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 6366.95% 1734.40%
Annualized Return 15.32% 10.46%
Annualized Standard Deviation 29.68% 14.21%
Sharpe Ratio 0.41 0.50
Beta (vs S&P 500) (0.13)
 
Correlation (vs S&P 500) (0.06)
1 Year Return -8.16% 17.20%
1 Year Std Dev 7.29% 6.24%
3 Year Return 7.78% 34.51%
3 Year Std Dev 9.88% 10.41%
5 Year Return 12.06% 86.80%
5 Year Std Dev 9.10% 10.20%
10 Year Return 68.32% 106.34%
10 Year Std Dev 10.88% 15.30%
  ABRAHAM S&P 500
Cumulative Return 70.08% 140.45%
Annualized Return 4.83% 8.11%
Annualized Standard Deviation 10.86% 14.54%
Sharpe Ratio 0.34 0.48
Beta (vs S&P 500) -0.08
 
Correlation (vs S&P 500) -0.11
1 Year Return -8.16% 17.20%
1 Year Std Dev 7.29% 6.24%
3 Year Return 7.78% 34.51%
3 Year Std Dev 9.88% 10.41%
5 Year Return 12.06% 86.80%
5 Year Std Dev 9.10% 10.20%
10 Year Return 68.32% 106.34%
10 Year Std Dev 10.88% 15.30%

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