Timothy Plan Defensive Strategies Fund Class I (TPDIX) Sharpe Ratio: 1.88

TPDIX's Sharpe Ratio of 1.88 indicates that for each unit of volatility, it generates 1.88 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 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.

TPDIX Sharpe Ratio Rank

Above Average

TPDIX ranks above 77.5% 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

TPDIX Sharpe Ratio Market Positioning

The chart shows TPDIX'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%): 0.94 or lower
Yellow zone (middle 50%): 0.94 to 1.83
Green zone (top 25%): 1.83 or higher
Top 1%: 3.71+
Median: 1.49 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Timothy Plan Defensive Strategies Fund Class I's Sharpe Ratio with other mutual funds in the Tactical Allocation category across multiple time periods, showing how TPDIX'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 Aug 4, 2026.

Symbol	Name	1Y Sharpe Ratio
PAAIX	PIMCO All Asset Fund	3.04
PASAX	PIMCO All Asset Fund Class A	2.97
HSTRX	Hussman Strategic Total Return Fund	2.78
SIOAX	SEI Institutional Managed Trust Multi-Asset Income Fund	2.64
PAUIX	PIMCO All Asset All Authority Fund	2.56
ASTIX	Astor Dynamic Allocation Fund	2.52
ABRYX	Invesco Balanced-Risk Allocation Fund	2.52
ABRZX	Invesco Balanced-Risk Allocation Fund Class A	2.48
QDSNX	AQR Diversifying Strategies Fund Class N	2.47
PWDIX	Donoghue Forlines Dividend Fund	2.43
TPDIX	Timothy Plan Defensive Strategies Fund Class I	1.88

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Historical Sharpe Ratio

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

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How does TPDIX fit in your portfolio?

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