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MC Trio Equity Buffered ETF (TRIO) Sharpe Ratio: 2.51

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

MC Trio Equity Buffered ETF is an actively managed ETF that seeks capital appreciation with limited downside protection. The fund uses FLEX options to gain exposure to U.S. and international developed-market equities while aiming to buffer the first 10% of losses.

TRIO's Sharpe Ratio of 2.51 indicates that for each unit of volatility, it generates 2.51 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.

TRIO Sharpe Ratio Rank

TRIO Sharpe Ratio Rank: 75.576
Above Average

TRIO ranks above 75.5% 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

TRIO Sharpe Ratio Market Positioning

The chart shows TRIO'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%: 7.86+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares MC Trio Equity Buffered ETF's Sharpe Ratio with other ETFs in the Equity Hedged category across multiple time periods, showing how TRIO'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
HECOState Street Galaxy Hedged Digital Asset Ecosystem ETF3.93
MAXJiShares Large Cap Max Buffer Jun ETF3.30
PHDGInvesco S&P 500 Downside Hedged ETF3.03
QQHGInvesco QQQ Hedged Advantage ETF3.00
HEGDSwan Hedged Equity US Large Cap ETF2.81
KSPYKraneshares Hedgeye Hedged Equity Index ETF2.71
SPYHNEOS S&P 500 Hedged Equity Income ETF2.55
TRIOMC Trio Equity Buffered ETF2.51
SNTHMRP SynthEquity ETF2.49
FHEQFidelity Hedged Equity ETF2.38

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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Sharpe Ratio Calculator

How does TRIO fit in your portfolio?

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

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