- ISIN
- US66538G3386
- CUSIP
- 66538G338
- Issuer
- Absolute Capital
- Inception Date
- Dec 17, 2015
- Category
- Tactical Allocation
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
AAMCX Performance Chart
Absolute Capital Asset Allocator Fund (AAMCX) is up 8.6% since the beginning of the year. AAMCX is currently trading at $12 per share. Investors who bought $1,000 worth of AAMCX shares 5 years ago would now be looking at an investment worth $1,293.
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Returns By Period
Absolute Capital Asset Allocator Fund (AAMCX) has returned 8.62% so far this year and 17.90% over the past 12 months. Over the last ten years, AAMCX has returned 5.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Absolute Capital Asset Allocator Fund
- 1D
- 0.65%
- 1M
- 0.97%
- YTD
- 8.62%
- 6M
- 7.97%
- 1Y
- 17.90%
- 3Y*
- 11.19%
- 5Y*
- 5.27%
- 10Y*
- 5.64%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
AAMCX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, AAMCX's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +7.2%, while the worst month was Apr 2022 at -6.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AAMCX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Mar 12, 2020 at -4.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.48% | 0.60% | -3.92% | 7.19% | 3.40% | -0.08% | 8.62% | ||||||
| 2025 | 2.90% | -1.27% | -4.69% | -0.19% | 4.16% | 3.99% | 0.45% | 1.69% | 2.10% | 0.60% | 0.26% | -0.21% | 9.86% |
| 2024 | 0.60% | 3.75% | 2.38% | -3.72% | 2.42% | 1.42% | 0.19% | 0.74% | 0.74% | -0.55% | 5.43% | -3.30% | 10.16% |
| 2023 | 2.68% | -1.85% | 1.89% | 0.76% | -0.32% | 4.66% | 1.87% | -2.64% | -2.93% | -1.83% | 6.25% | 3.82% | 12.53% |
| 2022 | -4.44% | -2.65% | 1.36% | -6.82% | -0.62% | -5.60% | 2.75% | -2.35% | -5.81% | 4.88% | 3.22% | -3.97% | -19.02% |
| 2021 | -1.62% | 1.16% | 3.44% | 4.34% | 0.62% | 0.26% | 0.79% | 2.00% | -3.75% | 4.96% | -1.35% | 3.00% | 14.36% |
Benchmark Metrics
Absolute Capital Asset Allocator Fund has an annualized alpha of -2.33%, beta of 0.58, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participated in 75.20% of S&P 500 Index downside but only 52.54% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.33% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Beta of 0.58 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -2.33%
- Beta
- 0.58
- R²
- 0.87
- Upside Capture
- 52.54%
- Downside Capture
- 75.20%
Expense Ratio
AAMCX has a high expense ratio of 2.70%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
AAMCX ranks 50 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Absolute Capital Asset Allocator Fund (AAMCX) and compare them to S&P 500 Index.
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.
| AAMCX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 2.78 | +0.06 |
| Martin ratioReturn relative to average drawdown | 12.07 | 12.44 | -0.37 |
Dividends
Dividend History
Absolute Capital Asset Allocator Fund provided a 2.21% dividend yield over the last twelve months, with an annual payout of $0.28 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.28 | $0.28 | $0.39 | $0.00 | $0.00 | $0.99 | $0.00 | $0.00 | $1.09 | $0.41 | $0.12 |
Dividend yield | 2.21% | 2.40% | 3.64% | 0.00% | 0.00% | 8.98% | 0.00% | 0.00% | 11.86% | 3.78% | 1.20% |
Monthly Dividends
The table displays the monthly dividend distributions for Absolute Capital Asset Allocator Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.99 | $0.99 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Absolute Capital Asset Allocator Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Absolute Capital Asset Allocator Fund was 22.73%, occurring on Oct 12, 2022. Recovery took 520 trading sessions.
The current Absolute Capital Asset Allocator Fund drawdown is 0.40%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -22.73%Oct 2022 | 11mo 7d | 2y 26d | 2y 12moNov 2021 - Nov 2024 |
COVID crash2020 | -19.26%Mar 2020 | 29d | 8mo 17d | 9mo 16dFeb 2020 - Dec 2020 |
2025 selloff2025 | -15.42%Apr 2025 | 1mo 17d | 2mo 26d | 4mo 13dFeb 2025 - Jul 2025 |
Rate-hike selloffLate 2018 | -13.13%Dec 2018 | 10mo 29d | 1y 1mo | 2y 21dJan 2018 - Feb 2020 |
2016 pullback2016 | -7.49%Feb 2016 | 1mo 6d | 4mo 20d | 5mo 26dJan 2016 - Jun 2016 |
Drawdown Indicators
| AAMCX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.73% | -56.78% | +34.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -9.10% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -15.42% | -18.90% | +3.48% |
Max Drawdown (5Y)Largest decline over 5 years | -22.73% | -25.43% | +2.70% |
Max Drawdown (10Y)Largest decline over 10 years | -22.73% | -33.92% | +11.19% |
Current DrawdownCurrent decline from peak | -0.40% | -1.80% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -5.55% | -10.71% | +5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 2.03% | -0.55% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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