M.D. Sass Concentrated Value ETF (SASS) Sharpe Ratio

Sharpe ratio is not yet available for SASS. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares M.D. Sass Concentrated Value ETF's Sharpe Ratio with other ETFs in the Actively Managed, Large Cap Value Equities category across multiple time periods, showing how SASS'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 10, 2026.

Symbol	Name	1Y Sharpe Ratio
ABI	VictoryShares Pioneer Asset-Based Income ETF	4.11
VLUE	iShares MSCI USA Value Factor ETF	3.67
CLSE	Convergence Long/Short Equity ETF	3.40
AFOS	ARS Focused Opportunities Strategy ETF	3.39
SEIV	SEI Enhanced US Large Cap Value Factor ETF	2.86
PWV	Invesco Dynamic Large Cap Value ETF	2.85
IWX	iShares Russell Top 200 Value ETF	2.74
FNDX	Schwab Fundamental U.S. Large Company Index ETF	2.70
TVAL	T. Rowe Price Value ETF	2.68
AVLV	Avantis U.S. Large Cap Value ETF	2.67
SASS	M.D. Sass Concentrated Value ETF	—

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Historical Sharpe Ratio

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

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