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Horizon Managed Risk ETF (SFTY) Sharpe Ratio: 1.76

ETF · Currency in USD · Last updated Jul 8, 2026

SFTY is an actively managed ETF by Horizon. SFTY launched on Jun 25, 2025 and has a 0.77% expense ratio.

SFTY's Sharpe Ratio of 1.76 indicates that for each unit of volatility, it generates 1.76 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 8, 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.

SFTY Sharpe Ratio Rank

SFTY Sharpe Ratio Rank: 65.465
Above Average

SFTY ranks above 65.4% 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

SFTY Sharpe Ratio Market Positioning

The chart shows SFTY'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%): 0.82 or lower
  • Yellow zone (middle 50%): 0.82 to 1.96
  • Green zone (top 25%): 1.96 or higher
  • Top 1%: 6.62+
  • Median: 1.46 — half of all investments score higher

How it compares to other similar ETFs

The table compares Horizon Managed Risk ETF's Sharpe Ratio with other ETFs in the Tactical Allocation, Actively Managed category across multiple time periods, showing how SFTY'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 8, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ABIVictoryShares Pioneer Asset-Based Income ETF4.12
AFOSARS Focused Opportunities Strategy ETF3.33
CLSEConvergence Long/Short Equity ETF3.19
TMEDT. Rowe Price Health Care ETF2.38
LEXIAlexis Practical Tactical ETF2.30
BVALBluemonte Large Cap Value ETF2.22
RHRXRH Tactical Rotation ETF2.18
MOODRelative Sentiment Tactical Allocation ETF2.17
CEFSSaba Closed-End Funds ETF2.14
TDSBCabana Target Drawdown 7 ETF2.09
SFTYHorizon Managed Risk ETF1.76

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does SFTY fit in your portfolio?

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

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