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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.21%
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
9.02%
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
13.64%
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
19.81%
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
32.64%
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
57.79%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.078%
Best day
3.387%
Worst day
-3.119%
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 |