- ISIN
- US34984Y6582
- CUSIP
- 34984Y658
- Issuer
- ABR
- Inception Date
- Oct 1, 2017
- Category
- Long-Short
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
ABRSX Performance Chart
ABR 50/50 Volatility Fund (ABRSX) is up 4.4% since the beginning of the year. ABRSX is currently trading at $9 per share. Investors who bought $1,000 worth of ABRSX shares 5 years ago would now be looking at an investment worth $1,390.
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Returns By Period
ABR 50/50 Volatility Fund (ABRSX) has returned 4.35% so far this year and 30.96% over the past 12 months.
ABR 50/50 Volatility Fund
- 1D
- 1.45%
- 1M
- 4.59%
- YTD
- 4.35%
- 6M
- 4.17%
- 1Y
- 30.96%
- 3Y*
- 11.07%
- 5Y*
- 6.81%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ABRSX Monthly Returns History
Based on dividend-adjusted daily data since Oct 3, 2017, ABRSX's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +33.9%, while the worst month was Feb 2018 at -32.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ABRSX closed higher 53% of trading days. The best single day was Jun 12, 2020 with a return of +18.7%, while the worst single day was Jun 11, 2020 at -39.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.23% | -1.03% | -13.23% | 13.77% | 5.29% | 1.67% | 4.35% | ||||||
| 2025 | 2.78% | -0.71% | -7.58% | -19.49% | 10.19% | 8.82% | 2.92% | 2.97% | 4.26% | 1.44% | 1.54% | 2.51% | 6.22% |
| 2024 | -0.27% | 1.78% | 1.88% | -3.43% | 4.37% | 2.61% | 1.15% | 1.64% | 1.86% | -7.66% | 14.23% | -3.63% | 13.84% |
| 2023 | 14.56% | -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% |
Benchmark Metrics
ABR 50/50 Volatility Fund has an annualized alpha of -3.40%, beta of 1.17, and R2 of 0.38 versus S&P 500 Index. Calculated based on daily prices since October 03, 2017.
- This fund participated in 151.16% of S&P 500 Index downside but only 134.47% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.38 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -3.40%
- Beta
- 1.17
- R²
- 0.38
- Upside Capture
- 134.47%
- Downside Capture
- 151.16%
Expense Ratio
ABRSX has a high expense ratio of 2.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ABRSX ranks 26 for risk / return — below 26% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ABR 50/50 Volatility Fund (ABRSX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ABRSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.78 | -1.22 |
| Martin ratioReturn relative to average drawdown | 6.21 | 12.44 | -6.23 |
Dividends
Dividend History
ABR 50/50 Volatility Fund provided a 0.61% dividend yield over the last twelve months, with an annual payout of $0.06 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.06 | $0.06 | $0.09 | $0.00 | $0.00 | $3.79 | $0.00 | $0.85 | $0.64 | $0.10 |
Dividend yield | 0.61% | 0.63% | 1.04% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 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 |
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 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 0.11%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Rate-hike selloffLate 2018 | -49.78%Dec 2018 | 1y 6d | 1y 1mo | 2y 2moDec 2017 - Feb 2020 |
Bear market2022 | -44.57%Jun 2022 | 5mo 1d | 2y 1mo | 2y 6moJan 2022 - Jul 2024 |
2020 bear market2020 | -43.66%Jun 2020 | 3d | 9mo 18d | 9mo 21dJun 2020 - Mar 2021 |
COVID crash2020 | -29.59%Apr 2020 | 2mo 1d | 1mo 15d | 3mo 16dFeb 2020 - Jun 2020 |
2025 selloff2025 | -27.83%May 2025 | 2mo 15d | 7mo 8d | 9mo 23dFeb 2025 - Dec 2025 |
Drawdown Indicators
| ABRSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.78% | -56.78% | +7.00% |
Max Drawdown (1Y)Largest decline over 1 year | -19.12% | -9.10% | -10.02% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -18.90% | -8.93% |
Max Drawdown (5Y)Largest decline over 5 years | -44.57% | -25.43% | -19.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.11% | -1.80% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -15.87% | -10.71% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.82% | 2.03% | +2.79% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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