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CRIHX vs. ABRSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CRIHX vs. ABRSX

Last updated Jun 23, 2026

CRIHX (CRM Long/Short Opportunities Fund) and ABRSX (ABR 50/50 Volatility Fund) are both Long-Short funds. Over the past 5 years, CRIHX returned 7.28%/yr vs 6.81%/yr for ABRSX. A 0.57 correlation means they provide meaningful diversification when combined. CRIHX charges 1.60%/yr vs 2.00%/yr for ABRSX.

Performance

CRIHX vs. ABRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRM Long/Short Opportunities Fund (CRIHX) and ABR 50/50 Volatility Fund (ABRSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRIHX achieves a 13.87% return, which is significantly higher than ABRSX's 4.35% return.

CRIHX

1D
2.26%
1M
4.56%
YTD
13.87%
6M
12.80%
1Y
22.35%
3Y*
10.24%
5Y*
7.28%
10Y*
—

ABRSX

1D
1.45%
1M
4.59%
YTD
4.35%
6M
4.17%
1Y
30.96%
3Y*
11.07%
5Y*
6.81%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRIHX vs. ABRSX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CRIHX
CRM Long/Short Opportunities Fund		13.87%-1.55%17.72%6.06%-4.24%5.91%20.44%12.95%-8.43%-0.44%
ABRSX
ABR 50/50 Volatility Fund		4.35%6.22%13.84%38.75%-34.12%40.73%5.69%79.73%-47.83%6.74%

Correlation

The correlation between CRIHX and ABRSX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2017

0.57

The correlation between CRIHX and ABRSX has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

CRM Long/Short Opportunities Fund

ABR 50/50 Volatility Fund

Often compared with CRIHX:
CRIHX vs. QLEIXCRIHX vs. SNOIXCRIHX vs. SAOAXCRIHX vs. ASILXCRIHX vs. BTPIXCRIHX vs. MNWIXCRIHX vs. SPY
Often compared with ABRSX:
ABRSX vs. VOLSXABRSX vs. ABRVXABRSX vs. LSEIXABRSX vs. ASILXABRSX vs. JAKVXABRSX vs. GTAPXABRSX vs. BDMIX

Return for Risk

CRIHX vs. ABRSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CRIHX
CRIHX Risk / Return Rank: 3939
Overall Rank
CRIHX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CRIHX Sortino Ratio Rank: 4141
Sortino Ratio Rank
CRIHX Omega Ratio Rank: 3535
Omega Ratio Rank
CRIHX Calmar Ratio Rank: 4646
Calmar Ratio Rank
CRIHX Martin Ratio Rank: 3636
Martin Ratio Rank
ABRSX
ABRSX Risk / Return Rank: 2626
Overall Rank
ABRSX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ABRSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
ABRSX Omega Ratio Rank: 3131
Omega Ratio Rank
ABRSX Calmar Ratio Rank: 2121
Calmar Ratio Rank
ABRSX Martin Ratio Rank: 2929
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.

CRIHX vs. ABRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CRM Long/Short Opportunities Fund (CRIHX) and ABR 50/50 Volatility Fund (ABRSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

CRIHXABRSXDifference
Sharpe ratioReturn per unit of total volatility
1.63
1.37

+0.26

Sortino ratioReturn per unit of downside risk
2.49
1.88

+0.60

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

2.48

1.57

+0.91

Martin ratioReturn relative to average drawdown

7.57

6.21

+1.36

CRIHX vs. ABRSX - Sharpe Ratio Comparison

The current CRIHX Sharpe Ratio is 1.63, which is comparable to the ABRSX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of CRIHX and ABRSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CRIHX vs. ABRSX - Drawdown Comparison

The maximum CRIHX drawdown since its inception was -21.33%, smaller than the maximum ABRSX drawdown of -49.78%. Use the drawdown chart below to compare losses from any high point for CRIHX and ABRSX.

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Drawdown Indicators

CRIHXABRSXDifference

Max Drawdown

Largest peak-to-trough decline

-21.33%

-49.78%

+28.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-19.12%

+10.05%

Max Drawdown (3Y)

Largest decline over 3 years

-15.87%

-27.83%

+11.96%

Max Drawdown (5Y)

Largest decline over 5 years

-15.87%

-44.57%

+28.70%

Current Drawdown

Current decline from peak

0.00%

-0.11%

+0.11%

Average Drawdown

Average peak-to-trough decline

-4.11%

-15.87%

+11.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

4.82%

-1.86%

Volatility

CRIHX vs. ABRSX - Volatility Comparison

CRM Long/Short Opportunities Fund (CRIHX) and ABR 50/50 Volatility Fund (ABRSX) have volatilities of 6.02% and 5.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CRIHXABRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

5.85%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.40%

18.25%

-7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

21.93%

-8.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.30%

27.42%

-16.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.17%

36.16%

-24.99%

CRIHX vs. ABRSX - Expense Ratio Comparison

CRIHX has a 1.60% expense ratio, which is lower than ABRSX's 2.00% expense ratio.

Dividends

CRIHX vs. ABRSX - Dividend Comparison

CRIHX has not paid dividends to shareholders, while ABRSX's dividend yield for the trailing twelve months is around 0.61%.

PositionTTM202520242023202220212020201920182017
ABRSX
ABR 50/50 Volatility Fund		0.61%0.63%1.04%0.00%0.00%47.19%0.00%10.50%12.88%0.99%
CRIHX
CRM Long/Short Opportunities Fund		0.00%0.00%8.11%2.32%1.55%0.75%8.83%0.03%1.75%0.24%

Frequently Asked Questions

CRIHX and ABRSX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRIHX has higher volatility (6.02%) compared to ABRSX (5.85%). In terms of maximum drawdown, CRIHX dropped -21.33% vs ABRSX's -49.78%.

CRIHX currently has the higher Sharpe Ratio (1.63 vs 1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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