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Toews Tactical Defensive Alpha Fund (TTDAX) Sortino Ratio

Mutual Fund · Currency in USD · Last updated Jun 25, 2026

The fund's adviser seeks to achieve the fund's investment objective by investing primarily in: (1) derivative instruments including but not limited to futures contracts on equity indices compromised of issuers of any capitalization, (2) fixed income securities and (3) cash equivalents. It may also invest directly in stocks of U.S. issuers of any capitalization, foreign large cap stocks and exchange traded funds ("ETFs") that invest primarily in common stock.

Sortino ratio is not yet available for TTDAX. 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 mutual funds

The table compares Toews Tactical Defensive Alpha Fund's Sortino Ratio with other mutual funds in the Long-Short category across multiple time periods, showing how TTDAX'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 25, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
BPLEXBoston Partners Long/Short Equity Fund4.73
BDMIXBlackRock Global Long/Short Equity Fund Class I4.62
VMNIXVanguard Market Neutral Fund Institutional Shares4.16
VMNFXVanguard Market Neutral Fund Investor Shares4.15
CDAZXMulti-Manager Directional Alternative Strategies Fund3.80
JAKVXJohn Hancock Disciplined Value Global Long/Short Fund Class R63.52
JAKRXJohn Hancock Disciplined Value Global Long/Short Fund Class A3.48
LSEIXPersimmon Long/Short Fund3.17
KCEIXKnights of Columbus Long/Short Equity Fund3.04
SNOIXEasterly Snow Capital Long/Short Opportunity Fund3.02
TTDAXToews Tactical Defensive Alpha Fund—

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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