Inception to date 2006 to Present
How The Abraham Diversified Program Fits Into a Long Portfolio
Life to date 2006 to Present

Return Statistics

  ABRAHAM S&P 500
Cumulative Return 5975.03% 2041.22%
Annualized Return 14.58% 10.69%
Annualized Standard Deviation 29.28% 14.06%
Sharpe Ratio 0.39 0.53
Beta (vs S&P 500) -0.13
 
Correlation (vs S&P 500) -0.06
1 Year Return -7.49% 16.87%
1 Year Std Dev 7.32% 7.74%
3 Year Return -17.72% 37.07%
3 Year Std Dev 9.24% 10.19%
5 Year Return 4.06% 98.52%
5 Year Std Dev 8.65% 9.82%
10 Year Return 8.47% 152.64%
10 Year Std Dev 9.93% 15.02%
Max Drawdown -31.96% -50.95%
  ABRAHAM S&P 500
Cumulative Return 59.77% 180.67%
Annualized Return 3.93% 8.85%
Annualized Standard Deviation 10.66% 14.15%
Sharpe Ratio 0.06 0.39
Beta (vs S&P 500) -0.08
 
Correlation (vs S&P 500) -0.1
1 Year Return -7.49% 16.87%
1 Year Std Dev 7.32% 7.74%
3 Year Return -17.72% 37.07%
3 Year Std Dev 9.24% 10.19%
5 Year Return 4.06% 98.52%
5 Year Std Dev 8.65% 9.82%
10 Year Return 8.47% 152.64%
10 Year Std Dev 9.93% 15.02%
Max Drawdown -18.70% -50.95%

Correlation

  ABRAHAM S&P 500 Barclays Long Bond
Abraham --
S&P 500 -0.06 --
Barclays Long Bond 0.17 -0.07 --

Correlation

  ABRAHAM S&P 500 Barclays Long Bond
Abraham --
S&P 500 -0.12 --
Barclays Long Bond 0.21 -0.30 --

Looking for the latest data for Abraham? DOWNLOAD IT HERE

Abraham Diversified Program Returns

Returns are Net of Fees