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Absolute Core Strategy ETF (ABEQ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Jan 21, 2020

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

ABEQ has an expense ratio of 0.85%, placing it in the medium range.


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.


Absolute Core Strategy ETF

Performance

Performance Chart


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S&P 500

Returns By Period

Absolute Core Strategy ETF (ABEQ) returned 8.62% year-to-date (YTD) and 15.36% over the past 12 months.


ABEQ

YTD

8.62%

1M

1.03%

6M

3.95%

1Y

15.36%

3Y*

7.44%

5Y*

10.23%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.33%2.54%2.16%-0.29%0.65%8.62%
20240.56%1.17%5.38%-2.53%3.26%-1.50%5.43%3.56%0.09%-0.50%2.12%-4.54%12.68%
20234.00%-4.07%0.64%3.45%-4.41%3.27%1.95%-1.64%-3.02%-1.34%4.21%2.06%4.63%
2022-0.45%1.30%4.29%-4.51%1.96%-7.50%1.83%-3.20%-4.97%7.35%5.73%-1.68%-0.99%
2021-0.41%0.08%3.45%4.37%3.40%-3.83%1.64%0.77%-3.48%2.45%-1.99%5.91%12.50%
2020-1.86%-6.94%-11.39%8.66%2.17%-0.35%3.93%2.37%-1.33%-1.32%7.49%2.83%2.51%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, ABEQ is among the top 13% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ABEQ is 8787
Overall Rank
The Sharpe Ratio Rank of ABEQ is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of ABEQ is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ABEQ is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ABEQ is 9191
Calmar Ratio Rank
The Martin Ratio Rank of ABEQ is 8989
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 Absolute Core Strategy ETF (ABEQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Absolute Core Strategy ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.34
  • 5-Year: 0.89
  • All Time: 0.51

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Absolute Core Strategy ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Absolute Core Strategy ETF provided a 1.37% dividend yield over the last twelve months, with an annual payout of $0.47 per share.


1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.8020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$0.47$0.47$0.74$0.33$0.17$0.15

Dividend yield

1.37%1.48%2.60%1.20%0.60%0.60%

Monthly Dividends

The table displays the monthly dividend distributions for Absolute Core Strategy 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$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.29$0.47
2023$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.00$0.00$0.00$0.34$0.74
2022$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.22$0.33
2021$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.13$0.17
2020$0.06$0.00$0.00$0.00$0.00$0.00$0.09$0.15

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 Core Strategy 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 Absolute Core Strategy ETF was 27.82%, occurring on Mar 23, 2020. Recovery took 176 trading sessions.

The current Absolute Core Strategy ETF drawdown is 0.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.82%Feb 12, 202028Mar 23, 2020176Dec 1, 2020204
-17.26%Apr 21, 2022110Sep 27, 2022361Mar 6, 2024471
-7.95%Apr 3, 20254Apr 8, 202533May 27, 202537
-5.84%Nov 11, 202114Dec 1, 202119Dec 29, 202133
-5.52%May 18, 202188Sep 21, 202136Nov 10, 2021124
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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