ABR 50/50 Volatility Fund (ABRSX)
The investment seeks long-term capital appreciation. Under normal market conditions, manage the fund's assets so that fifty percent (50%) of its net assets are managed in accordance with the Adviser's proprietary "long" volatility strategy, and the remaining fifty percent (50%) of its net assets are managed in accordance with the Adviser's proprietary "short" volatility strategy.
Fund Info
ISIN | US34984Y6582 |
---|---|
CUSIP | 34984Y658 |
Issuer | ABR |
Inception Date | Oct 1, 2017 |
Category | Long-Short |
Min. Investment | $100,000 |
Asset Class | Equity |
Expense Ratio
The ABR 50/50 Volatility Fund has a high expense ratio of 2.00%, indicating higher-than-average management fees.
Share Price Chart
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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.
Returns By Period
ABR 50/50 Volatility Fund had a return of 0.41% year-to-date (YTD) and 22.22% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 0.41% | 6.33% |
1 month | -2.12% | -2.81% |
6 months | 22.43% | 21.13% |
1 year | 22.22% | 24.56% |
5 years (annualized) | 12.39% | 11.55% |
10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.27% | 1.78% | 1.88% | |||||||||
2023 | -6.09% | -1.90% | 11.29% | 6.38% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
ABR 50/50 Volatility Fund(ABRSX)
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.
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $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 |
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 | $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 |
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 |
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 |
2017 | $0.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 9.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-49.78% | Dec 18, 2017 | 256 | Dec 24, 2018 | 289 | Feb 19, 2020 | 545 |
-44.57% | Jan 13, 2022 | 104 | Jun 13, 2022 | — | — | — |
-43.66% | Jun 8, 2020 | 4 | Jun 11, 2020 | 199 | Mar 26, 2021 | 203 |
-29.59% | Feb 20, 2020 | 43 | Apr 21, 2020 | 32 | Jun 5, 2020 | 75 |
-13.62% | Nov 15, 2021 | 14 | Dec 3, 2021 | 20 | Jan 3, 2022 | 34 |
Volatility
Volatility Chart
The current ABR 50/50 Volatility Fund volatility is 4.44%, 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.