VOLSX
ABR 75/25 Volatility-Inst
$9.69
-0.01 (-0.10%)
Currency in USD / Last Updated: 4/24/2024
Category | Long-Short Equity |
---|---|
Market Cap | 263.629M |
52 Week High | 10.04 |
52 Week Low | 8.047 |
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Key Data
Symbol | VOLSX |
---|---|
Type | Mutual Fund |
Category | Long-Short Equity |
Price | 9.69 |
Price Yesterday | 9.7 |
Market Cap | 263.63 |
YTD Return | 1.57% |
Expense Details
Deferred | 0 |
---|---|
12b-1 | 0 |
Front Load | 0 |
Initial Purchase Amount | 100000 |
Redeption Fee | 0 |
Prospectus | 0.0175 |
Overview
52 Week High | 10.04 |
---|---|
52 Week Low | 8.05 |
Market Cap | 263.63M |
Shares Outstanding | 27.21M |
Income Dividend Yield | 0.28% |
Long Term Dividend Yield | 0.00% |
Short Term Dividend Yield | 0.00% |
52 Week Yield (All) | 0.28% |
Returns Annualized
One Day | -22.91% |
---|---|
Five Days | 60.12% |
One Months | -30.31% |
Three Months | 6.00% |
Six Months | 34.84% |
Nine Months | 6.15% |
One Year | 15.02% |
Three Years | 0.94% |
Five Years | -999 |
Ten Years | -999 |
YTD | 5.11% |
Since Inception | 4.09% |
Returns Total
One Day | -0.10% |
---|---|
Five Days | 0.94% |
One Month | -3.10% |
Three Months | 1.47% |
Six Months | 15.96% |
Nine Months | 4.60% |
One Year | 15.00% |
Three Years | 2.84% |
Five Years | -999 |
Ten Years | -999 |
YTD | 1.57% |
Since Inception | 16.01% |
Yearly Returns
2024 | 1.57% |
---|---|
2023 | 24.74% |
2022 | -29.76% |
2021 | 27.81% |
2020 | 2.00% |
2019 | 0.00% |
2018 | 0.00% |
2017 | 0.00% |
2016 | 0.00% |
2015 | 0.00% |
Risk against SP-DA
Alpha | -9.12% |
---|---|
Beta | 0.98 |
Correlation | 95.70% |
Downside Deviation | 3.40% |
Coefficient of determination | 91.58% |
Standard Deviation | 3.51% |
Sharpe Ratio | -0.78 |
Sortino | -2.8 |
Treynor | 9.84 |
Ulcer Index | 4.16 |
Ulcer Performance Index | -2.29 |