Inception to date 2006 to Present

How Abraham Fits Into a Long Portfolio

Life to date 2006 to Present

Return Statistics

  ABRAHAM S&P 500
Cumulative Return 6455.17% 1751.09%
Annualized Return 15.33% 10.46%
Annualized Standard Deviation 29.64% 14.19%
Sharpe Ratio 0.41 0.51
Beta (vs S&P 500) -0.13
 
Correlation (vs S&P 500) -0.06
1 Year Return -9.23% 17.80%
1 Year Std Dev 6.72% 6.17%
3 Year Return 8.70% 34.74%
3 Year Std Dev 9.89% 10.41%
5 Year Return 11.77% 89.69%
5 Year Std Dev 9.08% 10.17%
10 Year Return 60.20% 99.38%
10 Year Std Dev 10.71% 15.25%
Max Drawdown -31.96% -50.95%
  ABRAHAM S&P 500
Cumulative Return 72.40% 142.64%
Annualized Return 4.92% 8.14%
Annualized Standard Deviation 10.82% 14.49%
Sharpe Ratio 0.15 0.33
Beta (vs S&P 500) -0.11
 
Correlation (vs S&P 500) -0.08
1 Year Return -9.23% 17.80%
1 Year Std Dev 6.72% 6.17%
3 Year Return 8.70% 34.74%
3 Year Std Dev 9.89% 10.41%
5 Year Return 11.77% 89.69%
5 Year Std Dev 9.08% 10.17%
10 Year Return 60.20% 99.38%
10 Year Std Dev 10.71% 15.25%
Max Drawdown -15.68% -50.95%

Correlation

  ABRAHAM S&P 500 Barclays Long Bond
Abraham -
S&P 500 -0.06 -
Barclays Long Bond 0.16 -0.07 -

Correlation

  ABRAHAM S&P 500 Barclays Long Bond
Abraham -
S&P 500 -0.11 -
Barclays Long Bond 0.19 -0.29 -

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Abraham Composite Historic Returns

Returns are Net of Fees