Abr 75/25 Competition

Mutual Funds . USA . 
Fund . Abr 7525 Volatility
VOLJX Fund  USD 10.77  0.05  0.46%   
Abr 7525 Volatility competes with Royce Dividend, Gabelli Healthcare, Amg Renaissance, Williston Basin/mid-north, and T Rowe; as well as few others. The fund is listed under Long-Short Equity category and is part of ABR family. Analyzing Abr 75/25 competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Abr 75/25 to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Abr 75/25 Correlation with its peers.

Abr 75/25 vs Western Asset Correlation

Excellent diversification

The correlation between Abr 7525 Volatility and DMO is -0.68 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Abr 7525 Volatility and DMO in the same portfolio, assuming nothing else is changed.

Moving together with Abr Mutual Fund

  0.62QLEIX Aqr Long ShortPairCorr
  0.62QLENX Aqr Long ShortPairCorr
Specify up to 10 symbols:
Hype
Prediction
LowEstimatedHigh
9.9610.7711.58
Details
Intrinsic
Valuation
LowRealHigh
9.3110.1210.93
Details
Naive
Forecast
LowNextHigh
9.9910.8011.62
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.6910.8210.96
Details

Abr 75/25 Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Abr 75/25 and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Abr and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Abr 7525 Volatility does not affect the price movement of the other competitor.

High positive correlations

AMDWX
+ 0.95
OCMAX
DNMDX
+ 0.93
GRX
AMDWX
+ 0.93
PRIHX
DNMDX
+ 0.91
HJPSX
OCMAX
+ 0.91
DNMDX
OCMAX
+ 0.9
PRIHX
  

High negative correlations

DMO
- 0.92
HJPSX
DMO
- 0.89
DNMDX
DMO
- 0.88
GRX
DMO
- 0.83
OCMAX
GRX
- 0.83
RYDVX
DNMDX
- 0.81
RYDVX

Risk-Adjusted Indicators

There is a big difference between Abr Mutual Fund performing well and Abr 75/25 Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Abr 75/25's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
RYDVX  2.06 (0.89) 0.00  0.95  0.00 
 0.00 
 1.79 
(1.69)
 66.24 
GRX  0.59  0.07  0.05  0.21  0.70 
(0.63)
 1.46 
(1.08)
 4.07 
MRLTX  0.97  0.20  0.18  0.44  0.77 
(1.16)
 1.24 
(1.84)
 19.76 
ICPAX  0.83  0.11  0.08  0.21  1.03 
(0.83)
 1.43 
(1.96)
 4.01 
PRIHX  0.06  0.01 (0.16) 0.60  0.00 
(0.14)
 0.20 
(0.10)
 0.50 
HJPSX  1.00  0.28  0.24  0.53  0.70 
(1.19)
 1.52 
(1.66)
 16.29 
DNMDX  0.07  0.00 (0.13) 0.07  0.12 
(0.08)
 0.14 
(0.10)
 0.31 
OCMAX  1.57  0.49  0.17  0.57  2.15 
(1.70)
 4.36 
(3.69)
 8.53 
AMDWX  0.66  0.18  0.16  0.31  0.66 
(0.71)
 1.57 
(1.16)
 3.58 
DMO  0.48 (0.09) 0.00 (0.38) 0.00 
 0.00 
 0.92 
(1.19)
 3.82 

Abr 75/25 Competitive Analysis

The better you understand Abr 75/25 competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Abr 75/25's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Abr 75/25's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
VOLJX RYDVX GRX MRLTX ICPAX PRIHX HJPSX DNMDX OCMAX AMDWX
 0.46 
 10.77 
Abr
 0.85 
 2.36 
Royce
 0.82 
 9.62 
Gabelli
 1.67 
 17.11 
Amg
 0.26 
 7.63 
Williston
 0.1 
 10.04 
PRIHX
 0.44 
 20.48 
Hennessy
 0.86 
 28.86 
Dunham
 10.38 
 37.65 
Ocm
 2.52 
 17.00 
Amana
Market Volatility
(90 Days Market Risk)
Very steady
Dangerous
Very steady
Not too volatile
Not too volatile
Very steady
Very steady
Very steady
Very steady
Very steady
Market Performance
(90 Days Performance)
Weak
Weakest
Fair
Fair
Fair
Solid
Good
Fair
Solid
Solid
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Low
Small
Low
Low
Low
Low
Low
Low
Low
Current Valuation
(Equity Enterprise Value)
Over Valued
Under Valued
Under Valued
Under Valued
Over Valued
Over Valued
Under Valued
Fairly Valued
Under Valued
Under Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Strong Sell
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Strong Sell
Strong Sell
Strong Buy
Strong Buy
Buy
Strong Sell
Strong Buy
Cautious Hold
Strong Buy
Strong Buy
Net Asset
270.08 M
31.29 M
225.71 M
133.9 M
146.06 M
159.75 M
132.81 M
269.9 M
204.52 M
157.83 M
EBITDA
N/A
N/A
2.68 M
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Price To Book
N/A
2.3
0.92
3.33
1.86
N/A
0.92
2.28
1.3
3.55
Five Year Return
N/A
11.36
N/A
13.02
19.53
2.15
6.28
3.67
28.19
6.88
Retained Earnings
N/A
N/A
60.85 M
N/A
N/A
N/A
N/A
N/A
N/A
N/A
One Year Return
N/A
9.63
N/A
7.57
24.08
6.45
37.56
7.84
100.0
34.79
Beta
N/A
N/A
1.1
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Cash Position Weight
98.02
1.57
N/A
1.68
N/A
1.81
6.83
43.52
0.41
21.98
Equity Positions Weight
5.49
98.43
N/A
98.31
100.0
N/A
93.17
56.48
99.59
78.02
Shares Outstanding
N/A
N/A
15.45 M
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Three Year Return
N/A
15.24
N/A
17.83
12.77
4.77
17.48
6.29
57.42
15.24
Cash Flow From Operations
N/A
N/A
(2.33 M)
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Annual Yield
N/A
0.0109
0.0701
N/A
0.006
0.0022
0.013
0.073
0.0559
0.0106
Total Debt
N/A
N/A
10.1 K
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Return On Equity
N/A
N/A
-13.74
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Bond Positions Weight
N/A
N/A
N/A
N/A
N/A
98.18
N/A
N/A
N/A
N/A
Number Of Shares Shorted
N/A
N/A
8.6 K
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Minimum Initial Investment
N/A
N/A
N/A
N/A
N/A
2.5 K
2.5 K
N/A
1 K
N/A
Total Asset
270.08 M
14.34 M
225.71 M
66.48 M
82.17 M
75.81 M
38.99 M
243.01 M
175.18 M
50.11 M
Last Dividend Paid
N/A
0.01
N/A
0.02
0.01
0.02
0.04
N/A
0.16
N/A
Short Ratio
N/A
N/A
0.2
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Shares Owned By Institutions
N/A
N/A
37.17
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Market Capitalization
N/A
N/A
149.01 M
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Price To Earning
N/A
16.89
4.15
16.21
21.78
N/A
10.04
15.51
26.85
21.93
Price To Sales
N/A
1.19
127.51
1.14
1.39
N/A
0.36
0.96
2.4
2.31
Net Income
N/A
N/A
(285 K)
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Earnings Per Share
N/A
N/A
-0.02
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Shares Owned By Insiders
N/A
N/A
1.7
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Year To Date Return
N/A
7.27
N/A
2.35
8.99
0.65
5.86
0.34
22.83
12.38
Revenue
N/A
N/A
3.26 M
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Ten Year Return
N/A
7.71
N/A
13.12
-1.58
N/A
12.32
3.47
0.48
-0.24
Day Typical Price
10.77
2.36
9.64
17.11
7.63
10.04
20.48
28.86
37.65
17.0
Accumulation Distribution
N/A
N/A
0.0124
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Market Facilitation Index
N/A
N/A
0.12
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Daily Balance Of Power
0
9.2 T
(0.67)
0
0
9.2 T
0
0
0
0
Period Momentum Indicator
(0.05)
0.02
(0.08)
(0.29)
(0.02)
0.01
(0.09)
(0.25)
(4.36)
(0.44)
Rate Of Daily Change
1.0
1.01
0.99
0.98
1.0
1.0
1.0
0.99
0.9
0.97
Day Median Price
10.77
2.36
9.65
17.11
7.63
10.04
20.48
28.86
37.65
17.0
Price Action Indicator
(0.03)
0.01
(0.07)
(0.14)
(0.01)
0.005
(0.04)
(0.12)
(2.18)
(0.22)
Relative Strength Index
51.01
19.98
55.14
58.48
68.22
78.06
66.6
38.41
56.79
69.29
Coefficient Of Variation
3815.39
(886.21)
874.89
1044.33
733.23
362.58
675.42
1025.09
445.23
418.4
Mean Deviation
0.5765
2.06
0.5878
0.9679
0.8274
0.0606
1.0
0.0674
1.57
0.6604
Jensen Alpha
0.0097
(0.89)
0.0655
0.1997
0.1124
0.0136
0.2762
0.0013
0.4855
0.182
Total Risk Alpha
(0.03)
(1.31)
0.0413
0.1024
0.0836
0.0101
0.196
(0)
0.4037
0.1617
Sortino Ratio
(0.02)
N/A
0.0524
0.1799
0.0776
(0.16)
0.2411
(0.13)
0.1674
0.1621
Downside Variance
0.9515
N/A
0.7021
1.02
1.66
0.0168
1.17
0.0638
8.3
1.1
Standard Deviation
0.8148
8.06
0.7776
2.37
1.06
0.0884
2.07
0.1306
2.35
0.9005
Kurtosis
1.4
63.98
0.8562
48.83
0.0408
3.34
36.22
30.73
6.39
1.52
Potential Upside
1.32
1.79
1.46
1.24
1.43
0.2004
1.52
0.1392
4.36
1.57
Treynor Ratio
0.2411
0.9488
0.206
0.4434
0.2089
0.6043
0.5272
0.065
0.572
0.3093
Maximum Drawdown
4.25
66.24
4.07
19.76
4.01
0.5034
16.29
0.3136
8.53
3.58
Variance
0.664
65.01
0.6046
5.61
1.13
0.0078
4.27
0.017
5.51
0.8109
Market Risk Adjusted Performance
0.2511
0.9588
0.216
0.4534
0.2189
0.6143
0.5372
0.075
0.582
0.3193
Risk Adjusted Performance
0.0201
(0.07)
0.0834
0.0762
0.1018
0.1277
0.1136
0.0252
0.1694
0.1748
Skewness
(0.65)
(7.94)
(0.07)
6.48
(0.42)
1.2
5.23
(4.60)
(1.48)
(0.40)
Semi Deviation
0.8454
N/A
0.6993
0.7707
1.03
0.0
0.7045
0.1203
2.15
0.6604
Information Ratio
(0.03)
(0.12)
0.0565
0.0768
0.0941
(0.23)
0.1263
(0.25)
0.2055
0.1891
Value At Risk
(1.24)
(1.69)
(1.08)
(1.84)
(1.96)
(0.10)
(1.66)
(0.10)
(3.69)
(1.16)
Expected Short fall
(0.62)
N/A
(0.63)
(1.16)
(0.83)
(0.14)
(1.19)
(0.08)
(1.70)
(0.71)
Downside Deviation
0.9755
N/A
0.8379
1.01
1.29
0.1296
1.08
0.2525
2.88
1.05
Semi Variance
0.7146
N/A
0.4891
0.594
1.06
(0.02)
0.4964
0.0145
4.62
0.4361

Abr 75/25 Competition Performance Charts

Five steps to successful analysis of Abr 75/25 Competition

Abr 75/25's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Abr 7525 Volatility in relation to its competition. Abr 75/25's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of Abr 75/25 in the market, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Abr 75/25's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Abr 7525 Volatility, and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Abr 75/25 position

In addition to having Abr 75/25 in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Consumer Staples ETFs
Consumer Staples ETFs Theme
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Other Information on Investing in Abr Mutual Fund

Abr 75/25 financial ratios help investors to determine whether Abr Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Abr with respect to the benefits of owning Abr 75/25 security.
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