PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

ABR 75/25 Volatility Fund (VOLSX) Sharpe Ratio: 2.02

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

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.

VOLSX's Sharpe Ratio of 2.02 indicates that for each unit of volatility, it generates 2.02 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

VOLSX Sharpe Ratio Rank

VOLSX Sharpe Ratio Rank: 47.147
Average

VOLSX ranks above 47.1% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

VOLSX Sharpe Ratio Market Positioning

The chart shows VOLSX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares ABR 75/25 Volatility Fund's Sharpe Ratio with other mutual funds in the Long-Short category across multiple time periods, showing how VOLSX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
JAKVXJohn Hancock Disciplined Value Global Long/Short Fund Class R63.76
JAKRXJohn Hancock Disciplined Value Global Long/Short Fund Class A3.72
BPLEXBoston Partners Long/Short Equity Fund3.32
BDMIXBlackRock Global Long/Short Equity Fund Class I3.19
GARIXGotham Absolute Return Fund2.88
CDAZXMulti-Manager Directional Alternative Strategies Fund2.80
ASILXAB Select US Long/Short Portfolio2.63
FLSPXMeeder Spectrum Fund2.56
SNOIXEasterly Snow Capital Long/Short Opportunity Fund2.49
LSEIXPersimmon Long/Short Fund2.44
VOLSXABR 75/25 Volatility Fund2.02

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VOLSX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VOLSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does VOLSX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio