ABR 75/25 Volatility Institutional (VOLSX)
| Fund Assets | 141.13M |
| Expense Ratio | 1.75% |
| Min. Investment | $100,000 |
| Turnover | 681.00% |
| Dividend (ttm) | 0.24 |
| Dividend Yield | 2.43% |
| Dividend Growth | 784.75% |
| Payout Frequency | n/a |
| Ex-Dividend Date | Dec 30, 2024 |
| Previous Close | 9.92 |
| YTD Return | -7.63% |
| 1-Year Return | -3.77% |
| 5-Year Return | n/a |
| 52-Week Low | 8.52 |
| 52-Week High | 11.47 |
| Beta (5Y) | n/a |
| Holdings | 3 |
| Inception Date | Aug 3, 2020 |
About VOLSX
ABR 75/25 Volatility Institutional is an alternative mutual fund designed to deliver long-term capital appreciation through a distinctive blend of volatility-focused strategies. Managed by ABR Dynamic Funds, this institutional share class employs a proprietary 75/25 mix, dedicating approximately 75% of assets to a long volatility strategy and 25% to a short volatility strategy. The fund primarily invests in securities and derivatives linked to the CBOE Volatility Index (VIX), S&P 500 Index futures, long-term U.S. Treasury securities, and cash equivalents. This approach seeks to generate returns by capitalizing on price swings in volatility, offering the potential for asymmetric performance: the fund aims to participate during bull markets and seeks to provide “crisis alpha” during periods of market turmoil by adapting exposures to prevailing volatility conditions. Targeted at institutional investors, the fund requires a significant minimum investment and carries a higher-than-average expense ratio compared to peers. ABR 75/25 Volatility Institutional plays a specialized role in the financial market, offering diversified exposure for portfolios seeking to hedge equity risk, exploit volatility cycles, and access liquid, systematic strategies with dynamic correlation to equities and volatility benchmarks.
Performance
VOLSX had a total return of -3.77% in the past year, including dividends. Since the fund's inception, the average annual return has been 4.02%.
Other Share Classes
These are alternative share classes of the same fund, from the same provider.
| Symbol | Share Class | Expense Ratio |
|---|---|---|
| VOLJX | Investor Shares | 2.00% |
Top 10 Holdings
73.71% of assets| Name | Symbol | Weight |
|---|---|---|
| S&P 500 E-mini Future | ESM5 | 79.28% |
| CBOE VIX Future | UXM5 | -2.06% |
| CBOE VIX Future | UXK5 | -3.50% |
Dividend History
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Dec 30, 2024 | $0.24127 | Dec 31, 2024 |
| Dec 28, 2023 | $0.02727 | Dec 29, 2023 |
| Dec 14, 2021 | $2.0349 | Dec 15, 2021 |