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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Popular comparisons: VOLSX vs. AQMIX
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 16.98% year-to-date (YTD) and 28.19% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 16.98% | 25.23% |
| 1 month | 4.30% | 3.86% |
| 6 months | 12.50% | 14.56% |
| 1 year | 28.19% | 36.29% |
| 5 years (annualized) | N/A | 14.10% |
| 10 years (annualized) | N/A | 11.37% |
Monthly Returns
The table below presents the monthly returns of VOLSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.31% | 2.61% | 2.14% | -3.89% | 3.94% | 2.89% | 0.78% | 3.75% | 1.39% | -4.94% | 16.98% | ||
| 2023 | 10.17% | -2.84% | -0.61% | 4.90% | 0.93% | 6.02% | 1.75% | -3.54% | -5.45% | -2.23% | 9.27% | 5.36% | 24.73% |
| 2022 | -7.05% | -7.19% | 1.06% | -9.98% | -7.00% | -8.53% | 11.25% | -2.84% | -9.65% | 7.02% | 6.43% | -5.42% | -29.76% |
| 2021 | -6.47% | 2.93% | 7.74% | 6.43% | -1.16% | 4.13% | 1.73% | 4.50% | -5.52% | 8.25% | -2.46% | -11.15% | 7.06% |
| 2020 | 1.30% | -6.22% | -5.16% | 10.54% | 2.41% | 2.00% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VOLSX is 52, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 provided a 0.24% dividend yield over the last twelve months, with an annual payout of $0.03 per share.
| Period | TTM | 2023 |
|---|---|---|
| Dividend | $0.03 | $0.03 |
Dividend yield | 0.24% | 0.28% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.03 | $0.03 |
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.
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 44.76%, occurring on Sep 30, 2022. The portfolio has not yet recovered.
The current ABR 75/25 Volatility Fund drawdown is 13.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.76% | Nov 9, 2021 | 225 | 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 6.55%, 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.