SAPH's Sortino Ratio of -1.33 indicates that for each unit of downside volatility, it generates -1.33 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 31, 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.
SAPH Sortino Ratio Rank
SAPH ranks above 2.2% 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
SAPH Sortino Ratio Market Positioning
The chart shows SAPH'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%): 0.93 or lower
- Yellow zone (middle 50%): 0.93 to 2.40
- Green zone (top 25%): 2.40 or higher
- Top 1%: 13.90+
- Median: 1.77 — half of all investments score higher
How it compares to other similar ETFs
The table compares ADRhedged SAP ETF's Sortino Ratio with other ETFs in the Actively Managed, Technology Equities category across multiple time periods, showing how SAPH'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 31, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ABI | VictoryShares Pioneer Asset-Based Income ETF | 6.28 | |||
| SEIX | Virtus Seix Senior Loan ETF | 5.21 | |||
| CLSE | Convergence Long/Short Equity ETF | 4.32 | |||
| DFUV | Dimensional US Marketwide Value ETF | 3.63 | |||
| ASMH | ASML Holding NV ADR Hedged ETF | 3.42 | |||
| AFOS | ARS Focused Opportunities Strategy ETF | 3.40 | |||
| TMED | T. Rowe Price Health Care ETF | 3.16 | |||
| AVIV | Avantis International Large Cap Value ETF | 3.11 | |||
| CHPS | Xtrackers Semiconductor Select Equity ETF | 3.04 | |||
| FLXR | TCW Flexible Income ETF | 3.02 | |||
| SAPH | ADRhedged SAP ETF | -1.33 |
Compare this symbol against anything
How much price history to include in the calculation
Historical Sortino Ratio
The chart shows SAPH'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 SAPH consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does SAPH fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio