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

ETF Info

IssuerAlpha Architect
Inception DateDec 18, 2023
RegionNorth America (U.S.)
CategoryMid Cap Blend Equities
Index TrackedBNY Mellon ABC Index
Asset ClassEquity

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


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Compare to other instruments

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Alpha Blue Capital US Small-Mid Cap Dynamic ETF

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.


0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
10.89%
18.94%
ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-Date8.75%17.16%
1 month5.48%2.10%
6 months12.63%17.92%
1 yearN/A22.68%
5 years (annualized)N/A13.47%
10 years (annualized)N/A10.97%

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%6.31%-6.17%3.49%-1.89%8.75%
20231.97%1.97%

Risk-Adjusted Performance

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.


ABCS
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.006.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market1.002.003.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.005.0010.0015.0020.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0050.00100.00150.007.83

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Alpha Blue Capital US Small-Mid Cap Dynamic ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Dividends

Dividend History

Alpha Blue Capital US Small-Mid Cap Dynamic ETF granted a 0.53% dividend yield in the last twelve months. The annual payout for that period amounted to $0.15 per share.


PeriodTTM2023
Dividend$0.15$0.01

Dividend yield

0.53%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
2024$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.14
2023$0.01$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.57%
-1.39%
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 7.54%, occurring on Apr 17, 2024. Recovery took 61 trading sessions.

The current Alpha Blue Capital US Small-Mid Cap Dynamic ETF drawdown is 0.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.54%Apr 1, 202413Apr 17, 202461Jul 16, 202474
-4.01%Dec 29, 202312Jan 17, 202418Feb 12, 202430
-2.52%Feb 13, 20241Feb 13, 20242Feb 15, 20243
-1.33%Feb 16, 20242Feb 20, 20247Feb 29, 20249
-1.22%Mar 14, 20241Mar 14, 20244Mar 20, 20245

Volatility

Volatility Chart

The current Alpha Blue Capital US Small-Mid Cap Dynamic ETF volatility is 3.81%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%FebruaryMarchAprilMayJuneJuly
3.81%
2.59%
ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF)
Benchmark (^GSPC)