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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

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


Expense ratio chart for ABRFX: current value at 3.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%3.27%

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.


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%December2024FebruaryMarchAprilMay
37.28%
374.77%
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 0.96% year-to-date (YTD) and 19.70% in the last 12 months. Over the past 10 years, AmericaFirst Monthly Risk-On Risk-Off Fund had an annualized return of 1.78%, while the S&P 500 had an annualized return of 10.90%, indicating that AmericaFirst Monthly Risk-On Risk-Off Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.96%11.05%
1 month2.94%4.86%
6 months12.14%17.50%
1 year19.70%27.37%
5 years (annualized)1.34%13.14%
10 years (annualized)1.78%10.90%

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
20240.89%7.47%-1.16%-10.96%0.96%
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%
20132.77%0.76%3.80%0.93%0.82%-5.55%7.97%-2.29%4.90%3.40%6.68%2.47%29.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABRFX is 32, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ABRFX is 3232
ABRFX (AmericaFirst Monthly Risk-On Risk-Off Fund)
The Sharpe Ratio Rank of ABRFX is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of ABRFX is 2626Sortino Ratio Rank
The Omega Ratio Rank of ABRFX is 2525Omega Ratio Rank
The Calmar Ratio Rank of ABRFX is 5151Calmar Ratio Rank
The Martin Ratio Rank of ABRFX is 3333Martin 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.


ABRFX
Sharpe ratio
The chart of Sharpe ratio for ABRFX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.001.04
Sortino ratio
The chart of Sortino ratio for ABRFX, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.0012.001.52
Omega ratio
The chart of Omega ratio for ABRFX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.18
Calmar ratio
The chart of Calmar ratio for ABRFX, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.0012.000.91
Martin ratio
The chart of Martin ratio for ABRFX, currently valued at 3.18, compared to the broader market0.0020.0040.0060.0080.003.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market-1.000.001.002.003.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.008.0010.0012.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.003.501.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.006.008.0010.0012.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.009.57

Sharpe Ratio

The current AmericaFirst Monthly Risk-On Risk-Off Fund Sharpe ratio is 1.04. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of AmericaFirst Monthly Risk-On Risk-Off Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.04
2.49
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$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$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$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$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$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$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$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$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$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$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$0.00
2013$0.02$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.03

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-8.56%
-0.21%
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 29.99%, occurring on Nov 15, 2012. Recovery took 441 trading sessions.

The current AmericaFirst Monthly Risk-On Risk-Off Fund drawdown is 8.56%.


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
-16.53%Jun 15, 2018133Dec 24, 2018264Jan 13, 2020397
-16.09%Sep 4, 2014363Feb 11, 2016210Dec 9, 2016573
-14.11%Mar 8, 202430Apr 19, 2024

Volatility

Volatility Chart

The current AmericaFirst Monthly Risk-On Risk-Off Fund volatility is 4.63%, 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%December2024FebruaryMarchAprilMay
4.63%
3.40%
ABRFX (AmericaFirst Monthly Risk-On Risk-Off Fund)
Benchmark (^GSPC)