ABR 75/25 Volatility Fund (VOLSX)
The mutual fund aims to allocate 75% of its assets to a "long" volatility strategy and 25% to a "short" volatility strategy, under normal market conditions.
Fund Info
Issuer | ABR |
---|---|
Inception Date | Aug 2, 2020 |
Category | Long-Short |
Min. Investment | $100,000 |
Asset Class | Equity |
Expense Ratio
VOLSX has a high expense ratio of 1.75%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ABR 75/25 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.
Returns By Period
ABR 75/25 Volatility Fund had a return of 1.05% year-to-date (YTD) and 13.20% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 1.05% | 5.57% |
1 month | -3.89% | -4.16% |
6 months | 16.34% | 20.07% |
1 year | 13.20% | 20.82% |
5 years (annualized) | N/A | 11.56% |
10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.31% | 2.61% | 2.14% | |||||||||
2023 | -2.24% | 9.27% | 5.37% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VOLSX is 51, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
ABR 75/25 Volatility Fund(VOLSX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for ABR 75/25 Volatility Fund (VOLSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
ABR 75/25 Volatility Fund granted a 0.28% dividend yield in the last twelve months. The annual payout for that period amounted to $0.03 per share.
Period | TTM | 2023 | 2022 | 2021 |
---|---|---|---|---|
Dividend | $0.03 | $0.03 | $0.00 | $2.03 |
Dividend yield | 0.28% | 0.29% | 0.00% | 18.63% |
Monthly Dividends
The table displays the monthly dividend distributions for ABR 75/25 Volatility 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.00 | |||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 |
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 | $2.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the ABR 75/25 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 75/25 Volatility Fund was 35.10%, occurring on Sep 30, 2022. The portfolio has not yet recovered.
The current ABR 75/25 Volatility Fund drawdown is 11.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.1% | Jan 4, 2022 | 187 | Sep 30, 2022 | — | — | — |
-13.2% | Aug 27, 2020 | 44 | Oct 28, 2020 | 49 | Jan 8, 2021 | 93 |
-8.66% | May 10, 2021 | 3 | May 12, 2021 | 32 | Jun 28, 2021 | 35 |
-8.18% | Jan 22, 2021 | 6 | Jan 29, 2021 | 17 | Feb 24, 2021 | 23 |
-6.9% | Feb 25, 2021 | 6 | Mar 4, 2021 | 16 | Mar 26, 2021 | 22 |
Volatility
Volatility Chart
The current ABR 75/25 Volatility Fund volatility is 3.11%, 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.