PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AmericaFirst Monthly Risk-On Risk-Off Fund (ABRFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS02365Y7040
CUSIP02365Y704
IssuerAmericaFirst Funds
Inception DateFeb 25, 2010
CategoryTactical Allocation
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

The AmericaFirst Monthly Risk-On Risk-Off Fund has a high expense ratio of 3.27%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%3.27%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ABRFX

AmericaFirst Monthly Risk-On Risk-Off Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AmericaFirst Monthly Risk-On Risk-Off Fund, 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%100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
55.29%
370.94%
ABRFX (AmericaFirst Monthly Risk-On Risk-Off Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AmericaFirst Monthly Risk-On Risk-Off Fund had a return of 7.16% year-to-date (YTD) and 25.09% in the last 12 months. Over the past 10 years, AmericaFirst Monthly Risk-On Risk-Off Fund had an annualized return of 2.28%, while the S&P 500 had an annualized return of 10.89%, indicating that AmericaFirst Monthly Risk-On Risk-Off Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.16%10.16%
1 month-0.89%3.47%
6 months24.76%22.20%
1 year25.09%30.45%
5 years (annualized)2.58%13.16%
10 years (annualized)2.28%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.89%7.47%
2023-5.86%-5.16%-2.07%9.25%9.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for AmericaFirst Monthly Risk-On Risk-Off Fund (ABRFX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABRFX
AmericaFirst Monthly Risk-On Risk-Off Fund
1.37
^GSPC
S&P 500
2.79

Sharpe Ratio

The current AmericaFirst Monthly Risk-On Risk-Off Fund Sharpe ratio is 1.37. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.37
2.79
ABRFX (AmericaFirst Monthly Risk-On Risk-Off Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AmericaFirst Monthly Risk-On Risk-Off Fund granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.24%

Monthly Dividends

The table displays the monthly dividend distributions for AmericaFirst Monthly Risk-On Risk-Off Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2013$0.02$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.94%
0
ABRFX (AmericaFirst Monthly Risk-On Risk-Off Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AmericaFirst Monthly Risk-On Risk-Off Fund. 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 AmericaFirst Monthly Risk-On Risk-Off Fund was 28.35%, occurring on Jul 1, 2010. Recovery took 872 trading sessions.

The current AmericaFirst Monthly Risk-On Risk-Off Fund drawdown is 2.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.35%Apr 26, 201048Jul 1, 2010872Dec 18, 2013920
-26.73%Feb 21, 202022Mar 23, 2020956Jan 9, 2024978
-16.53%Jun 15, 2018133Dec 24, 2018264Jan 13, 2020397
-16.09%Sep 4, 2014363Feb 11, 2016208Dec 9, 2016571
-7.92%Jan 2, 201422Feb 3, 201417Feb 27, 201439

Volatility

Volatility Chart

The current AmericaFirst Monthly Risk-On Risk-Off Fund volatility is 5.43%, 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%OctoberNovemberDecember2024FebruaryMarch
5.43%
2.80%
ABRFX (AmericaFirst Monthly Risk-On Risk-Off Fund)
Benchmark (^GSPC)