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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.
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Returns By Period
Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) has returned -1.83% so far this year and 9.26% over the past 12 months.
Alpha Blue Capital US Small-Mid Cap Dynamic ETF
- 1D
- 2.02%
- 1M
- -5.12%
- YTD
- -1.83%
- 6M
- -0.34%
- 1Y
- 9.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 20, 2023, ABCS's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2024 with a return of +8.6%, while the worst month was Apr 2024 at -6.2%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ABCS closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Sep 3, 2024 at -6.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.80% | 1.63% | -5.12% | -1.83% | |||||||||
| 2025 | 3.81% | -2.36% | -4.32% | -3.65% | 4.89% | 3.24% | 0.23% | 5.85% | -0.96% | -2.52% | 2.77% | 1.33% | 7.95% |
| 2024 | -1.79% | 3.72% | 6.31% | -6.17% | 3.49% | -1.89% | 6.72% | 1.24% | 1.43% | -0.61% | 8.55% | -6.17% | 14.47% |
| 2023 | 1.97% | 1.97% |
Benchmark Metrics
Alpha Blue Capital US Small-Mid Cap Dynamic ETF has an annualized alpha of -3.02%, beta of 0.89, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since December 21, 2023.
- This ETF participated in 115.63% of S&P 500 Index downside but only 84.19% of its upside — more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -3.02% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 0.89 and R² of 0.64, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -3.02%
- Beta
- 0.89
- R²
- 0.64
- Upside Capture
- 84.19%
- Downside Capture
- 115.63%
Expense Ratio
ABCS has an expense ratio of 0.27%, which is considered low.
Return for Risk
Risk / Return Rank
ABCS ranks 28 for risk / return — below 28% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and compare them to a chosen benchmark (S&P 500 Index).
| ABCS | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.90 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.39 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.40 | -0.66 |
Martin ratioReturn relative to average drawdown | 2.83 | 6.61 | -3.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ABCS risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Alpha Blue Capital US Small-Mid Cap Dynamic ETF provided a 1.37% dividend yield over the last twelve months, with an annual payout of $0.41 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.41 | $0.42 | $0.40 | $0.01 |
Dividend yield | 1.37% | 1.37% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.04 | $0.04 | |||||||||
| 2025 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.16 | $0.42 |
| 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.
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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 20.52%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.
The current Alpha Blue Capital US Small-Mid Cap Dynamic ETF drawdown is 6.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.52% | Nov 26, 2024 | 90 | Apr 8, 2025 | 94 | Aug 22, 2025 | 184 |
| -8.33% | Feb 9, 2026 | 29 | Mar 20, 2026 | — | — | — |
| -7.54% | Apr 1, 2024 | 13 | Apr 17, 2024 | 61 | Jul 16, 2024 | 74 |
| -7.02% | Sep 12, 2025 | 50 | Nov 20, 2025 | 13 | Dec 10, 2025 | 63 |
| -6.63% | Aug 1, 2024 | 3 | Aug 5, 2024 | 14 | Aug 23, 2024 | 17 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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