- ISIN
- US66538G2966
- CUSIP
- 66538G296
- Issuer
- Absolute Capital
- Inception Date
- Dec 17, 2015
- Category
- Tactical Allocation
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
ACMDX Performance Chart
Absolute Capital Defender Fund (ACMDX) is up 5.8% since the beginning of the year. ACMDX is currently trading at $12 per share. Investors who bought $1,000 worth of ACMDX shares 5 years ago would now be looking at an investment worth $1,214.
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Returns By Period
Absolute Capital Defender Fund (ACMDX) has returned 5.76% so far this year and 13.51% over the past 12 months. Over the last ten years, ACMDX has returned 4.60% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
Absolute Capital Defender Fund
- 1D
- 0.17%
- 1M
- 2.94%
- YTD
- 5.76%
- 6M
- 5.86%
- 1Y
- 13.51%
- 3Y*
- 9.71%
- 5Y*
- 3.96%
- 10Y*
- 4.60%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
ACMDX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, ACMDX's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +5.6%, while the worst month was Jan 2016 at -7.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ACMDX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -3.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.65% | 1.08% | -3.21% | 3.96% | 2.04% | 0.26% | 5.76% | ||||||
| 2025 | 2.31% | -0.28% | -3.20% | -0.78% | 2.85% | 3.05% | 0.56% | 1.93% | 1.45% | -0.18% | 0.62% | 0.09% | 8.56% |
| 2024 | 0.31% | 2.23% | 1.89% | -2.73% | 1.80% | 1.28% | 2.24% | 0.67% | 1.23% | -0.19% | 4.39% | -3.64% | 9.61% |
| 2023 | 1.77% | -1.30% | 1.32% | 0.76% | -0.54% | 4.12% | 1.56% | -2.15% | -2.20% | -1.18% | 3.90% | 2.40% | 8.51% |
| 2022 | -3.93% | -2.34% | 0.50% | -4.97% | -0.42% | -3.67% | 1.31% | -1.61% | -3.39% | 2.71% | 2.42% | -2.69% | -15.26% |
| 2021 | -1.34% | 0.49% | 2.71% | 4.05% | 0.81% | 0.09% | 0.99% | 1.86% | -3.66% | 3.89% | -1.04% | 2.84% | 12.00% |
Benchmark Metrics
Absolute Capital Defender Fund has an annualized alpha of -1.94%, beta of 0.44, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.
- This fund participated in 64.38% of S&P 500 Index downside but only 41.23% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.44 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -1.94%
- Beta
- 0.44
- R²
- 0.80
- Upside Capture
- 41.23%
- Downside Capture
- 64.38%
Expense Ratio
ACMDX has a high expense ratio of 2.70%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ACMDX ranks 53 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Absolute Capital Defender Fund (ACMDX) and compare them to S&P 500 Index.
| ACMDX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 2.24 | -0.20 |
Sortino ratioReturn per unit of downside risk | 2.96 | 3.07 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.41 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.93 | +0.07 |
Martin ratioReturn relative to average drawdown | 12.11 | 13.52 | -1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Absolute Capital Defender Fund provided a 3.12% dividend yield over the last twelve months, with an annual payout of $0.36 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.36 | $0.36 | $0.37 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $0.64 | $0.28 | $0.07 |
Dividend yield | 3.12% | 3.30% | 3.54% | 0.00% | 0.00% | 9.49% | 0.00% | 0.00% | 6.87% | 2.67% | 0.67% |
Monthly Dividends
The table displays the monthly dividend distributions for Absolute Capital Defender 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.36 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 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 | $1.01 | $1.01 |
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 Absolute Capital Defender 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 Absolute Capital Defender Fund was 17.63%, occurring on Oct 12, 2022. Recovery took 493 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -17.63%Oct 2022 | 9mo 10d | 1y 11mo | 2y 8moJan 2022 - Sep 2024 |
COVID crash2020 | -17.51%Mar 2020 | 2y 1mo | 9mo 2d | 2y 10moJan 2018 - Dec 2020 |
2025 selloff2025 | -11.50%Apr 2025 | 4mo 4d | 2mo 24d | 6mo 28dDec 2024 - Jul 2025 |
2016 pullback2016 | -9.74%Feb 2016 | 1mo 6d | 5mo 2d | 6mo 8dJan 2016 - Jul 2016 |
2026 pullback2026 | -4.63%Mar 2026 | 1mo 13d | 21d | 2mo 4dFeb 2026 - Apr 2026 |
Drawdown Indicators
| ACMDX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.63% | -56.78% | +39.15% |
Max Drawdown (1Y)Largest decline over 1 year | -4.63% | -9.10% | +4.47% |
Max Drawdown (3Y)Largest decline over 3 years | -11.50% | -18.90% | +7.40% |
Max Drawdown (5Y)Largest decline over 5 years | -17.63% | -25.43% | +7.80% |
Max Drawdown (10Y)Largest decline over 10 years | -17.63% | -33.92% | +16.29% |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -10.72% | +5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 1.97% | -0.82% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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