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ASILX vs. RLSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASILX vs. RLSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Select US Long/Short Portfolio (ASILX) and RiverPark Long/Short Opportunity Fund (RLSIX). The values are adjusted to include any dividend payments, if applicable.

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ASILX vs. RLSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASILX
AB Select US Long/Short Portfolio
-1.59%9.77%18.46%11.06%-9.94%17.81%10.23%17.17%-1.61%12.61%
RLSIX
RiverPark Long/Short Opportunity Fund
-9.77%8.57%16.06%43.85%-53.89%2.10%54.74%20.00%-2.20%22.10%

Returns By Period

In the year-to-date period, ASILX achieves a -1.59% return, which is significantly higher than RLSIX's -9.77% return. Over the past 10 years, ASILX has outperformed RLSIX with an annualized return of 8.50%, while RLSIX has yielded a comparatively lower 5.66% annualized return.


ASILX

1D
0.85%
1M
-1.86%
YTD
-1.59%
6M
-0.37%
1Y
8.61%
3Y*
12.19%
5Y*
7.32%
10Y*
8.50%

RLSIX

1D
2.72%
1M
-3.93%
YTD
-9.77%
6M
-9.94%
1Y
3.41%
3Y*
12.41%
5Y*
-5.09%
10Y*
5.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASILX vs. RLSIX - Expense Ratio Comparison

ASILX has a 1.55% expense ratio, which is lower than RLSIX's 1.75% expense ratio.


Return for Risk

ASILX vs. RLSIX — Risk / Return Rank

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

ASILX
ASILX Risk / Return Rank: 7575
Overall Rank
ASILX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ASILX Sortino Ratio Rank: 7070
Sortino Ratio Rank
ASILX Omega Ratio Rank: 6666
Omega Ratio Rank
ASILX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ASILX Martin Ratio Rank: 8282
Martin Ratio Rank

RLSIX
RLSIX Risk / Return Rank: 88
Overall Rank
RLSIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
RLSIX Sortino Ratio Rank: 88
Sortino Ratio Rank
RLSIX Omega Ratio Rank: 88
Omega Ratio Rank
RLSIX Calmar Ratio Rank: 99
Calmar Ratio Rank
RLSIX Martin Ratio Rank: 99
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.

ASILX vs. RLSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Select US Long/Short Portfolio (ASILX) and RiverPark Long/Short Opportunity Fund (RLSIX). 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.


ASILXRLSIXDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.24

+1.08

Sortino ratio

Return per unit of downside risk

1.85

0.46

+1.38

Omega ratio

Gain probability vs. loss probability

1.27

1.07

+0.20

Calmar ratio

Return relative to maximum drawdown

2.48

0.29

+2.19

Martin ratio

Return relative to average drawdown

8.71

0.95

+7.77

ASILX vs. RLSIX - Sharpe Ratio Comparison

The current ASILX Sharpe Ratio is 1.32, which is higher than the RLSIX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ASILX and RLSIX, 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


ASILXRLSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.24

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

-0.20

+1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.26

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.35

+0.57

Correlation

The correlation between ASILX and RLSIX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ASILX vs. RLSIX - Dividend Comparison

ASILX's dividend yield for the trailing twelve months is around 13.36%, while RLSIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ASILX
AB Select US Long/Short Portfolio
13.36%13.15%7.18%1.41%6.51%11.92%4.28%3.54%8.71%5.03%0.00%3.35%
RLSIX
RiverPark Long/Short Opportunity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%11.94%11.66%1.26%0.00%0.00%

Drawdowns

ASILX vs. RLSIX - Drawdown Comparison

The maximum ASILX drawdown since its inception was -18.36%, smaller than the maximum RLSIX drawdown of -60.82%. Use the drawdown chart below to compare losses from any high point for ASILX and RLSIX.


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Drawdown Indicators


ASILXRLSIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.36%

-60.82%

+42.46%

Max Drawdown (1Y)

Largest decline over 1 year

-3.62%

-14.56%

+10.94%

Max Drawdown (5Y)

Largest decline over 5 years

-12.30%

-60.82%

+48.52%

Max Drawdown (10Y)

Largest decline over 10 years

-18.36%

-60.82%

+42.46%

Current Drawdown

Current decline from peak

-2.79%

-33.09%

+30.30%

Average Drawdown

Average peak-to-trough decline

-2.49%

-14.92%

+12.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

4.42%

-3.39%

Volatility

ASILX vs. RLSIX - Volatility Comparison

The current volatility for AB Select US Long/Short Portfolio (ASILX) is 1.51%, while RiverPark Long/Short Opportunity Fund (RLSIX) has a volatility of 4.93%. This indicates that ASILX experiences smaller price fluctuations and is considered to be less risky than RLSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASILXRLSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

4.93%

-3.42%

Volatility (6M)

Calculated over the trailing 6-month period

4.09%

9.30%

-5.21%

Volatility (1Y)

Calculated over the trailing 1-year period

6.63%

16.77%

-10.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

25.21%

-17.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.30%

21.53%

-12.23%