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Absolute Capital Asset Allocator Fund (AAMCX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS66538G3386
CUSIP66538G338
IssuerAbsolute Capital
Inception DateDec 17, 2015
CategoryTactical Allocation
Min. Investment$2,500
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AAMCX has a high expense ratio of 2.70%, indicating higher-than-average management fees.


Expense ratio chart for AAMCX: current value at 2.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.70%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Absolute Capital Asset Allocator Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.08%
11.47%
AAMCX (Absolute Capital Asset Allocator Fund)
Benchmark (^GSPC)

Returns By Period

Absolute Capital Asset Allocator Fund had a return of 9.24% year-to-date (YTD) and 18.05% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date9.24%21.24%
1 month0.73%0.55%
6 months4.07%11.47%
1 year18.05%32.45%
5 years (annualized)2.43%13.43%
10 years (annualized)N/A11.05%

Monthly Returns

The table below presents the monthly returns of AAMCX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.60%3.75%2.38%-3.72%2.42%1.42%0.19%0.74%0.74%-0.55%9.24%
20232.68%-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%-5.48%4.94%
2020-0.40%-5.40%-6.45%4.63%1.62%0.11%3.82%3.27%-2.87%-2.14%6.56%2.83%4.78%
20192.89%1.33%0.47%0.89%-4.66%4.02%0.42%1.04%0.21%0.62%0.71%1.72%9.84%
20184.20%-2.72%-2.43%-0.83%2.05%-1.09%2.40%2.79%-1.05%-5.40%1.69%-15.65%-16.35%
20170.78%1.84%-0.10%0.95%0.28%-0.00%1.88%0.18%1.10%1.73%1.07%-3.18%6.62%
2016-6.37%0.32%2.65%-0.31%0.52%2.58%2.41%-0.59%-0.20%-1.68%2.72%0.67%2.38%
20150.40%0.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AAMCX is 32, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AAMCX is 3232
Combined Rank
The Sharpe Ratio Rank of AAMCX is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of AAMCX is 3333Sortino Ratio Rank
The Omega Ratio Rank of AAMCX is 4040Omega Ratio Rank
The Calmar Ratio Rank of AAMCX is 1818Calmar Ratio Rank
The Martin Ratio Rank of AAMCX is 3434Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Absolute Capital Asset Allocator Fund (AAMCX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AAMCX
Sharpe ratio
The chart of Sharpe ratio for AAMCX, currently valued at 1.93, compared to the broader market0.002.004.001.93
Sortino ratio
The chart of Sortino ratio for AAMCX, currently valued at 2.60, compared to the broader market0.005.0010.002.60
Omega ratio
The chart of Omega ratio for AAMCX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for AAMCX, currently valued at 0.77, compared to the broader market0.005.0010.0015.0020.000.77
Martin ratio
The chart of Martin ratio for AAMCX, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.00100.009.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.70, compared to the broader market0.002.004.002.70
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market0.005.0010.003.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.49, compared to the broader market0.005.0010.0015.0020.003.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.22, compared to the broader market0.0020.0040.0060.0080.00100.0017.22

Sharpe Ratio

The current Absolute Capital Asset Allocator Fund Sharpe ratio is 1.93. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Absolute Capital Asset Allocator Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.93
2.70
AAMCX (Absolute Capital Asset Allocator Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Absolute Capital Asset Allocator Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.05%0.10%0.15%0.20%$0.00$0.01$0.01$0.02$0.0220162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.01

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.20%0.00%0.00%0.09%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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$0.00$0.00
2020$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
2019$0.01$0.01$0.01$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2018$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
2017$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
2016$0.01$0.01

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.17%
-1.40%
AAMCX (Absolute Capital Asset Allocator Fund)
Benchmark (^GSPC)

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 29.09%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current Absolute Capital Asset Allocator Fund drawdown is 9.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.09%Nov 9, 2021233Oct 12, 2022
-27.83%Jan 29, 2018540Mar 20, 2020348Aug 6, 2021888
-10.39%Dec 30, 201530Feb 11, 2016122Aug 5, 2016152
-4.58%Sep 7, 202120Oct 4, 202118Oct 28, 202138
-4.39%Aug 16, 201657Nov 3, 201615Nov 25, 201672

Volatility

Volatility Chart

The current Absolute Capital Asset Allocator Fund volatility is 2.38%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.38%
3.19%
AAMCX (Absolute Capital Asset Allocator Fund)
Benchmark (^GSPC)