- Issuer
- ABR
- Inception Date
- Aug 2, 2020
- Category
- Long-Short
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
VOLSX Performance Chart
ABR 75/25 Volatility Fund (VOLSX) is up 7.1% since the beginning of the year. VOLSX is currently trading at $12 per share. Investors who bought $1,000 worth of VOLSX shares 5 years ago would now be looking at an investment worth $1,299.
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Returns By Period
ABR 75/25 Volatility Fund (VOLSX) has returned 7.12% so far this year and 27.59% over the past 12 months.
ABR 75/25 Volatility Fund
- 1D
- 0.17%
- 1M
- 5.17%
- YTD
- 7.12%
- 6M
- 8.63%
- 1Y
- 27.59%
- 3Y*
- 11.15%
- 5Y*
- 5.37%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
VOLSX Monthly Returns History
Based on dividend-adjusted daily data since Aug 3, 2020, VOLSX's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.
Historically, 61% of months were positive and 39% were negative. The best month was Jul 2022 with a return of +11.3%, while the worst month was Apr 2025 at -15.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, VOLSX closed higher 54% of trading days. The best single day was May 12, 2025 with a return of +5.7%, while the worst single day was Apr 3, 2025 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.18% | -0.83% | -7.53% | 10.97% | 4.90% | 0.17% | 7.12% | ||||||
| 2025 | 2.23% | -1.64% | -6.38% | -15.42% | 7.71% | 6.72% | 2.34% | 2.09% | 3.70% | 2.63% | -0.09% | 1.14% | 2.83% |
| 2024 | 0.31% | 2.61% | 2.14% | -3.89% | 3.94% | 2.89% | 0.78% | 3.75% | 1.39% | -4.94% | 9.53% | -3.44% | 15.19% |
| 2023 | 10.17% | -2.84% | -0.61% | 4.90% | 0.93% | 6.02% | 1.75% | -3.54% | -5.45% | -2.24% | 9.27% | 5.37% | 24.73% |
| 2022 | -7.05% | -7.19% | 1.06% | -9.98% | -7.00% | -8.53% | 11.25% | -2.84% | -9.64% | 7.02% | 6.43% | -5.43% | -29.76% |
| 2021 | -6.47% | 2.94% | 7.74% | 6.43% | -1.15% | 4.13% | 1.73% | 4.50% | -5.52% | 8.25% | -2.46% | 5.93% | 27.64% |
Benchmark Metrics
ABR 75/25 Volatility Fund has an annualized alpha of -6.58%, beta of 0.95, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since August 04, 2020.
- This fund participated in 133.79% of S&P 500 Index downside but only 98.63% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -6.58% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.95 and R2 of 0.70, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -6.58%
- Beta
- 0.95
- R²
- 0.70
- Upside Capture
- 98.63%
- Downside Capture
- 133.79%
Expense Ratio
VOLSX has a high expense ratio of 1.75%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
VOLSX ranks 45 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 ABR 75/25 Volatility Fund (VOLSX) and compare them to S&P 500 Index.
| VOLSX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 2.39 | -0.37 |
Sortino ratioReturn per unit of downside risk | 2.72 | 3.25 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.11 | -0.81 |
Martin ratioReturn relative to average drawdown | 10.07 | 14.38 | -4.31 |
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
ABR 75/25 Volatility Fund provided a 2.04% dividend yield over the last twelve months, with an annual payout of $0.24 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.24 | $0.24 | $0.24 | $0.03 | $0.00 | $2.03 |
Dividend yield | 2.04% | 2.18% | 2.24% | 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 | 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 | $0.24 | $0.24 |
| 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 | $0.03 | $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 | $0.00 |
| 2021 | $2.03 | $2.03 |
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 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. Recovery took 511 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -35.10%Sep 2022 | 8mo 29d | 2y 15d | 2y 9moJan 2022 - Oct 2024 |
2025 selloff2025 | -24.07%Apr 2025 | 4mo 15d | 8mo 24d | 1y 1moDec 2024 - Jan 2026 |
2020 correction2020 | -13.20%Oct 2020 | 2mo 2d | 2mo 12d | 4mo 14dAug 2020 - Jan 2021 |
2026 correction2026 | -12.37%Mar 2026 | 2mo 16d | 1mo 1d | 3mo 17dJan 2026 - Apr 2026 |
2021 pullback2021 | -8.66%May 2021 | 2d | 1mo 17d | 1mo 19dMay 2021 - Jun 2021 |
Drawdown Indicators
| VOLSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -56.78% | +21.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -9.10% | -3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -24.07% | -18.90% | -5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -35.10% | -25.43% | -9.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.05% | -10.72% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 1.97% | +0.86% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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