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Abacus FCF Leaders ETF (ABFL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Abacus
Inception Date
Sep 27, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Abacus FCF Leaders 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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S&P 500 Index

Returns By Period

Abacus FCF Leaders ETF (ABFL) has returned -0.10% so far this year and 12.02% over the past 12 months.


Abacus FCF Leaders ETF

1D
3.03%
1M
-3.07%
YTD
-0.10%
6M
-0.80%
1Y
12.02%
3Y*
14.18%
5Y*
10.27%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 24, 2017, ABFL's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, your investment would double in approximately 5.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +13.5%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ABFL closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.30%1.74%-3.07%-0.10%
20254.41%-1.60%-6.19%2.33%5.73%2.51%-1.62%1.04%2.43%0.39%-0.46%-0.64%8.07%
20241.77%3.50%1.99%-5.52%3.18%2.64%2.79%2.81%1.96%-0.14%7.64%-5.01%18.26%
20234.39%-1.61%2.68%0.52%0.91%6.13%2.74%-1.40%-3.53%-2.29%8.04%4.98%22.97%
2022-6.48%-1.92%2.79%-7.09%0.89%-7.25%7.83%-3.05%-8.39%9.60%4.87%-5.36%-14.60%
2021-1.13%3.45%4.33%4.83%0.68%2.42%3.17%3.01%-4.79%6.79%-0.76%5.65%30.66%

Benchmark Metrics

Abacus FCF Leaders ETF has an annualized alpha of 1.37%, beta of 0.94, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since August 25, 2017.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.21%) than losses (93.21%) — typical of diversified or defensive assets.
  • With beta of 0.94 and R² of 0.91, 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
1.37%
Beta
0.94
0.91
Upside Capture
96.21%
Downside Capture
93.21%

Expense Ratio

ABFL has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ABFL ranks 35 for risk / return — below 35% 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.


ABFL Risk / Return Rank: 3535
Overall Rank
ABFL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ABFL Sortino Ratio Rank: 3232
Sortino Ratio Rank
ABFL Omega Ratio Rank: 3030
Omega Ratio Rank
ABFL Calmar Ratio Rank: 3838
Calmar Ratio Rank
ABFL Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Abacus FCF Leaders ETF (ABFL) and compare them to a chosen benchmark (S&P 500 Index).


ABFLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.90

-0.29

Sortino ratio

Return per unit of downside risk

0.98

1.39

-0.41

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

1.01

1.40

-0.39

Martin ratio

Return relative to average drawdown

4.45

6.61

-2.16

Explore ABFL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Abacus FCF Leaders ETF provided a 0.63% dividend yield over the last twelve months, with an annual payout of $0.45 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$1.00$2.00$3.00$4.00$5.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.45$0.45$0.46$0.53$0.63$5.32$0.19$0.28$0.19$0.14

Dividend yield

0.63%0.62%0.70%0.94%1.36%9.63%0.41%0.72%0.62%0.40%

Monthly Dividends

The table displays the monthly dividend distributions for Abacus FCF Leaders ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.16$0.16
2025$0.00$0.00$0.16$0.00$0.00$0.12$0.00$0.00$0.08$0.00$0.00$0.09$0.45
2024$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.19$0.00$0.00$0.08$0.46
2023$0.00$0.00$0.18$0.00$0.00$0.14$0.00$0.00$0.11$0.00$0.00$0.11$0.53
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.32$5.32

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 Abacus FCF Leaders 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 Abacus FCF Leaders ETF was 34.95%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current Abacus FCF Leaders ETF drawdown is 4.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.95%Feb 20, 202023Mar 23, 2020108Aug 25, 2020131
-23.1%Sep 5, 201877Dec 24, 2018227Nov 18, 2019304
-21.88%Dec 30, 2021190Sep 30, 2022294Dec 1, 2023484
-19.92%Feb 20, 202534Apr 8, 202559Jul 3, 202593
-9.04%Sep 3, 202014Sep 23, 202038Nov 16, 202052

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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