ABR Dynamic Blend Equity & Volatility Fund (ABRVX)
The investment seeks investment results that correspond generally to the performance, before the fund's fees and expenses, of the ABR Dynamic Blend Equity & Volatility Index. The fund will invest at least 80% of the value of its net assets (plus borrowing for investment purposes) in securities and instruments, including derivatives, that provide exposure to the constituents of the index powered by Wilshire. The index is designed to capture favorable volatility movements in the equity markets while maintaining equity exposure to preserve positive performance during extended periods of rising markets.
Fund Info
| ISIN | US34984Y7812 |
|---|---|
| CUSIP | 34984Y781 |
| Issuer | ABR |
| Inception Date | Aug 2, 2015 |
| Category | Long-Short |
| Min. Investment | $100,000 |
| Asset Class | Equity |
Expense Ratio
The ABR Dynamic Blend Equity & Volatility Fund has a high expense ratio of 1.98%, indicating higher-than-average management fees.
Share Price Chart
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Popular comparisons: ABRVX vs. QQQ, ABRVX vs. SPY, ABRVX vs. VTI
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ABR Dynamic Blend Equity & 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 Dynamic Blend Equity & Volatility Fund had a return of 2.21% year-to-date (YTD) and 10.03% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.21% | 5.84% |
| 1 month | -3.18% | -2.98% |
| 6 months | 14.41% | 22.02% |
| 1 year | 10.03% | 24.47% |
| 5 years (annualized) | 7.41% | 11.44% |
| 10 years (annualized) | N/A | 10.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.77% | 3.15% | 2.40% | |||||||||
| 2023 | -4.65% | -2.28% | 6.38% | 4.00% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
ABR Dynamic Blend Equity & Volatility Fund(ABRVX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
ABR Dynamic Blend Equity & 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 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $1.10 | $3.01 | $0.08 | $0.38 | $0.33 | $0.12 | $0.08 |
Dividend yield | 0.00% | 0.00% | 0.00% | 8.33% | 24.49% | 0.80% | 3.95% | 3.26% | 1.29% | 0.77% |
Monthly Dividends
The table displays the monthly dividend distributions for ABR Dynamic Blend Equity & 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 | $1.10 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.01 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 |
| 2015 | $0.08 |
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 Dynamic Blend Equity & 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 Dynamic Blend Equity & Volatility Fund was 29.71%, occurring on Oct 26, 2023. The portfolio has not yet recovered.
The current ABR Dynamic Blend Equity & Volatility Fund drawdown is 19.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.71% | Dec 30, 2021 | 459 | Oct 26, 2023 | — | — | — |
| -20.36% | Feb 6, 2018 | 236 | Jan 14, 2019 | 287 | Mar 5, 2020 | 523 |
| -17.89% | Mar 19, 2020 | 17 | Apr 13, 2020 | 97 | Aug 28, 2020 | 114 |
| -13.39% | Sep 3, 2020 | 39 | Oct 28, 2020 | 194 | Aug 6, 2021 | 233 |
| -12.05% | Nov 4, 2015 | 68 | Feb 11, 2016 | 254 | Feb 15, 2017 | 322 |
Volatility
Volatility Chart
The current ABR Dynamic Blend Equity & Volatility Fund volatility is 2.49%, 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.