ABRJX
ABR 50/50 Volatility-Inv
$7.82
-0.01 (-0.13%)
Currency in USD / Last Updated: 7/9/2024
| Category | Long-Short Equity |
|---|---|
| Market Cap | 59.341M |
| 52 Week High | 7.83 |
| 52 Week Low | 5.78 |
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Key Data
| Symbol | ABRJX |
|---|---|
| Type | Mutual Fund |
| Category | Long-Short Equity |
| Price | 7.82 |
| Price Yesterday | 7.83 |
| Market Cap | 59.34 |
| YTD Return | 8.91% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0 |
| Initial Purchase Amount | 2500 |
| Redeption Fee | 0 |
| Prospectus | 0.0275 |
Overview
| 52 Week High | 7.83 |
|---|---|
| 52 Week Low | 5.78 |
| Market Cap | 59.34M |
| Shares Outstanding | 7.59M |
| Income Dividend Yield | 0.00% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.00% |
Returns Annualized
| One Day | -27.56% |
|---|---|
| Five Days | 165.68% |
| One Months | 45.72% |
| Three Months | 31.57% |
| Six Months | 20.67% |
| Nine Months | 36.18% |
| One Year | 19.41% |
| Three Years | 3.68% |
| Five Years | 11.45% |
| Ten Years | -999 |
| YTD | 18.02% |
| Since Inception | 5.76% |
Returns Total
| One Day | -0.13% |
|---|---|
| Five Days | 1.96% |
| One Month | 3.03% |
| Three Months | 6.98% |
| Six Months | 9.68% |
| Nine Months | 25.72% |
| One Year | 19.39% |
| Three Years | 11.40% |
| Five Years | 71.68% |
| Ten Years | -999 |
| YTD | 8.91% |
| Since Inception | 45.68% |
Yearly Returns
| 2024 | 8.91% |
|---|---|
| 2023 | 38.34% |
| 2022 | -34.30% |
| 2021 | 40.97% |
| 2020 | 5.48% |
| 2019 | 78.71% |
| 2018 | -47.81% |
| 2017 | 6.11% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -11.42% |
|---|---|
| Beta | 1.09 |
| Correlation | 85.03% |
| Downside Deviation | 3.98% |
| Coefficient of determination | 72.30% |
| Standard Deviation | 4.13% |
| Sharpe Ratio | -0.65 |
| Sortino | -2.34 |
| Treynor | 12.86 |
| Ulcer Index | 4.42 |
| Ulcer Performance Index | -2.11 |