Sortino ratio is not yet available for TFFI. 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 Chesapeake Trend-Following Fixed Income ETF's Sortino Ratio with other ETFs in the Actively Managed, Systematic Trend, Nontraditional Bonds category across multiple time periods, showing how TFFI'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 30, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ABI | VictoryShares Pioneer Asset-Based Income ETF | 6.19 | |||
| ILS | Brookmont Catastrophic Bond ETF | 5.16 | |||
| SEIX | Virtus Seix Senior Loan ETF | 5.08 | |||
| CLSE | Convergence Long/Short Equity ETF | 4.19 | |||
| KNRG | Simplify Kayne Anderson Energy and Infrastructure Credit ETF | 3.46 | |||
| DFUV | Dimensional US Marketwide Value ETF | 3.41 | |||
| TMED | T. Rowe Price Health Care ETF | 3.34 | |||
| ISMF | iShares Managed Futures Active ETF | 3.33 | |||
| AFOS | ARS Focused Opportunities Strategy ETF | 3.07 | |||
| DIVN | Horizon Dividend Income ETF | 2.95 | |||
| TFFI | Chesapeake Trend-Following Fixed Income ETF | — |
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Historical Sortino Ratio
The chart shows TFFI'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 TFFI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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