Summary
ABFL
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 19.81% Volatility 19.82% Sharpe 0.41
Official loaded data — not a live quote.

ABACUS FCF LEADERS ETF

Symbol: ABFL

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 27/09/2016

Latest date: 16/07/2026

Current price: $82.61

Expense ratio: 0.49%

Assets under management
$545.1M
0.40% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.21%

Ann. -20.47% (Sharpe / Sortino numerator)

Volatility

21.71%

Sharpe ratio

-1.110

VaR 95%

-1.70%

CVaR 95%: -2.20%
Max drawdown: -5.78%
Sortino ratio: -1.959
Calmar ratio: -3.54

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.02%

Ann. 0.17% (Sharpe / Sortino numerator)

Volatility

18.74%

Sharpe ratio

-0.185

VaR 95%

-1.87%

CVaR 95%: -2.29%
Max drawdown: -7.33%
Sortino ratio: -0.291
Calmar ratio: 0.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.64%

Ann. -1.47% (Sharpe / Sortino numerator)

Volatility

17.21%

Sharpe ratio

-0.296

VaR 95%

-1.89%

CVaR 95%: -2.28%
Max drawdown: -7.33%
Sortino ratio: -0.444
Calmar ratio: -0.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

19.81%

Ann. 11.67% (Sharpe / Sortino numerator)

Volatility

19.82%

Sharpe ratio

0.406

VaR 95%

-1.86%

CVaR 95%: -2.80%
Max drawdown: -7.93%
Sortino ratio: 0.542
Calmar ratio: 1.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

32.64%

Ann. 10.20% (Sharpe / Sortino numerator)

Volatility

17.37%

Sharpe ratio

0.379

VaR 95%

-1.74%

CVaR 95%: -2.54%
Max drawdown: -19.92%
Sortino ratio: 0.503
Calmar ratio: 0.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

57.79%

Ann. 14.59% (Sharpe / Sortino numerator)

Volatility

15.64%

Sharpe ratio

0.701

VaR 95%

-1.51%

CVaR 95%: -2.25%
Max drawdown: -19.92%
Sortino ratio: 0.951
Calmar ratio: 0.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.078%

Best day

3.387%

06/02/2026
Worst day

-3.119%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $82.28 $82.94 $82.25 $82.61 36,200
15/07/2026 $83.16 $83.16 $82.23 $83.08 10,600
14/07/2026 $83.62 $83.62 $83.36 $83.50 7,900
13/07/2026 $83.46 $83.46 $82.53 $82.63 9,400
10/07/2026 $83.92 $84.11 $83.62 $84.10 35,600
09/07/2026 $84.33 $84.34 $84.00 $84.18 14,200
08/07/2026 $82.29 $83.27 $82.29 $83.27 6,700
07/07/2026 $83.14 $83.14 $82.40 $82.89 13,200
06/07/2026 $84.29 $84.69 $84.05 $84.05 10,000
02/07/2026 $85.03 $85.03 $82.69 $83.12 6,500