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-1.64% 3 years--
3 months-0.51% 5 years--
1 year-- Since inception-19.72%
Data through --

Peer Comparisonvs. Volatility

Performance 5-yr return----
Expense ratio6.06%2.18%
Risk 5 year sharpe ratio----
Net assets$5.0M$10.5M
Average market cap--$49.1B
Average P/E--16.2
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 income68.47%
U.S. stock0.00%
International stock0.00%
Top 5 Sectors
Portfolio weighting
Business service --
Consumer goods --
Consumer service --
Energy --
Financial service --
Top 10 Holdings
Portfolio weighting
-- 11.43%
-- 11.42%
-- 11.42%
-- 11.41%
-- 11.41%
-- 11.40%
-- 3.45%
-- 0.45%