ABR Dynamic Short Volatility Fund Institutional Shares (ABRSX)

Net Asset Value
1 Day
Overall Morningstar Rating
Style or Category
No Load
Sales Expenses
Expense Ratio
Morningstar Risk Rating™
Investment Objective The investment seeks long-term capital appreciation. 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.


1 month+6.35% 3 years--
3 months-31.30% 5 years--
1 year-- Since inception-30.43%
Data through --

Peer Comparisonvs. Volatility

Performance 5-yr return----
Expense ratio6.06%2.18%
Risk 5 year sharpe ratio----
Net assets$3.5M$11.4M
Average market cap--$44.3B
Average P/E--17.7
Portfolio turnover----

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Fund Management and Purchase Info

Fund familyABR
Fund manager & tenureTaylor Lukof / 0 Years
Minimal initial investment$100,000.00
Minimum IRA investment$100,000.00


Fixed income81.54%
U.S. stock0.66%
International stock0.00%
Top 5 Sectors
Portfolio weighting
Business service --
Consumer goods --
Consumer service --
Energy --
Financial service --
Top 10 Holdings
Portfolio weighting
-- 13.61%
-- 13.60%
-- 13.59%
-- 13.59%
-- 13.57%
-- 13.57%
-- 1.55%
UVXY ProShares Ultra VIX Short-Term Futures ETF1.16%
-- 0.10%