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
ABRSX 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 12.40% year-to-date (YTD) and 36.14% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.40% | 22.95% |
| 1 month | 1.48% | 4.39% |
| 6 months | 16.20% | 18.07% |
| 1 year | 36.14% | 37.09% |
| 5 years (annualized) | 9.75% | 14.48% |
| 10 years (annualized) | N/A | 11.71% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.27% | 1.78% | 1.88% | -3.43% | 4.37% | 2.61% | 1.15% | 1.64% | 1.86% | 12.40% | |||
| 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% |
| 2020 | 2.35% | -10.76% | -6.50% | 5.07% | 10.21% | -21.65% | 13.10% | 5.93% | -6.27% | -10.10% | 33.86% | 0.95% | 5.69% |
| 2019 | 20.92% | 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% |
| 2017 | 1.90% | 1.08% | 3.63% | 6.74% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ABRSX 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.
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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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.
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 | 564 | Sep 11, 2024 | 668 |
| -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 7.12%, 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.