FCF US Quality ETF

Symbol: ABFL

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception Date: 27/09/2016

Latest Date: 02/04/2026

Current Price: $71.94

Expense Ratio: 0.49%

Assets Under Management
$798.5M
1.40% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-2.07%

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
Return

0.04%

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
Return

-0.73%

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
Return

11.62%

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
Return

21.36%

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
Return

50.21%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.052%

Best Day

8.694%

09/04/2025
Worst Day

-6.281%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $70.95 $72.00 $70.95 $71.94 18,800
01/04/2026 $71.98 $72.42 $71.77 $71.94 8,600
31/03/2026 $69.78 $71.22 $69.78 $71.14 74,600
30/03/2026 $70.81 $70.81 $68.82 $69.05 2,979,400
27/03/2026 $70.41 $70.93 $70.20 $70.40 30,400
26/03/2026 $71.49 $71.74 $70.36 $70.50 52,600
25/03/2026 $72.51 $72.72 $72.16 $72.42 21,600
24/03/2026 $71.01 $71.96 $70.61 $71.87 34,500
23/03/2026 $71.53 $72.38 $71.15 $71.23 25,000
20/03/2026 $71.61 $71.61 $70.05 $70.46 46,200