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Sovereign's Capital Flourish Fund (SOVF) Sharpe Ratio: -0.09

ETF · Currency in USD · Last updated Jun 3, 2026

SOVF is an actively managed ETF by Sovereign's. SOVF launched on Oct 2, 2023 and has a 0.75% expense ratio.

SOVF's Sharpe Ratio of -0.09 indicates that for each unit of volatility, it generates -0.09 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 3, 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.

SOVF Sharpe Ratio Rank

SOVF Sharpe Ratio Rank: 7.78
Concerning

SOVF ranks above 7.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

SOVF Sharpe Ratio Market Positioning

The chart shows SOVF'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%): 0.90 or lower
  • Yellow zone (middle 50%): 0.90 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.87+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares Sovereign's Capital Flourish Fund's Sharpe Ratio with other ETFs in the Mid Cap Blend Equities category across multiple time periods, showing how SOVF'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.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
OPTZOptimize Strategy Index ETF3.50
PEXLPacer US Export Leaders ETF3.12
CSDInvesco S&P Spin-Off ETF3.12
EPUiShares MSCI Peru ETF2.92
CPAICounterpoint Quantitative Equity ETF2.78
RSHOTema American Reshoring ETF2.51
LSTLeuthold Select Industries ETF2.49
FFSMFidelity Fundamental Small-Mid Cap ETF2.24
ONEOSPDR Russell 1000 Momentum Focus ETF2.23
EQALInvesco Russell 1000 Equal Weight ETF2.17
SOVFSovereign's Capital Flourish Fund-0.09

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does SOVF fit in your portfolio?

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