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ABR Dynamic Blend Equity & Volatility Fund (ABRVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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

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

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


0.00%50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
0.54%
169.96%
ABRVX (ABR Dynamic Blend Equity & Volatility Fund)
Benchmark (^GSPC)

Returns By Period

ABR Dynamic Blend Equity & Volatility Fund (ABRVX) returned -13.77% year-to-date (YTD) and -6.86% over the past 12 months.


ABRVX

YTD

-13.77%

1M

-3.72%

6M

-15.91%

1Y

-6.86%

5Y*

-7.01%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.49%-2.51%-5.23%-9.45%1.55%-13.77%
20240.77%3.15%2.40%-4.42%3.31%2.83%0.44%2.74%1.03%-1.45%4.07%-3.29%11.75%
20234.50%-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%-6.23%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%-5.66%6.90%
20200.10%-1.17%34.77%4.67%4.18%-1.40%4.20%7.35%-8.79%-2.86%2.19%-17.60%19.63%
20190.32%2.31%1.13%3.34%-6.37%5.44%1.29%-4.02%0.82%-0.30%3.35%1.18%8.20%
20185.88%2.13%-2.99%-2.71%1.06%-0.76%1.72%2.45%-0.09%-2.76%-2.55%-7.76%-6.86%
20171.14%3.49%-0.50%-0.60%0.30%0.10%1.10%-1.68%1.51%1.49%2.44%-2.76%6.02%
2016-4.94%-0.87%5.79%-0.21%1.24%-4.19%3.09%-0.31%-1.14%-1.78%2.46%0.42%-0.93%
2015-2.10%-2.86%6.20%-1.58%-2.00%-2.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABRVX is 5, meaning it’s performing worse than 95% 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.


The Risk-Adjusted Performance Rank of ABRVX is 55
Overall Rank
The Sharpe Ratio Rank of ABRVX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ABRVX is 33
Sortino Ratio Rank
The Omega Ratio Rank of ABRVX is 33
Omega Ratio Rank
The Calmar Ratio Rank of ABRVX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ABRVX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ABR Dynamic Blend Equity & Volatility Fund Sharpe ratio is -0.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ABR Dynamic Blend Equity & Volatility Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.50
0.48
ABRVX (ABR Dynamic Blend Equity & Volatility Fund)
Benchmark (^GSPC)

Dividends

Dividend History

ABR Dynamic Blend Equity & Volatility Fund provided a 2.40% dividend yield over the last twelve months, with an annual payout of $0.24 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.05$0.10$0.15$0.202015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.24$0.24$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02

Dividend yield

2.40%2.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.23%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.00$0.00
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$0.00$0.00
2018$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
2017$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
2016$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
2015$0.02$0.02

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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-40.57%
-7.82%
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 44.91%, occurring on Oct 26, 2023. The portfolio has not yet recovered.

The current ABR Dynamic Blend Equity & Volatility Fund drawdown is 40.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.91%Sep 3, 2020792Oct 26, 2023
-23.3%Feb 6, 2018236Jan 14, 2019289Mar 9, 2020525
-17.89%Mar 19, 202017Apr 13, 202097Aug 28, 2020114
-12.53%Nov 4, 201568Feb 11, 2016264Mar 1, 2017332
-7.44%Sep 2, 201518Sep 28, 201519Oct 23, 201537

Volatility

Volatility Chart

The current ABR Dynamic Blend Equity & Volatility Fund volatility is 5.28%, 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%December2025FebruaryMarchAprilMay
5.28%
11.21%
ABRVX (ABR Dynamic Blend Equity & Volatility Fund)
Benchmark (^GSPC)