SFHYX vs. CRTOX

Last updated Jun 23, 2026

SFHYX (Hundredfold Select Alternative Fund) and CRTOX (Potomac Tactical Opportunities Fund) are both Tactical Allocation funds. Over the past 5 years, SFHYX returned 2.36%/yr vs 5.20%/yr for CRTOX. A 0.59 correlation means they provide meaningful diversification when combined. SFHYX charges 2.45%/yr vs 1.63%/yr for CRTOX.

Performance

SFHYX vs. CRTOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hundredfold Select Alternative Fund (SFHYX) and Potomac Tactical Opportunities Fund (CRTOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFHYX achieves a 1.21% return, which is significantly lower than CRTOX's 11.25% return.

SFHYX

• 1D: 0.31%
• 1M: 0.04%
• YTD: 1.21%
• 6M: 1.18%
• 1Y: 9.07%
• 3Y*: 8.07%
• 5Y*: 2.36%
• 10Y*: 7.31%

CRTOX

• 1D: 0.45%
• 1M: 5.58%
• YTD: 11.25%
• 6M: 10.14%
• 1Y: 30.69%
• 3Y*: 9.44%
• 5Y*: 5.20%
• 10Y*: —

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

SFHYX vs. CRTOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SFHYX Hundredfold Select Alternative Fund	1.21%	10.99%	2.78%	9.94%	-10.31%	8.05%	21.40%
CRTOX Potomac Tactical Opportunities Fund	11.25%	11.98%	8.39%	15.76%	-14.53%	-2.00%	19.81%

Correlation

The correlation between SFHYX and CRTOX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020	0.59

The correlation between SFHYX and CRTOX has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.

Return for Risk

SFHYX vs. CRTOX — Risk / Return Rank

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

SFHYX

SFHYX Risk / Return Rank: 44
SFHYX Sharpe Ratio Rank: 50
SFHYX Sortino Ratio Rank: 42
SFHYX Omega Ratio Rank: 56
SFHYX Calmar Ratio Rank: 44
SFHYX Martin Ratio Rank: 30

CRTOX

CRTOX Risk / Return Rank: 62
CRTOX Sharpe Ratio Rank: 56
CRTOX Sortino Ratio Rank: 59
CRTOX Omega Ratio Rank: 71
CRTOX Calmar Ratio Rank: 70
CRTOX Martin Ratio Rank: 52

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.

SFHYX vs. CRTOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hundredfold Select Alternative Fund (SFHYX) and Potomac Tactical Opportunities Fund (CRTOX). 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.

	SFHYX	CRTOX	Difference
Sharpe ratio: Return per unit of total volatility	1.91	2.03	-0.12
Sortino ratio: Return per unit of downside risk	2.51	2.94	-0.43
Omega ratio: Gain probability vs. loss probability	1.38	1.43	-0.05
Calmar ratio: Return relative to maximum drawdown	2.41	3.07	-0.65
Martin ratio: Return relative to average drawdown	6.46	10.09	-3.63

SFHYX vs. CRTOX - Sharpe Ratio Comparison

The current SFHYX Sharpe Ratio is 1.91, which is comparable to the CRTOX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SFHYX and CRTOX, 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

SFHYX vs. CRTOX - Drawdown Comparison

The maximum SFHYX drawdown since its inception was -17.34%, smaller than the maximum CRTOX drawdown of -98.92%. Use the drawdown chart below to compare losses from any high point for SFHYX and CRTOX.

Drawdown Indicators

	SFHYX	CRTOX	Difference
Max Drawdown Largest peak-to-trough decline	-17.34%	-98.92%	+81.58%
Max Drawdown (1Y) Largest decline over 1 year	-3.75%	-9.93%	+6.18%
Max Drawdown (3Y) Largest decline over 3 years	-5.80%	-98.92%	+93.12%
Max Drawdown (5Y) Largest decline over 5 years	-13.71%	-98.92%	+85.21%
Max Drawdown (10Y) Largest decline over 10 years	-14.37%	—	—
Current Drawdown Current decline from peak	-1.44%	-98.45%	+97.01%
Average Drawdown Average peak-to-trough decline	-2.74%	-33.12%	+30.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.40%	3.01%	-1.61%

Volatility

SFHYX vs. CRTOX - Volatility Comparison

The current volatility for Hundredfold Select Alternative Fund (SFHYX) is 1.69%, while Potomac Tactical Opportunities Fund (CRTOX) has a volatility of 5.91%. This indicates that SFHYX experiences smaller price fluctuations and is considered to be less risky than CRTOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFHYX	CRTOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.69%	5.91%	-4.22%
Volatility (6M) Calculated over the trailing 6-month period	3.85%	11.63%	-7.78%
Volatility (1Y) Calculated over the trailing 1-year period	4.73%	14.98%	-10.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.23%	3,567.72%	-3,561.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.29%	3,264.95%	-3,258.66%

SFHYX vs. CRTOX - Expense Ratio Comparison

SFHYX has a 2.45% expense ratio, which is higher than CRTOX's 1.63% expense ratio.

Dividends

SFHYX vs. CRTOX - Dividend Comparison

SFHYX's dividend yield for the trailing twelve months is around 9.43%, less than CRTOX's 11.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRTOX Potomac Tactical Opportunities Fund	11.05%	12.29%	4.58%	0.67%	0.00%	15.16%	2.98%	0.00%	0.00%	0.00%	0.00%	0.00%
SFHYX Hundredfold Select Alternative Fund	9.43%	9.54%	5.68%	4.62%	4.19%	10.21%	13.57%	4.95%	2.55%	10.24%	4.93%	0.71%

Frequently Asked Questions

Can I hold both SFHYX and CRTOX in my portfolio?

SFHYX and CRTOX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFHYX or CRTOX?

CRTOX has higher volatility (5.91%) compared to SFHYX (1.69%). In terms of maximum drawdown, SFHYX dropped -17.34% vs CRTOX's -98.92%.

Which has better risk-adjusted returns?

CRTOX currently has the higher Sharpe Ratio (2.03 vs 1.91), 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.