- 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 6.6% 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 $1,221.
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Returns By Period
ABR 75/25 Volatility Fund (VOLSX) has returned 6.56% so far this year and 19.11% over the past 12 months.
ABR 75/25 Volatility Fund
- 1D
- 0.87%
- 1M
- 0.00%
- 6M
- 5.59%
- YTD
- 6.56%
- 1Y
- 19.11%
- 3Y*
- 9.25%
- 5Y*
- 4.08%
- 10Y*
- —
- ALL TIME*
- 6.27%
Benchmark (S&P 500 Index)
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
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 +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 58% of months were positive and 42% 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% | -0.09% | -0.26% | 6.56% | |||||
| 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 -6.39%, beta of 0.95, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since August 03, 2020.
- This fund participated in 133.54% of S&P 500 Index downside but only 98.18% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -6.39% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.95 and R2 of 0.71, 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
- -6.39%
- Beta
- 0.95
- R²
- 0.71
- Upside Capture
- 98.18%
- Downside Capture
- 133.54%
Expense Ratio
VOLSX has a high expense ratio of 1.75%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
VOLSX ranks 33 for risk / return — above 33% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for ABR 75/25 Volatility Fund (VOLSX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VOLSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 2.41 | -1.03 |
| Martin ratioReturn relative to average drawdown | 5.84 | 10.22 | -4.39 |
Dividends
Dividend History
ABR 75/25 Volatility Fund provided a 2.05% 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 | 2.05% | 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 | $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.
The current ABR 75/25 Volatility Fund drawdown is 1.11%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-35.10%Sep 2022 | 8mo 29d | 2y 15d | 2y 9moJan 2022 - Oct 2024 | Bear market2022 |
-24.07%Apr 2025 | 4mo 15d | 8mo 24d | 1y 1moDec 2024 - Jan 2026 | 2025 selloff2025 |
-13.20%Oct 2020 | 2mo 2d | 2mo 12d | 4mo 14dAug 2020 - Jan 2021 | — |
-12.37%Mar 2026 | 2mo 16d | 1mo 1d | 3mo 17dJan 2026 - Apr 2026 | — |
-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 | -1.11% | -0.12% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -10.70% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.14% | +0.78% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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