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ABR 50/50 Volatility Fund (ABRSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS34984Y6582
CUSIP34984Y658
IssuerABR
Inception DateOct 1, 2017
CategoryLong-Short
Min. Investment$100,000
Asset ClassEquity

Expense Ratio

ABRSX has a high expense ratio of 2.00%, indicating higher-than-average management fees.


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

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.


ABR 50/50 Volatility Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ABR 50/50 Volatility Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%FebruaryMarchAprilMayJuneJuly
45.89%
117.66%
ABRSX (ABR 50/50 Volatility Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

ABR 50/50 Volatility Fund had a return of 7.22% year-to-date (YTD) and 14.22% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.22%15.41%
1 month-0.88%0.33%
6 months8.55%13.74%
1 year14.22%21.39%
5 years (annualized)11.33%13.11%
10 years (annualized)N/A10.77%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.27%1.78%1.88%-3.43%4.37%2.61%7.22%
202314.56%-2.15%-2.19%8.62%1.90%6.85%0.87%-2.75%-6.09%-1.90%11.29%6.38%38.75%
2022-10.83%-8.94%0.61%-15.09%-6.10%-10.13%14.04%-2.43%-11.28%7.11%9.46%-2.76%-34.12%
2021-11.24%5.28%13.53%7.73%1.54%6.36%1.14%6.47%-7.22%11.68%-7.74%10.77%40.73%
20202.35%-10.76%-6.50%5.07%10.21%-21.65%13.10%5.93%-6.27%-10.10%33.86%0.95%5.69%
201920.92%3.99%7.52%0.89%3.98%7.94%0.92%3.65%4.65%5.52%2.84%-1.19%79.73%
2018-4.07%-32.05%-0.44%7.00%3.95%-0.13%2.36%1.92%-1.13%-13.61%10.46%-26.48%-47.83%
20171.90%1.08%3.63%6.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABRSX is 30, 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 ABRSX is 3030
ABRSX (ABR 50/50 Volatility Fund)
The Sharpe Ratio Rank of ABRSX is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of ABRSX is 2525Sortino Ratio Rank
The Omega Ratio Rank of ABRSX is 2727Omega Ratio Rank
The Calmar Ratio Rank of ABRSX is 3232Calmar Ratio Rank
The Martin Ratio Rank of ABRSX is 3636Martin 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 ABR 50/50 Volatility Fund (ABRSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABRSX
Sharpe ratio
The chart of Sharpe ratio for ABRSX, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.000.92
Sortino ratio
The chart of Sortino ratio for ABRSX, currently valued at 1.33, compared to the broader market0.005.0010.001.33
Omega ratio
The chart of Omega ratio for ABRSX, currently valued at 1.17, compared to the broader market1.002.003.004.001.17
Calmar ratio
The chart of Calmar ratio for ABRSX, currently valued at 0.49, compared to the broader market0.005.0010.0015.0020.000.49
Martin ratio
The chart of Martin ratio for ABRSX, currently valued at 3.00, compared to the broader market0.0020.0040.0060.0080.00100.003.00
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0020.0040.0060.0080.00100.006.82

Sharpe Ratio

The current ABR 50/50 Volatility Fund Sharpe ratio is 0.92. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ABR 50/50 Volatility 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.92
1.82
ABRSX (ABR 50/50 Volatility Fund)
Benchmark (^GSPC)

Dividends

Dividend History

ABR 50/50 Volatility Fund granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.00$0.00$0.00$3.79$0.00$0.85$0.64$0.10

Dividend yield

0.00%0.00%0.00%47.19%0.00%10.50%12.88%0.99%

Monthly Dividends

The table displays the monthly dividend distributions for ABR 50/50 Volatility 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$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$3.79$3.79
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$0.85$0.85
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2017$0.10$0.10

Drawdowns

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.84%
-2.86%
ABRSX (ABR 50/50 Volatility Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ABR 50/50 Volatility 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 ABR 50/50 Volatility Fund was 49.78%, occurring on Dec 24, 2018. Recovery took 289 trading sessions.

The current ABR 50/50 Volatility Fund drawdown is 2.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.78%Dec 18, 2017256Dec 24, 2018289Feb 19, 2020545
-44.57%Jan 13, 2022104Jun 13, 2022
-43.66%Jun 8, 20204Jun 11, 2020199Mar 26, 2021203
-29.59%Feb 20, 202043Apr 21, 202032Jun 5, 202075
-13.62%Nov 15, 202114Dec 3, 202120Jan 3, 202234

Volatility

Volatility Chart

The current ABR 50/50 Volatility Fund volatility is 2.73%, 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.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
2.73%
2.76%
ABRSX (ABR 50/50 Volatility Fund)
Benchmark (^GSPC)