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ABR 50/50 Volatility Fund (ABRSX)

Mutual Fund · Currency in USD · Last updated May 27, 2023

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

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

Expense Ratio

The ABR 50/50 Volatility Fund has a high expense ratio of 2.00%, indicating higher-than-average management fees.


2.00%
0.00%2.15%

Share Price Chart


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Performance

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.


0.00%20.00%40.00%60.00%December2023FebruaryMarchAprilMay
15.49%
66.28%
ABRSX (ABR 50/50 Volatility Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ABRSX

ABR 50/50 Volatility Fund

Return

ABR 50/50 Volatility Fund had a return of 17.77% year-to-date (YTD) and 19.12% in the last 12 months. Over the past 10 years, ABR 50/50 Volatility Fund had an annualized return of 2.58%, while the S&P 500 had an annualized return of 9.43%, indicating that ABR 50/50 Volatility Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-1.11%0.86%
Year-To-Date17.77%9.53%
6 months19.12%6.09%
1 year19.12%1.14%
5 years (annualized)8.34%9.10%
10 years (annualized)2.58%9.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202314.56%-2.15%-2.19%8.62%
20227.11%9.46%-2.76%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for ABR 50/50 Volatility Fund (ABRSX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABRSX
ABR 50/50 Volatility Fund
0.67
^GSPC
S&P 500
0.27

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ABR 50/50 Volatility Fund Sharpe ratio is 0.67. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.67
0.27
ABRSX (ABR 50/50 Volatility Fund)
Benchmark (^GSPC)

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.


PeriodTTM202220212020201920182017
Dividend$0.00$0.00$3.79$0.00$0.85$0.64$0.10

Dividend yield

0.00%0.00%47.19%0.00%15.72%21.31%1.81%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$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 Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%December2023FebruaryMarchAprilMay
-23.09%
-12.32%
ABRSX (ABR 50/50 Volatility Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the ABR 50/50 Volatility Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ABR 50/50 Volatility Fund is 49.78%, recorded on Dec 24, 2018. It took 289 trading sessions for the portfolio to recover.


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 Chart

The current ABR 50/50 Volatility Fund volatility is 5.45%, 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%10.00%12.00%14.00%December2023FebruaryMarchAprilMay
5.45%
3.82%
ABRSX (ABR 50/50 Volatility Fund)
Benchmark (^GSPC)