Cboe US - Delayed Quote USD

Abacus FCF Small Cap Leaders ETF (ABLS)

22.07
-0.02
(-0.08%)
At close: March 5 at 2:59:55 PM EST

ETF Summary

To pursue its investment objective, the fund invests, under normal market circumstances, at least 80% of its net assets (plus any borrowings for investment purposes) in component securities of the underlying index. The underlying index is a rules-based equity index designed to track the performance of the small-cap segment of U.S. publicly traded companies with strong free cash flow return on invested capital (“FCF-ROIC”), drawing from the Adviser’s exclusive research. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return 0.00%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.00
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
ABLSCategory AverageABLSCategory AverageABLSCategory Average
Alpha 0 -7.6 0 -5.91 0 -5.58
BETA 0 1.09 0 1.13 0 1.12
Mean Annual Return 0 0.54 0 1.1 0 0.77
R-squared 0 71.45 0 73.2 0 72.62
Standard Deviation 0 21.77 0 23.5 0 20.13
Sharpe Ratio 0 0.1 0 0.45 0 0.37
Treynor Ratio 0 -0.19 0 7.36 0 4.96

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