Sortino ratio is not yet available for SDMF. 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 Simplify DBi CTA Managed Futures Index ETF's Sortino Ratio with other ETFs in the Systematic Trend category across multiple time periods, showing how SDMF'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.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ISMF | iShares Managed Futures Active ETF | 3.69 | |||
| DBMF | iMGP DBi Managed Futures Strategy ETF | 3.35 | |||
| MFUT | Cambria Chesapeake Pure Trend ETF | 3.21 | |||
| AHLT | American Beacon AHL Trend ETF | 2.78 | |||
| IMF | Invesco Managed Futures Strategy ETF | 2.45 | |||
| ASMF | Virtus AlphaSimplex Managed Futures ETF | 2.11 | |||
| GXDW | Global X Dorsey Wright Thematic ETF | 1.52 | |||
| CTA | Simplify Managed Futures Strategy ETF | 1.10 | |||
| HFMF | Unlimited HFMF Managed Futures ETF | — | |||
| FFUT | Fidelity Managed Futures ETF | — | |||
| SDMF | Simplify DBi CTA Managed Futures Index ETF | — |
Historical Sortino Ratio
The chart shows SDMF'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 SDMF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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