PortfoliosLab logo
Alpha Blue Capital US Small-Mid Cap Dynamic ETF (A...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Dec 18, 2023

Region

North America (U.S.)

Leveraged

1x

Index Tracked

BNY Mellon ABC Index

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Value

Expense Ratio

ABCS has an expense ratio of 0.27%, which is considered low compared to other funds.


Expense ratio chart for ABCS: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
ABCS vs. VFMF
Popular comparisons:

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Alpha Blue Capital US Small-Mid Cap Dynamic ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.74%
7.93%
ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF)
Benchmark (^GSPC)

Returns By Period

Alpha Blue Capital US Small-Mid Cap Dynamic ETF had a return of 3.20% year-to-date (YTD) and 21.78% in the last 12 months.


ABCS

YTD

3.20%

1M

4.10%

6M

10.70%

1Y

21.78%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

1.96%

1M

2.12%

6M

8.93%

1Y

25.43%

5Y*

12.52%

10Y*

11.51%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.79%3.72%6.30%-6.17%3.49%-1.89%6.72%1.24%1.43%-0.61%8.55%-6.16%14.47%
20231.97%1.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABCS is 59, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ABCS is 5959
Overall Rank
The Sharpe Ratio Rank of ABCS is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ABCS is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ABCS is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ABCS is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ABCS is 5858
Martin 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 Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for ABCS, currently valued at 1.31, compared to the broader market0.002.004.001.312.06
The chart of Sortino ratio for ABCS, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.001.802.74
The chart of Omega ratio for ABCS, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.38
The chart of Calmar ratio for ABCS, currently valued at 2.78, compared to the broader market0.005.0010.0015.002.783.13
The chart of Martin ratio for ABCS, currently valued at 6.47, compared to the broader market0.0020.0040.0060.0080.00100.006.4712.84
ABCS
^GSPC

The current Alpha Blue Capital US Small-Mid Cap Dynamic ETF Sharpe ratio is 1.31. 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 Alpha Blue Capital US Small-Mid Cap Dynamic ETF 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 Ratio0.801.001.201.401.601.802.002.20Wed 25Fri 27Dec 29Tue 31Thu 02Sat 04Mon 06Wed 08Fri 10Jan 12Tue 14Thu 16
1.31
2.06
ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Alpha Blue Capital US Small-Mid Cap Dynamic ETF provided a 1.35% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.4020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$0.40$0.40$0.01

Dividend yield

1.35%1.39%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for Alpha Blue Capital US Small-Mid Cap Dynamic ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00
2024$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.15$0.40
2023$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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.66%
-1.54%
ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Alpha Blue Capital US Small-Mid Cap Dynamic ETF. 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 Alpha Blue Capital US Small-Mid Cap Dynamic ETF was 7.70%, occurring on Dec 19, 2024. The portfolio has not yet recovered.

The current Alpha Blue Capital US Small-Mid Cap Dynamic ETF drawdown is 3.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.7%Nov 26, 202417Dec 19, 2024
-7.54%Apr 1, 202413Apr 17, 202461Jul 16, 202474
-6.63%Aug 1, 20243Aug 5, 202414Aug 23, 202417
-6.3%Sep 3, 20241Sep 3, 202412Sep 19, 202413
-4.01%Dec 29, 202312Jan 17, 202418Feb 12, 202430

Volatility

Volatility Chart

The current Alpha Blue Capital US Small-Mid Cap Dynamic ETF volatility is 4.71%, 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.71%
5.07%
ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF)
Benchmark (^GSPC)