VOLSX
ABR 75/25 Volatility-Inst
$10.51
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Long-Short Equity |
|---|---|
| Market Cap | 286.215M |
| 52 Week High | 10.51 |
| 52 Week Low | 8.047 |
Customize MutualFund.com
Log in or sign up to get started.
Key Data
| Symbol | VOLSX |
|---|---|
| Type | Mutual Fund |
| Category | Long-Short Equity |
| Price | 10.51 |
| Price Yesterday | 10.51 |
| Market Cap | 286.22 |
| YTD Return | 10.17% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 100000 |
| Redeption Fee | 0 |
| Prospectus | 0.0175 |
Overview
| 52 Week High | 10.51 |
|---|---|
| 52 Week Low | 8.05 |
| Market Cap | 286.22M |
| Shares Outstanding | 27.23M |
| Income Dividend Yield | 0.26% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.26% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 163.61% |
| One Months | 55.21% |
| Three Months | 27.02% |
| Six Months | 23.61% |
| Nine Months | 32.40% |
| One Year | 17.27% |
| Three Years | 2.23% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 20.67% |
| Since Inception | 6.06% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 1.94% |
| One Month | 3.55% |
| Three Months | 6.05% |
| Six Months | 10.98% |
| Nine Months | 23.13% |
| One Year | 17.25% |
| Three Years | 6.81% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 10.17% |
| Since Inception | 25.84% |
Yearly Returns
| 2024 | 10.17% |
|---|---|
| 2023 | 24.74% |
| 2022 | -29.76% |
| 2021 | 27.81% |
| 2020 | 2.01% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -9.95% |
|---|---|
| Beta | 0.94 |
| Correlation | 94.14% |
| Downside Deviation | 3.36% |
| Coefficient of determination | 88.63% |
| Standard Deviation | 3.20% |
| Sharpe Ratio | -1.03 |
| Sortino | -3.4 |
| Treynor | 12.7 |
| Ulcer Index | 4.19 |
| Ulcer Performance Index | -2.73 |