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ABR Dynamic Blend Equity & Volatility Fund (ABRVX) Sharpe Ratio: 2.34

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

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.

ABRVX's Sharpe Ratio of 2.34 indicates that for each unit of volatility, it generates 2.34 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ABRVX Sharpe Ratio Rank

ABRVX Sharpe Ratio Rank: 63.263
Above Average

ABRVX ranks above 63.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

ABRVX Sharpe Ratio Market Positioning

The chart shows ABRVX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares ABR Dynamic Blend Equity & Volatility Fund's Sharpe Ratio with other mutual funds in the Long-Short category across multiple time periods, showing how ABRVX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
JAKVXJohn Hancock Disciplined Value Global Long/Short Fund Class R63.76
JAKRXJohn Hancock Disciplined Value Global Long/Short Fund Class A3.72
BPLEXBoston Partners Long/Short Equity Fund3.32
BDMIXBlackRock Global Long/Short Equity Fund Class I3.19
GARIXGotham Absolute Return Fund2.88
CDAZXMulti-Manager Directional Alternative Strategies Fund2.80
ASILXAB Select US Long/Short Portfolio2.63
FLSPXMeeder Spectrum Fund2.56
SNOIXEasterly Snow Capital Long/Short Opportunity Fund2.49
LSEIXPersimmon Long/Short Fund2.44
ABRVXABR Dynamic Blend Equity & Volatility Fund2.34

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ABRVX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ABRVX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ABRVX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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