Cboe US - Delayed Quote USD
Abacus FCF Leaders ETF (ABFL)
At close: December 27 at 2:27:49 PM EST
After hours: December 27 at 5:29:10 PM EST
ETF Summary
The Adviser utilizes proprietary, systematic stock selection models to select securities eligible for inclusion in the fund’s portfolio. Approximately 150 of the highest ranked securities are selected by the Systematic Models and reweighted to create a modified market capitalization, log weighted portfolio, which allows for increased exposure to companies with the strongest proprietary free cash flow rankings while enhancing issuer diversification, as compared to a market capitalization weighted portfolio.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
YTD Return | 21.30% |
5y Average Return | 14.43% |
Rank in Category (ytd) | -- |
% Rank in Category (ytd) | -- |
Beta (5Y Monthly) | 0.92 |
Morningstar Risk Rating | -- |
Risk Statistics
3 Years | 5 Years | 10 Years | ||||
---|---|---|---|---|---|---|
ABFL | Category Average | ABFL | Category Average | ABFL | Category Average | |
Alpha | 0.47 | -0.9 | 0.17 | -0.99 | 0 | -1.09 |
BETA | 0.92 | 0.96 | 0.97 | 0.98 | 0 | 0.98 |
Mean Annual Return | 1.01 | 0.93 | 1.35 | 1.26 | 0 | 1.04 |
R-squared | 95.3 | 94.12 | 96.13 | 94.96 | 0 | 94.98 |
Standard Deviation | 16.3 | 17.21 | 17.97 | 18.22 | 0 | 15.5 |
Sharpe Ratio | 0.5 | 0.42 | 0.76 | 0.69 | 0 | 0.69 |
Treynor Ratio | 7.92 | 6.29 | 13.34 | 11.98 | 0 | 10.26 |
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