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Tortoise MLP & Pipeline Fund (TORIX) Sharpe Ratio: 1.06

TORIX's Sharpe Ratio of 1.06 indicates that for each unit of volatility, it generates 1.06 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 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.

TORIX Sharpe Ratio Rank

TORIX Sharpe Ratio Rank: 53.954
Average

TORIX ranks above 53.9% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced 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

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

TORIX Sharpe Ratio Market Positioning

The chart shows TORIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.76 or lower
  • Yellow zone (middle 50%): 0.76 to 1.49
  • Green zone (top 25%): 1.49 or higher
  • Top 1%: 3.51+
  • Median: 1.10 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Tortoise MLP & Pipeline Fund's Sharpe Ratio with other mutual funds in the Energy Equities category across multiple time periods, showing how TORIX'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 Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RSNYXVictory Global Energy Transition Fund Class Y4.10
RSNRXVictory Global Energy Transition Fund4.08
GRHIXGoehring & Rozencwajg Resources Fund3.12
IGNAXDelaware Ivy Natural Resources Fund2.80
IEYYXDelaware Ivy Energy Fund2.72
GOFIXGMO Resources Fund2.61
MLOZXCohen & Steers MLP & Energy Opportunity Fund, Inc.2.59
PGNAXPGIM Jennison Natural Resources Fund2.53
APWEXCavanal Hill World Energy Fund2.51
CGAEXCalvert Global Energy Solutions Fund Class A2.48
TORIXTortoise MLP & Pipeline Fund1.06

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Explore TORIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

TORIX Sortino Ratio