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ABR Dynamic Blend Equity & Volatility Fund (ABRVX)

Mutual Fund · Currency in USD · Last updated Dec 6, 2023

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.

Summary

Fund Info

ISINUS34984Y7812
CUSIP34984Y781
IssuerABR
Inception DateAug 2, 2015
CategoryLong-Short
Minimum Investment$100,000
Asset ClassEquity

Expense Ratio

The ABR Dynamic Blend Equity & Volatility Fund has a high expense ratio of 1.98%, indicating higher-than-average management fees.


1.98%
0.00%2.15%

Share Price Chart


Loading data...

Performance

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.


-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.20%
7.02%
ABRVX (ABR Dynamic Blend Equity & Volatility Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

ABR Dynamic Blend Equity & Volatility Fund

Return

ABR Dynamic Blend Equity & Volatility Fund had a return of 4.71% year-to-date (YTD) and -1.48% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.71%18.95%
1 month3.95%4.79%
6 months-0.10%6.61%
1 year-1.48%14.21%
5 years (annualized)6.81%11.15%
10 years (annualized)N/A9.75%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.60%4.67%2.33%-4.36%-4.65%-2.28%6.38%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) 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
ABRVX
ABR Dynamic Blend Equity & Volatility Fund
-0.29
^GSPC
S&P 500
0.88

Sharpe Ratio

The current ABR Dynamic Blend Equity & Volatility Fund Sharpe ratio is -0.29. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.29
0.88
ABRVX (ABR Dynamic Blend Equity & Volatility Fund)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015
Dividend$0.00$0.00$1.10$3.01$0.08$0.38$0.33$0.12$0.08

Dividend yield

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$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 Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-24.34%
-4.78%
ABRVX (ABR Dynamic Blend Equity & Volatility Fund)
Benchmark (^GSPC)

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.71%Dec 30, 2021459Oct 26, 2023
-20.36%Feb 6, 2018236Jan 14, 2019287Mar 5, 2020523
-17.89%Mar 19, 202017Apr 13, 202097Aug 28, 2020114
-13.39%Sep 3, 202039Oct 28, 2020194Aug 6, 2021233
-12.05%Nov 4, 201568Feb 11, 2016254Feb 15, 2017322

Volatility Chart

The current ABR Dynamic Blend Equity & Volatility Fund volatility is 2.69%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.69%
2.85%
ABRVX (ABR Dynamic Blend Equity & Volatility Fund)
Benchmark (^GSPC)