ABRSX: ABR 50/50 Volatility Fund - MutualFunds.com
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Trending ETFs

Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$11.05

-

-

2.50%

Vitals

YTD Return

29.4%

1 yr return

51.3%

3 Yr Avg Return

20.5%

5 Yr Avg Return

N/A

Net Assets

$93.8 M

Holdings in Top 10

35.4%

52 WEEK LOW AND HIGH

$11.35
$6.07
$11.45

Expenses

OPERATING FEES

Expense Ratio 2.50%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover N/A

Redemption Fee N/A


Min Investment

Standard (Taxable)

$100,000

IRA

$100,000


Fund Classification

Fund Type

Open End Mutual Fund

Investment Style

Long-Short Equity


Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$11.05

-

-

2.50%

ABRSX - Profile

Distributions

  • YTD Total Return 29.4%
  • 3 Yr Annualized Total Return 20.5%
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio -2.11%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    ABR 50/50 Volatility Fund
  • Fund Family Name
    ABR
  • Inception Date
    Oct 02, 2017
  • Shares Outstanding
    N/A
  • Share Class
    Inst
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Taylor Lukof

Fund Description

Under normal market conditions, manage the fund's assets so that fifty percent (50%) of its net assets are managed in accordance with the Adviser's proprietary "long" volatility strategy, and the remaining fifty percent (50%) of its net assets are managed in accordance with the Adviser's proprietary "short" volatility strategy. The fund is non-diversified.


ABRSX - Performance

Return Ranking - Trailing

Period ABRSX Return Category Return Low Category Return High Rank in Category (%)
YTD 29.4% -24.3% 36.0% 1.97%
1 Yr 51.3% -17.9% 67.9% 2.48%
3 Yr 20.5%* -10.3% 22.3% 3.23%
5 Yr N/A* -4.9% 20.5% N/A
10 Yr N/A* -5.8% 12.0% N/A

* Annualized

Return Ranking - Calendar

Period ABRSX Return Category Return Low Category Return High Rank in Category (%)
2020 5.7% -47.6% 88.4% 35.90%
2019 62.6% -20.3% 62.6% 0.54%
2018 -53.0% -53.1% 12.7% 99.44%
2017 N/A -67.1% 21.9% N/A
2016 N/A -17.3% 25.3% N/A

Total Return Ranking - Trailing

Period ABRSX Return Category Return Low Category Return High Rank in Category (%)
YTD 29.4% -24.3% 36.0% 1.97%
1 Yr 51.3% -17.9% 67.9% 2.48%
3 Yr 20.5%* -11.4% 22.3% 3.23%
5 Yr N/A* -5.4% 20.5% N/A
10 Yr N/A* -5.8% 12.0% N/A

* Annualized

Total Return Ranking - Calendar

Period ABRSX Return Category Return Low Category Return High Rank in Category (%)
2020 5.7% -47.6% 88.4% 35.90%
2019 62.6% -20.3% 62.6% 0.54%
2018 -53.0% -53.1% 12.7% 99.44%
2017 N/A -12.7% 24.8% N/A
2016 N/A -15.5% 25.3% N/A

NAV & Total Return History


ABRSX - Holdings

Concentration Analysis

ABRSX Category Low Category High ABRSX % Rank
Net Assets 93.8 M 0 5.19 B 49.28%
Number of Holdings 12 3 3156 83.82%
Net Assets in Top 10 26.1 M -87.9 M 765 M 47.06%
Weighting of Top 10 35.37% 4.8% 100.0% 62.50%

Top 10 Holdings

  1. Cboe Vix Future Nov20 11.05%
  2. Cboe Vix Future Nov20 11.05%
  3. Cboe Vix Future Nov20 11.05%
  4. Cboe Vix Future Nov20 11.05%
  5. Cboe Vix Future Nov20 11.05%
  6. Cboe Vix Future Nov20 11.05%
  7. Cboe Vix Future Nov20 11.05%
  8. Cboe Vix Future Nov20 11.05%
  9. Cboe Vix Future Nov20 11.05%
  10. Cboe Vix Future Nov20 11.05%

Asset Allocation

Weighting Return Low Return High ABRSX % Rank
Cash
65.14% -140.68% 117.83% 14.22%
Bonds
33.28% -0.70% 152.17% 5.34%
Stocks
2.08% -17.84% 113.92% 92.23%
Preferred Stocks
0.00% -0.01% 8.88% 86.76%
Convertible Bonds
0.00% 0.00% 3.02% 87.75%
Other
-0.50% -16.93% 36.41% 90.69%

Stock Sector Breakdown

Weighting Return Low Return High ABRSX % Rank
Technology
23.44% 0.00% 48.18% 29.32%
Financial Services
14.42% 0.00% 74.33% 47.64%
Healthcare
12.89% 0.00% 100.00% 54.45%
Consumer Cyclical
12.43% 0.00% 83.72% 40.31%
Communication Services
11.18% 0.00% 29.68% 31.94%
Industrials
9.05% 0.00% 35.91% 68.06%
Consumer Defense
6.40% 0.00% 28.39% 47.12%
Energy
2.68% 0.00% 12.98% 36.65%
Utilities
2.64% 0.00% 23.92% 17.28%
Real Estate
2.53% 0.00% 17.36% 35.60%
Basic Materials
2.34% 0.00% 21.97% 57.59%

Stock Geographic Breakdown

Weighting Return Low Return High ABRSX % Rank
US
2.06% -43.02% 113.00% 89.22%
Non US
0.02% -31.09% 98.73% 84.31%

Bond Sector Breakdown

Weighting Return Low Return High ABRSX % Rank
Cash & Equivalents
66.18% 0.00% 100.00% 87.06%
Government
33.82% 0.00% 83.22% 6.47%
Derivative
0.00% 0.00% 57.06% 88.56%
Securitized
0.00% 0.00% 17.89% 88.56%
Corporate
0.00% 0.00% 100.00% 88.56%
Municipal
0.00% 0.00% 0.55% 87.56%

Bond Geographic Breakdown

Weighting Return Low Return High ABRSX % Rank
US
33.28% -0.70% 152.17% 5.39%
Non US
0.00% 0.00% 29.26% 88.73%

ABRSX - Expenses

Operational Fees

ABRSX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 2.50% 0.40% 12.79% 24.15%
Management Fee 2.50% 0.00% 2.50% 99.52%
12b-1 Fee N/A 0.00% 1.00% 56.86%
Administrative Fee N/A 0.03% 1.54% N/A

Sales Fees

ABRSX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 2.50% 5.75% N/A
Deferred Load N/A 1.00% 4.00% N/A

Trading Fees

ABRSX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 0.50% 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.

ABRSX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover N/A 0.00% 498.00% 100.00%

ABRSX - Distributions

Dividend Yield Analysis

ABRSX Category Low Category High ABRSX % Rank
Dividend Yield 0.00% 0.00% 1.76% 87.92%

Dividend Distribution Analysis

ABRSX Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Quarterly Annually

Net Income Ratio Analysis

ABRSX Category Low Category High ABRSX % Rank
Net Income Ratio -2.11% -3.33% 2.81% 94.47%

Capital Gain Distribution Analysis

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

Dividend Payout History

View More +

ABRSX - Fund Manager Analysis

Managers

Taylor Lukof


Start Date

Tenure

Tenure Rank

Oct 02, 2017

3.92

3.9%

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.

David Skordal


Start Date

Tenure

Tenure Rank

Oct 02, 2017

3.92

3.9%

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.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.04 22.8 5.82 7.18