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
US34984Y7812
34984Y781
Aug 2, 2015
$100,000
Expense Ratio
ABRVX has a high expense ratio of 1.98%, indicating above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
ABR Dynamic Blend Equity & Volatility Fund (ABRVX) returned -10.44% year-to-date (YTD) and -4.58% over the past 12 months.
ABRVX
-10.44%
5.58%
-12.88%
-4.58%
-0.63%
-1.15%
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of ABRVX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.49% | -2.51% | -5.23% | -9.45% | 5.48% | -10.44% | |||||||
| 2024 | 0.77% | 3.15% | 2.40% | -4.42% | 3.30% | 2.83% | 0.44% | 2.74% | 1.03% | -1.45% | 4.07% | -3.29% | 11.76% |
| 2023 | 4.50% | -3.00% | 1.65% | 0.71% | -0.60% | 4.66% | 2.33% | -4.36% | -4.65% | -2.28% | 6.38% | 4.00% | 8.89% |
| 2022 | -3.72% | -6.24% | 0.42% | -3.86% | -8.02% | -6.92% | 7.23% | -2.66% | -7.41% | 6.11% | 2.98% | -7.81% | -27.36% |
| 2021 | -0.97% | 0.33% | 2.13% | 4.80% | -0.76% | 1.62% | 1.74% | 2.38% | -4.73% | 4.66% | 1.75% | 2.32% | 15.95% |
| 2020 | 0.10% | -1.17% | 34.77% | 4.66% | 4.18% | -1.40% | 4.20% | 7.35% | -8.79% | -2.86% | 2.19% | 2.91% | 49.42% |
| 2019 | 0.32% | 2.31% | 1.13% | 3.34% | -6.37% | 5.45% | 1.29% | -4.02% | 0.82% | -0.30% | 3.35% | 2.00% | 9.08% |
| 2018 | 5.88% | 2.13% | -2.99% | -2.71% | 1.06% | -0.76% | 1.72% | 2.45% | -0.09% | -2.76% | -2.55% | -4.22% | -3.28% |
| 2017 | 1.14% | 3.49% | -0.50% | -0.60% | 0.30% | 0.10% | 1.10% | -1.68% | 1.51% | 1.49% | 2.44% | 0.43% | 9.50% |
| 2016 | -4.94% | -0.87% | 5.79% | -0.21% | 1.24% | -4.19% | 3.09% | -0.31% | -1.14% | -1.78% | 2.46% | 1.70% | 0.35% |
| 2015 | -2.10% | -2.86% | 6.20% | -1.58% | -1.46% | -2.05% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ABRVX is 3, meaning it’s performing worse than 97% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
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Dividends
Dividend History
ABR Dynamic Blend Equity & Volatility Fund provided a 2.31% dividend yield over the last twelve months, with an annual payout of $0.24 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.24 | $0.24 | $0.00 | $0.00 | $1.10 | $3.01 | $0.08 | $0.38 | $0.33 | $0.13 | $0.08 |
Dividend yield | 2.31% | 2.07% | 0.00% | 0.00% | 8.33% | 24.48% | 0.81% | 3.94% | 3.26% | 1.30% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 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 | $1.10 | $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 | $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 | $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 | $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 | $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 | $0.13 | $0.13 |
| 2015 | $0.08 | $0.08 |
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 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 21.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.71% | Jan 5, 2022 | 455 | 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 |
| -12.04% | Nov 4, 2015 | 68 | Feb 11, 2016 | 255 | Feb 15, 2017 | 323 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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