ABACUS FCF LEADERS ETF
Symbol: ABFL
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 27/09/2016
Latest date: 15/10/2026
Current price: $80.46
Expense ratio: 0.49%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.82%
Ann. -20.47% (Sharpe / Sortino numerator)
Volatility
21.71%
Sharpe ratio
-1.110
VaR 95%
-1.70%
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
-3.02%
Ann. 0.17% (Sharpe / Sortino numerator)
Volatility
18.74%
Sharpe ratio
-0.185
VaR 95%
-1.87%
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
6.14%
Ann. -1.47% (Sharpe / Sortino numerator)
Volatility
17.21%
Sharpe ratio
-0.296
VaR 95%
-1.89%
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
13.50%
Ann. 11.67% (Sharpe / Sortino numerator)
Volatility
19.82%
Sharpe ratio
0.406
VaR 95%
-1.86%
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
22.56%
Ann. 10.20% (Sharpe / Sortino numerator)
Volatility
17.37%
Sharpe ratio
0.379
VaR 95%
-1.74%
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
56.59%
Ann. 14.59% (Sharpe / Sortino numerator)
Volatility
15.64%
Sharpe ratio
0.701
VaR 95%
-1.51%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.056%
Best day
3.387%
Worst day
-3.119%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $79.68 | $80.56 | $79.67 | $80.46 | 19,400 |
| 14/10/2026 | $80.67 | $80.76 | $79.91 | $80.09 | 20,100 |
| 13/10/2026 | $81.33 | $81.33 | $80.66 | $81.16 | 5,200 |
| 12/10/2026 | $81.97 | $81.97 | $81.46 | $81.48 | 28,200 |
| 09/10/2026 | $81.57 | $82.14 | $81.57 | $81.99 | 53,600 |
| 08/10/2026 | $81.14 | $81.54 | $80.97 | $81.45 | 931,400 |
| 07/10/2026 | $81.24 | $81.55 | $81.17 | $81.55 | 18,500 |
| 06/10/2026 | $81.93 | $82.09 | $81.56 | $81.93 | 13,900 |
| 05/10/2026 | $81.18 | $81.55 | $81.08 | $81.37 | 14,000 |
| 02/10/2026 | $80.82 | $81.10 | $80.82 | $80.99 | 12,900 |