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ABRVX vs. SNOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABRVX vs. SNOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and Easterly Snow Capital Long/Short Opportunity Fund (SNOIX). The values are adjusted to include any dividend payments, if applicable.

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ABRVX vs. SNOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABRVX
ABR Dynamic Blend Equity & Volatility Fund
-2.33%-0.70%11.76%8.89%-27.36%15.95%49.42%9.08%-3.28%9.50%
SNOIX
Easterly Snow Capital Long/Short Opportunity Fund
6.23%20.66%5.17%10.84%-3.10%26.26%1.44%22.44%-11.25%12.80%

Returns By Period

In the year-to-date period, ABRVX achieves a -2.33% return, which is significantly lower than SNOIX's 6.23% return. Over the past 10 years, ABRVX has underperformed SNOIX with an annualized return of 5.55%, while SNOIX has yielded a comparatively higher 10.77% annualized return.


ABRVX

1D
2.15%
1M
-2.33%
YTD
-2.33%
6M
-1.63%
1Y
3.14%
3Y*
4.63%
5Y*
-0.60%
10Y*
5.55%

SNOIX

1D
1.56%
1M
-0.59%
YTD
6.23%
6M
11.42%
1Y
25.40%
3Y*
14.22%
5Y*
9.14%
10Y*
10.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABRVX vs. SNOIX - Expense Ratio Comparison

ABRVX has a 1.98% expense ratio, which is higher than SNOIX's 1.41% expense ratio.


Return for Risk

ABRVX vs. SNOIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABRVX
ABRVX Risk / Return Rank: 1010
Overall Rank
ABRVX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ABRVX Sortino Ratio Rank: 88
Sortino Ratio Rank
ABRVX Omega Ratio Rank: 99
Omega Ratio Rank
ABRVX Calmar Ratio Rank: 1111
Calmar Ratio Rank
ABRVX Martin Ratio Rank: 1010
Martin Ratio Rank

SNOIX
SNOIX Risk / Return Rank: 8282
Overall Rank
SNOIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SNOIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
SNOIX Omega Ratio Rank: 8080
Omega Ratio Rank
SNOIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SNOIX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABRVX vs. SNOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and Easterly Snow Capital Long/Short Opportunity Fund (SNOIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ABRVXSNOIXDifference

Sharpe ratio

Return per unit of total volatility

0.30

1.59

-1.29

Sortino ratio

Return per unit of downside risk

0.46

2.17

-1.72

Omega ratio

Gain probability vs. loss probability

1.07

1.33

-0.26

Calmar ratio

Return relative to maximum drawdown

0.36

2.04

-1.68

Martin ratio

Return relative to average drawdown

1.03

10.31

-9.28

ABRVX vs. SNOIX - Sharpe Ratio Comparison

The current ABRVX Sharpe Ratio is 0.30, which is lower than the SNOIX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ABRVX and SNOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABRVXSNOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.59

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.61

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.65

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.32

+0.10

Correlation

The correlation between ABRVX and SNOIX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ABRVX vs. SNOIX - Dividend Comparison

ABRVX's dividend yield for the trailing twelve months is around 1.29%, less than SNOIX's 6.51% yield.


TTM20252024202320222021202020192018201720162015
ABRVX
ABR Dynamic Blend Equity & Volatility Fund
1.29%1.26%2.07%0.00%0.00%8.33%24.49%0.80%3.95%3.26%1.29%0.00%
SNOIX
Easterly Snow Capital Long/Short Opportunity Fund
6.51%6.91%5.10%2.29%7.07%8.98%1.86%1.95%2.06%4.80%0.36%2.79%

Drawdowns

ABRVX vs. SNOIX - Drawdown Comparison

The maximum ABRVX drawdown since its inception was -29.71%, smaller than the maximum SNOIX drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for ABRVX and SNOIX.


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Drawdown Indicators


ABRVXSNOIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.71%

-65.34%

+35.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-12.55%

+1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-17.66%

-12.05%

Max Drawdown (10Y)

Largest decline over 10 years

-29.71%

-34.43%

+4.72%

Current Drawdown

Current decline from peak

-14.71%

-0.76%

-13.95%

Average Drawdown

Average peak-to-trough decline

-11.44%

-9.86%

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

2.49%

+1.31%

Volatility

ABRVX vs. SNOIX - Volatility Comparison

The current volatility for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) is 3.18%, while Easterly Snow Capital Long/Short Opportunity Fund (SNOIX) has a volatility of 3.49%. This indicates that ABRVX experiences smaller price fluctuations and is considered to be less risky than SNOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABRVXSNOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.49%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.07%

9.34%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

16.08%

-4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.46%

15.12%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.64%

16.60%

-2.96%