VOLJX
ABR 75/25 Volatility-Inv
$9.56
-0.04 (-0.42%)
Currency in USD / Last Updated: 4/25/2024
| Category | Long-Short Equity |
|---|---|
| Market Cap | 262.543M |
| 52 Week High | 9.95 |
| 52 Week Low | 7.98 |
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Key Data
| Symbol | VOLJX |
|---|---|
| Type | Mutual Fund |
| Category | Long-Short Equity |
| Price | 9.56 |
| Price Yesterday | 9.6 |
| Market Cap | 262.54 |
| YTD Return | 1.06% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0.0025 |
| Front Load | 0 |
| Initial Purchase Amount | 2500 |
| Redeption Fee | 0 |
| Prospectus | 0.02 |
Overview
| 52 Week High | 9.95 |
|---|---|
| 52 Week Low | 7.98 |
| Market Cap | 262.54M |
| Shares Outstanding | 27.46M |
| Income Dividend Yield | 0.12% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.12% |
Returns Annualized
| One Day | -65.12% |
|---|---|
| Five Days | 44.88% |
| One Months | -31.44% |
| Three Months | 2.12% |
| Six Months | 39.37% |
| Nine Months | 5.26% |
| One Year | 16.60% |
| Three Years | 0.55% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 3.37% |
| Since Inception | 3.52% |
Returns Total
| One Day | -0.42% |
|---|---|
| Five Days | 0.74% |
| One Month | -3.24% |
| Three Months | 0.53% |
| Six Months | 17.88% |
| Nine Months | 3.94% |
| One Year | 16.59% |
| Three Years | 1.65% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 1.06% |
| Since Inception | 13.67% |
Yearly Returns
| 2024 | 1.06% |
|---|---|
| 2023 | 24.31% |
| 2022 | -29.84% |
| 2021 | 27.45% |
| 2020 | 1.19% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -8.72% |
|---|---|
| Beta | 0.97 |
| Correlation | 95.41% |
| Downside Deviation | 3.43% |
| Coefficient of determination | 91.03% |
| Standard Deviation | 3.45% |
| Sharpe Ratio | -0.78 |
| Sortino | -2.73 |
| Treynor | 11.58 |
| Ulcer Index | 4.2 |
| Ulcer Performance Index | -2.23 |