ABR Dynamic Blend Equity & Volatility Fund (ABRVX)

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ABR Dynamic Blend Equity & Volatility Fund (ABRVX) is up 4.9% since the beginning of the year. ABRVX is currently trading at $12 per share. Investors who bought $1,000 worth of ABRVX shares 5 years ago would now be looking at an investment worth $979.

ABR Dynamic Blend Equity & Volatility Fund (ABRVX) has returned 4.92% so far this year and 11.94% over the past 12 months. Over the last ten years, ABRVX has returned 6.48% per year, falling short of the S&P 500 Index benchmark, which averaged 13.29% annually.

Based on dividend-adjusted daily data since Jan 4, 2016, ABRVX's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Mar 2020 with a return of +34.8%, while the worst month was Apr 2025 at -9.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ABRVX closed higher 47% of trading days. The best single day was Feb 5, 2018 with a return of +10.7%, while the worst single day was Mar 23, 2020 at -11.2%.

ABR Dynamic Blend Equity & Volatility Fund has an annualized alpha of 2.24%, beta of 0.33, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

• This fund participated in 71.18% of S&P 500 Index downside but only 53.16% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.33 may look defensive, but with R2 of 0.19 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.19 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

ABRVX has a high expense ratio of 1.98%, indicating above-average management fees.

ABRVX ranks 28 for risk / return — above 28% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.

ABR Dynamic Blend Equity & Volatility Fund provided a 1.20% dividend yield over the last twelve months, with an annual payout of $0.14 per share.

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.

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.

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 8.38%.

The chart below shows the rolling one-month volatility.