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AmericaFirst Monthly Risk-On Risk-Off Fund (ABRFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US02365Y7040

CUSIP

02365Y704

Inception Date

Feb 25, 2010

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

ABRFX has a high expense ratio of 3.27%, indicating above-average management fees.


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.


Performance

Performance Chart


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Returns By Period

AmericaFirst Monthly Risk-On Risk-Off Fund (ABRFX) returned -4.98% year-to-date (YTD) and 8.25% over the past 12 months. Over the past 10 years, ABRFX returned 1.93% annually, underperforming the S&P 500 benchmark at 10.78%.


ABRFX

YTD

-4.98%

1M

4.03%

6M

-5.65%

1Y

8.25%

5Y*

3.80%

10Y*

1.93%

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.87%-2.60%-4.56%-1.50%1.87%-4.98%
20240.89%7.47%-1.16%-10.96%3.79%3.80%-3.02%2.81%2.45%2.04%11.37%-4.27%14.25%
20232.09%-4.18%0.77%-1.70%-0.43%7.47%4.85%-5.86%-5.16%-2.07%9.25%9.19%13.40%
2022-4.75%-0.31%0.00%-4.24%-1.21%-5.54%3.71%-0.75%-5.19%5.83%2.25%-2.53%-12.66%
2021-3.07%1.79%3.35%2.93%1.80%2.06%-4.26%0.83%-2.99%2.00%-0.53%3.80%7.55%
20200.37%-7.82%-7.45%6.00%-1.05%0.00%2.78%-0.32%-0.80%-1.93%3.11%1.03%-6.75%
20195.79%0.56%0.87%1.33%-2.70%3.89%1.83%-0.53%-0.30%0.23%3.09%-0.22%14.44%
20181.48%-1.84%-0.94%2.21%2.70%1.50%-0.15%1.34%0.59%-6.70%-2.03%-5.18%-7.24%
20170.25%0.00%-1.23%0.83%-0.58%1.82%1.22%-2.73%2.14%1.13%1.04%1.42%5.33%
2016-4.75%2.12%4.43%2.77%-2.61%2.59%0.51%-2.43%-0.60%-3.80%6.65%2.70%7.12%
2015-0.82%1.24%-0.41%-1.15%-0.08%-2.66%0.00%-2.56%0.00%-0.26%1.49%-1.47%-6.57%
2014-5.59%7.11%-1.36%-1.64%2.19%3.09%-2.41%5.55%-6.06%4.22%-0.17%0.74%4.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABRFX is 51, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ABRFX is 5151
Overall Rank
The Sharpe Ratio Rank of ABRFX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ABRFX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ABRFX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ABRFX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ABRFX is 4747
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 AmericaFirst Monthly Risk-On Risk-Off Fund (ABRFX) 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.

AmericaFirst Monthly Risk-On Risk-Off Fund Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.40
  • 5-Year: 0.24
  • 10-Year: 0.13
  • All Time: 0.17

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 AmericaFirst Monthly Risk-On Risk-Off Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


AmericaFirst Monthly Risk-On Risk-Off Fund doesn't pay dividends

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 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 29.99%, occurring on Nov 15, 2012. Recovery took 441 trading sessions.

The current AmericaFirst Monthly Risk-On Risk-Off Fund drawdown is 11.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.99%Apr 26, 2010646Nov 15, 2012441Aug 19, 20141087
-26.73%Feb 21, 202022Mar 23, 2020956Jan 9, 2024978
-19.71%Jan 7, 202563Apr 8, 2025
-16.53%Jun 15, 2018133Dec 24, 2018264Jan 13, 2020397
-16.09%Sep 4, 2014363Feb 11, 2016210Dec 9, 2016573

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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