HFSAX vs. ^RTSI

Last updated Jun 13, 2026

HFSAX (Hundredfold Select Alternative Fund Investor Class) is Tactical Allocation fund managed by Advisors Preferred, while ^RTSI (RTS Index) is an index. Over the past 10 years, HFSAX returned 8.24%/yr vs 2.17%/yr for ^RTSI. At a 0.25 correlation, their price movements are largely independent.

Performance

HFSAX vs. ^RTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hundredfold Select Alternative Fund Investor Class (HFSAX) and RTS Index (^RTSI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HFSAX achieves a 1.16% return, which is significantly higher than ^RTSI's 0.37% return. Over the past 10 years, HFSAX has outperformed ^RTSI with an annualized return of 8.24%, while ^RTSI has yielded a comparatively lower 2.17% annualized return.

HFSAX

• 1D: 0.37%
• 1M: -1.30%
• YTD: 1.16%
• 6M: 2.27%
• 1Y: 9.33%
• 3Y*: 9.05%
• 5Y*: 2.94%
• 10Y*: 8.24%

^RTSI

• 1D: -1.70%
• 1M: -3.38%
• YTD: 0.37%
• 6M: 3.31%
• 1Y: 2.61%
• 3Y*: 2.07%
• 5Y*: -7.45%
• 10Y*: 2.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HFSAX vs. ^RTSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HFSAX Hundredfold Select Alternative Fund Investor Class	1.16%	11.97%	3.75%	10.93%	-9.44%	9.05%	38.71%	10.35%	-1.97%	9.91%
^RTSI RTS Index	0.37%	24.73%	-17.56%	11.63%	-39.18%	15.01%	-10.42%	44.93%	-7.42%	0.18%

Correlation

The correlation between HFSAX and ^RTSI is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.25

The correlation between HFSAX and ^RTSI shifts across timeframes, from -0.01 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Return for Risk

HFSAX vs. ^RTSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HFSAX

HFSAX Risk / Return Rank: 65
HFSAX Sharpe Ratio Rank: 74
HFSAX Sortino Ratio Rank: 67
HFSAX Omega Ratio Rank: 76
HFSAX Calmar Ratio Rank: 68
HFSAX Martin Ratio Rank: 40

^RTSI

^RTSI Risk / Return Rank: 11
^RTSI Sharpe Ratio Rank: 11
^RTSI Sortino Ratio Rank: 11
^RTSI Omega Ratio Rank: 11
^RTSI Calmar Ratio Rank: 11
^RTSI Martin Ratio Rank: 11

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HFSAX vs. ^RTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hundredfold Select Alternative Fund Investor Class (HFSAX) and RTS Index (^RTSI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	HFSAX	^RTSI	Difference
Sharpe ratio: Return per unit of total volatility	2.05	-0.06	+2.11
Sortino ratio: Return per unit of downside risk	2.70	0.07	+2.63
Omega ratio: Gain probability vs. loss probability	1.40	1.01	+0.40
Calmar ratio: Return relative to maximum drawdown	2.63	-0.07	+2.70
Martin ratio: Return relative to average drawdown	7.23	-0.15	+7.38

HFSAX vs. ^RTSI - Sharpe Ratio Comparison

The current HFSAX Sharpe Ratio is 2.05, which is higher than the ^RTSI Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of HFSAX and ^RTSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HFSAX vs. ^RTSI - Drawdown Comparison

The maximum HFSAX drawdown since its inception was -12.81%, smaller than the maximum ^RTSI drawdown of -93.26%. Use the drawdown chart below to compare losses from any high point for HFSAX and ^RTSI.

Drawdown Indicators

	HFSAX	^RTSI	Difference
Max Drawdown Largest peak-to-trough decline	-12.81%	-93.26%	+80.45%
Max Drawdown (1Y) Largest decline over 1 year	-3.68%	-17.79%	+14.11%
Max Drawdown (3Y) Largest decline over 3 years	-5.67%	-40.03%	+34.36%
Max Drawdown (5Y) Largest decline over 5 years	-12.49%	-62.14%	+49.65%
Max Drawdown (10Y) Largest decline over 10 years	-12.81%	-62.14%	+49.33%
Current Drawdown Current decline from peak	-1.66%	-55.05%	+53.39%
Average Drawdown Average peak-to-trough decline	-2.38%	-43.30%	+40.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.33%	8.17%	-6.84%

Volatility

HFSAX vs. ^RTSI - Volatility Comparison

The current volatility for Hundredfold Select Alternative Fund Investor Class (HFSAX) is 1.89%, while RTS Index (^RTSI) has a volatility of 5.98%. This indicates that HFSAX experiences smaller price fluctuations and is considered to be less risky than ^RTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HFSAX	^RTSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.89%	5.98%	-4.09%
Volatility (6M) Calculated over the trailing 6-month period	3.87%	12.81%	-8.94%
Volatility (1Y) Calculated over the trailing 1-year period	4.72%	21.07%	-16.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.21%	36.06%	-29.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.27%	31.01%	-24.74%

Frequently Asked Questions

Can I hold both HFSAX and ^RTSI in my portfolio?

HFSAX and ^RTSI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HFSAX or ^RTSI?

^RTSI has higher volatility (5.98%) compared to HFSAX (1.89%). In terms of maximum drawdown, HFSAX dropped -12.81% vs ^RTSI's -93.26%.

Which has better risk-adjusted returns?

HFSAX currently has the higher Sharpe Ratio (2.05 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.