Mutual Funds - Profile

ABR Dynamic Short Volatility Fund

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Rank

Universe Rank
13 13

Summary

The fund seeks to profit from investing in long term volatility trend in the stock market.

Volatility as tracked by the S&P VIX index, has been in a long term declining trend between 2006 and 2019.

The fund adjusts its long and short exposure using a daily rebalancing based on its model. The model determines the low, medium or high volatility environments and allocates long exposure to U.S. Treasuries and short exposures to VIX Index and ETPs and occasionally to cash.  

Price

  • Last Close
  • $7.19
    +0.33
  • 52 Week HL
  • $8.1 - $5.06
  • Net Assets
  • $7.78 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Sector Allocation
Mar 31, 2021

Top 10 Holdings
Mar 31, 2021

Company Holding
E-mini S&P 0.20%
Company Holding
Total 0.2%

Manager

  • Name
  • Taylor Lukof
  • Leadership
  • Single Manager
  • Tenure
  • 2003
  • Advisor

Documents

  • Prospectus
  • Annual Reports

Performance
-14.4 % YTD

  • 3 Year
  • -15.1%
  • 5 Year
  • -28%
  • Best
  • 62.58%
    2019
  • Worst
  • -47.84%
    2018

Returns +
A

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
ABRSX 0%29%16%29%-6%19%8%-1%14%29%13%
S&P 500 -10%27%16%29%-6%19%10%-1%11%30%13%

Returns +
Q

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Q1 -14.4% 6.1% -14.6% 35.2% -35.1% - - - - - -
Q2 - 16.3% -9.3% 14.1% 16.7% -100% - - - - -
Q3 - -0.1% 12.3% 9.3% 3.2% -100% - - - - -
Q4 - -23.9% 21.5% -3% -29.5% 6.9% - - - - -

Returns +
M

J F M A M J J A S O N D
2022 -14.4% - - - - - - - - - - -
2021 -11.2% 5.3% 13.5% 7.7% 1.5% 6.4% 1.1% 6.5% -7.2% 10.6% -6.9% -26.2%

Annual
Return

Index Comparison

Alpha

NAV