ABACUS FCF LEADERS ETF
Symbol: ABFL
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 27/09/2016
Latest date: 02/06/2026
Current price: $83.74
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
6.02%
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
14.26%
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
17.01%
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
21.33%
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
43.74%
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
68.14%
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: 02/06/2025 - 02/06/2026.
Average daily return
0.082%
Best day
3.387%
Worst day
-2.651%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/06/2026 | $83.02 | $83.74 | $83.02 | $83.74 | 6,900 |
| 01/06/2026 | $82.24 | $83.03 | $82.20 | $82.90 | 5,500 |
| 29/05/2026 | $82.78 | $83.14 | $82.30 | $82.62 | 9,600 |
| 28/05/2026 | $81.63 | $82.54 | $81.59 | $82.35 | 17,400 |
| 27/05/2026 | $81.87 | $82.45 | $81.87 | $82.05 | 9,100 |
| 26/05/2026 | $82.40 | $82.72 | $82.29 | $82.29 | 13,200 |
| 22/05/2026 | $81.31 | $81.80 | $81.19 | $81.54 | 14,500 |
| 21/05/2026 | $80.32 | $80.90 | $80.32 | $80.76 | 12,400 |
| 20/05/2026 | $79.99 | $80.50 | $79.84 | $80.14 | 65,400 |
| 19/05/2026 | $79.86 | $80.08 | $79.10 | $79.65 | 7,800 |