
QNZNXAQR Trend Total Return Fund3.42
LOTIXLoCorr Market Trend Fund3.42
AQMIXAQR Managed Futures Strategy Fund2.93
AQMNXAQR Managed Futures Strategy Fund Class N2.92
AHLIXAmerican Beacon AHL Managed Futures Strategy Fund Class R52.90
AHLPXAmerican Beacon AHL Managed Futures Strategy Fund2.85
QMHIXAQR Managed Futures Strategy HV Fund2.67
GFIRXGoldman Sachs Managed Futures Strategy Fund2.66
QMHNXAQR Managed Futures Strategy HV Fund Class N2.65
GMSAXGoldman Sachs Managed Futures Strategy Fund Class A2.59
RWSIXRedwood Systematic Macro Trend ("SMarT") Fund1.38

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does RWSIX fit in your portfolio?

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

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