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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.
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Returns By Period
ABR 75/25 Volatility Fund (VOLSX) has returned -11.00% so far this year and -2.78% over the past 12 months.
ABR 75/25 Volatility Fund
- 1D
- -0.21%
- 1M
- -10.42%
- YTD
- -11.00%
- 6M
- -7.71%
- 1Y
- -2.78%
- 3Y*
- 7.32%
- 5Y*
- 2.59%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Aug 3, 2020, VOLSX's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, your investment would double in approximately 13.2 years.
Historically, 59% of months were positive and 41% 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 53% 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% | -10.42% | -11.00% | |||||||||
| 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 -6.98%, beta of 0.94, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since August 04, 2020.
- This fund participated in 132.74% of S&P 500 Index downside but only 98.38% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -6.98% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 0.94 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
- -6.98%
- Beta
- 0.94
- R²
- 0.70
- Upside Capture
- 98.38%
- Downside Capture
- 132.74%
Expense Ratio
VOLSX has a high expense ratio of 1.75%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
VOLSX ranks 3 for risk / return — in the bottom 3% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ABR 75/25 Volatility Fund (VOLSX) and compare them to a chosen benchmark (S&P 500 Index).
| VOLSX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 0.90 | -1.02 |
Sortino ratioReturn per unit of downside risk | -0.04 | 1.39 | -1.43 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.40 | -1.66 |
Martin ratioReturn relative to average drawdown | -0.69 | 6.61 | -7.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore VOLSX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
ABR 75/25 Volatility Fund provided a 2.45% 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 | 2.45% | 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 | |||||||||
| 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 12.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.1% | Jan 4, 2022 | 187 | Sep 30, 2022 | 511 | Oct 14, 2024 | 698 |
| -24.07% | Dec 9, 2024 | 92 | Apr 23, 2025 | 181 | Jan 12, 2026 | 273 |
| -13.2% | Aug 27, 2020 | 44 | Oct 28, 2020 | 49 | Jan 8, 2021 | 93 |
| -12.37% | Jan 13, 2026 | 53 | Mar 30, 2026 | — | — | — |
| -8.66% | May 10, 2021 | 3 | May 12, 2021 | 32 | Jun 28, 2021 | 35 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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