ABRJX: ABR Dynamic Short Volatility Investor

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ABRJX ABR Dynamic Short Volatility Investor

  • Fund
  • ABRJX
  • Price as of: Jan 17, 2020
  • $8.31
    - $0.06 - 0.72%
  • Fund Company
  • ABR

Profile

ABRJX - Profile

Vitals

  • YTD Return 3.5%
  • 3 Yr Annualized Return N/A
  • 5 Yr Annualized Return N/A
  • Net Assets $5.76 M
  • Holdings in Top 10 85.6%

52 WEEK LOW AND HIGH

$8.31
$5.24
$9.06

Expenses

OPERATING RELATED FEES

  • Expense Ratio 8.24%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 963.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) $2,500
  • IRA $2,500

Fund Classification

  • Primary Caregory
  • Fund Type Open End Mutual Fund
  • Investment Style Volatility

Distributions

  • YTD Total Return 3.5%
  • 3 Yr Annualized Total Return N/A
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio -0.99%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    ABR Dynamic Short Volatility Fund Investor Shares
  • Fund Family Name
    ABR
  • Inception Date
    Oct 11, 2017
  • Shares Outstanding
    N/A
  • Share Class
    Inv
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    David Skordal

Fund Description

The fund seeks to capitalize on the long-term historical downward trend of the price of CBOE Volatility Index futures, while mitigating the effect of sudden price appreciation in VIX Index futures. The index measures the expected volatility of the S&P 500 Index. It typically targets a larger long exposure to U.S. Treasuries and a lesser short exposure to VIX Index futures and ETPs. The fund is non-diversified.


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Categories

Performance

ABRJX - Performance

Return Ranking - Trailing

Period ABRJX Return Category Return Low Category Return High Rank in Category (%)
YTD 3.5% -1.7% 4.8% 1.10%
1 Yr 47.1% -10.2% 47.4% 0.28%
3 Yr N/A* -9.1% 12.2% N/A
5 Yr N/A* -7.9% 24.4% N/A
10 Yr N/A* -5.8% 12.4% N/A

* Annualized

Return Ranking - Calendar

Period ABRJX Return Category Return Low Category Return High Rank in Category (%)
2019 61.9% -10.2% 62.6% 0.28%
2018 -53.1% -53.1% 2.2% 100.00%
2017 N/A -9.1% 20.0% N/A
2016 N/A -12.3% 219.0% N/A
2015 N/A -29.9% 14.0% N/A

Total Return Ranking - Trailing

Period ABRJX Return Category Return Low Category Return High Rank in Category (%)
YTD 3.5% -1.7% 4.8% 1.10%
1 Yr 47.1% -10.2% 47.4% 0.28%
3 Yr N/A* -9.1% 12.2% N/A
5 Yr N/A* -7.7% 32.8% N/A
10 Yr N/A* -5.8% 20.5% N/A

* Annualized

Total Return Ranking - Calendar

Period ABRJX Return Category Return Low Category Return High Rank in Category (%)
2019 61.9% -10.2% 62.6% 0.28%
2018 -53.1% -53.1% 3.8% 100.00%
2017 N/A -6.6% 21.6% N/A
2016 N/A -12.3% 242.1% N/A
2015 N/A -29.9% 22.6% N/A

NAV & Total Return History


Holdings

ABRJX - Holdings

Concentration Analysis

ABRJX Category Low Category High ABRJX % Rank
Net Assets 5.76 M 907 K 14.3 B 96.16%
Number of Holdings 10 5 3801 92.04%
Net Assets in Top 10 3.77 M -101 M 17.7 B 90.81%
Weighting of Top 10 85.61% 5.6% 1055.7% 30.32%

Top 10 Holdings

  1. United States Treasury Bonds 2.5% 13.74%
  2. United States Treasury Bonds 2.88% 13.73%
  3. United States Treasury Bonds 2.5% 13.72%
  4. United States Treasury Bonds 3% 13.64%
  5. United States Treasury Bonds 3% 13.64%
  6. United States Treasury Bonds 3% 13.63%
  7. Future on CBOE VIX Futures Contracts Nov19 3.31%
  8. Future on CBOE VIX Futures Contracts Dec19 0.21%

Asset Allocation

Weighting Return Low Return High ABRJX % Rank
Bonds
82.09% 80.04% 1025.08% 93.83%
Cash
21.44% -1000.79% 21.44% 0.14%
Preferred Stocks
0.00% 0.00% 10.86% 63.24%
Other
0.00% -29.23% 67.70% 65.71%
Convertible Bonds
0.00% 0.00% 50.87% 82.17%
Stocks
-3.53% -6.36% 110.51% 99.31%

Bond Sector Breakdown

Weighting Return Low Return High ABRJX % Rank
Government
79.29% -0.16% 263.38% 15.09%
Cash & Equivalents
20.71% -221.24% 51.46% 8.09%
Derivative
0.00% -6.01% 63.60% 75.31%
Securitized
0.00% 0.00% 89.51% 75.58%
Corporate
0.00% 0.00% 120.52% 96.43%
Municipal
0.00% 0.00% 3.56% 62.28%

Bond Geographic Breakdown

Weighting Return Low Return High ABRJX % Rank
US
82.09% -30.83% 1120.91% 15.36%
Non US
0.00% -95.83% 193.82% 96.71%

Expenses

ABRJX - Expenses

Operational Fees

ABRJX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 8.24% 0.01% 241.89% 4.01%
Management Fee 2.50% 0.00% 2.50% 99.72%
12b-1 Fee 0.25% 0.00% 1.00% 43.97%
Administrative Fee N/A 0.01% 0.50% N/A

Sales Fees

ABRJX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 0.75% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

ABRJX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 0.75% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

ABRJX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 963.00% 0.00% 2053.00% 99.72%

Distributions

ABRJX - Distributions

Dividend Yield Analysis

ABRJX Category Low Category High ABRJX % Rank
Dividend Yield 0.00% 0.00% 10.79% 84.77%

Dividend Distribution Analysis

ABRJX Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Monthly Annually

Net Income Ratio Analysis

ABRJX Category Low Category High ABRJX % Rank
Net Income Ratio -0.99% -1.27% 8.91% 99.03%

Capital Gain Distribution Analysis

ABRJX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

Dividend Payout History

View More +

Fund Manager Analysis

ABRJX - Fund Manager Analysis

Managers

David Skordal


Start Date

Tenure

Tenure Rank

Oct 02, 2017

2.25

2.3%

Mr. Skordal is a co-Founder and Fund Manager at ABR Dynamic Funds. He has 17 years of investment experience. He was formerly a Trader at Toro Trading LLC, where he worked alongside Mr. Lukof. At Toro Trading, he developed and managed the international Exchange Traded Funds desk. Before joining Toro Trading in 2009, Mr. Skordal was a specialist on the American Stock Exchange for Susquehanna International Group. He has a 10-year working relationship with Mr. Lukof. Mr. Skordal graduated from Massachusetts Institute of Technology (MIT) with a Bachelor of Science (SB) degree in Physics.

Taylor Lukof


Start Date

Tenure

Tenure Rank

Oct 02, 2017

2.25

2.3%

Mr. Lukof is the Founder/CEO and Fund Manager. He has 16 years of investment experience. He was formerly a partner at Toro Trading LLC, where he co-managed equity derivative trading strategies. Mr. Lukof, as a market maker, was responsible for trading single name and index-related exchanged traded products. He began his career at TANSTAAFL Research & Trading, LLC, as the youngest member of the American Stock Exchange at that time. Mr. Lukof graduated from Bucknell University, Cum Laude, with a Bachelor of Science in Business Administration.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.07 29.02 5.86 10.34