ABR 50/50 Volatility Fund Institutional Shares (ABRSX)
| Fund Assets | 37.29M |
| Expense Ratio | 2.50% |
| Min. Investment | $100,000 |
| Turnover | 593.00% |
| Dividend (ttm) | 0.09 |
| Dividend Yield | 1.14% |
| Dividend Growth | n/a |
| Payout Frequency | n/a |
| Ex-Dividend Date | Dec 30, 2024 |
| Previous Close | 7.56 |
| YTD Return | -8.34% |
| 1-Year Return | -4.62% |
| 5-Year Return | 72.43% |
| 52-Week Low | 6.25 |
| 52-Week High | 8.74 |
| Beta (5Y) | 1.52 |
| Holdings | 3 |
| Inception Date | Oct 2, 2017 |
About ABRSX
ABR 50/50 Volatility Fund Institutional Shares is an alternative mutual fund designed to provide exposure to both equity and volatility markets through a dynamic allocation strategy. Its primary function is to seek returns by investing in a combination of long and short positions in CBOE Volatility Index (VIX) futures, VIX-related exchange-traded products, S&P 500 Index futures, S&P 500-linked exchange-traded products, long-term U.S. Treasury securities, and cash. The fund employs a proprietary investment model managed by ABR Dynamic Funds, LLC, which rebalances holdings daily to respond to changing market conditions. This approach aims to capitalize on fluctuations in equity volatility while balancing potential risks with allocations to U.S. Treasuries and cash. ABR 50/50 Volatility Fund Institutional Shares plays a notable role in the market by offering institutional investors sophisticated exposure to volatility as an asset class, broadening diversification beyond traditional equity and fixed income portfolios.
Performance
ABRSX had a total return of -4.62% in the past year, including dividends. Since the fund's inception, the average annual return has been 4.67%.
Other Share Classes
These are alternative share classes of the same fund, from the same provider.
| Symbol | Share Class | Expense Ratio |
|---|---|---|
| ABRJX | Investor Shares | 2.75% |
Top 10 Holdings
29.67% of assets| Name | Symbol | Weight |
|---|---|---|
| S&P 500 E-mini Future | ESM5 | 49.08% |
| CBOE VIX Future | UXM5 | -7.23% |
| CBOE VIX Future | UXK5 | -12.19% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Dec 30, 2024 | $0.08637 | Dec 31, 2024 |
| Dec 14, 2021 | $3.78964 | Dec 15, 2021 |
| Dec 11, 2020 | $0.00005 | Dec 14, 2020 |
| Dec 13, 2019 | $0.8485 | Dec 16, 2019 |
| Dec 14, 2018 | $0.64013 | Dec 17, 2018 |
| Dec 15, 2017 | $0.10418 | Dec 18, 2017 |