Absolute Core Strategy ETF (ABEQ) Performance
ABEQ total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +9.1% since Dec 31, 2025
- 1 year
- +12.0% total return
- 5 years
- +8.5% a year
- Since first price
- +8.1% a year since 2020
ABEQ trailing returns vs SPY, QQQ, AGG
| Period | ABEQ total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +2.1% | +2.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +3.3% | +3.3% | +3.2% | +1.9% | −0.4% |
| 6 months | +3.4% | +2.8% | +7.8% | +8.4% | −1.5% |
| YTD | +9.1% | +8.5% | +12.3% | +15.1% | −1.0% |
| 1 year | +12.0% | +10.6% | +14.4% | +15.9% | −1.1% |
| 3 years | +50.5%+14.6%/yr | +43.8% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +50.3%+8.5%/yr | +39.2% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionJan 22, 2020 | +69.4%+8.1%/yr | +55.7% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: ABEQ vs SPY
From Jan 22, 2020: ABEQ grew to $16,941, SPY to $25,225.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
ABEQ returns by calendar year
4 of 5 full years positive. Best 2025 (+15.3%), worst 2022 (−1.0%). 2026 is year to date.
ABEQ annual returns table
| Year | ABEQ | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +9.1% | −7.9% | +12.3% | +15.1% | −1.0% |
| 2025 | +15.3% | −8.0% | +17.7% | +20.8% | +7.2% |
| 2024 | +12.7% | −5.5% | +24.9% | +25.6% | +1.3% |
| 2023 | +4.6% | −7.1% | +26.2% | +54.9% | +5.7% |
| 2022 | −1.0% | −17.3% | −18.2% | −32.6% | −13.0% |
| 2021 | +12.5% | −5.8% | +28.7% | +27.4% | −1.8% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
ABEQ largest drawdowns
Now 2.3% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 11, 2020 | −27.8% | Mar 23, 2020 | Dec 1, 2020 | 41 days | 10 months |
| Apr 20, 2022 | −17.3% | Sep 27, 2022 | Mar 6, 2024 | 5 months | 1.9 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
ABEQ risk statistics
| Statistic | 3 years | 5 years | Since 2020 |
|---|---|---|---|
| Annualized return | +12.4% | +8.3% | +7.8% |
| Volatility (annualized) | 10.7% | 12.0% | 13.0% |
| Sharpe ratio | 0.74 | 0.43 | 0.43 |
| Sortino ratio | 1.21 | 0.65 | 0.63 |
| Best month | +7.0% | +7.3% | +8.7% |
| Worst month | −5.8% | −7.5% | −11.4% |
| Best 12 months | +22.9% | +22.9% | +30.6% |
| Worst 12 months | +4.1% | −5.6% | −5.6% |
| Positive months | 67% | 62% | 61% |
| Beta vs S&P 500 | 0.23 | 0.45 | — |
| Correlation with S&P 500 | 0.26 | 0.59 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
ABEQ rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 70 | −5.6% | +11.6% | +30.6% | 87% |
| 3-year (a year) | 46 | +4.2% | +8.3% | +15.0% | 100% |
| 5-year (a year) | 22 | +7.1% | +9.4% | +12.5% | 100% |
Every holding period starting at a month-end since 2020. Returns for 3 years and longer are annualized.
ABEQ performance overview
Absolute Core Strategy ETF (ABEQ) returned +12.0% over the past year and +8.5% a year over five years, with distributions reinvested. Since its first recorded price in 2020 it has returned +8.1% a year, turning $10,000 into about $16,941. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −27.8%, from Feb 11, 2020 to Mar 23, 2020, and it took 8 months to get back to the old high. ABEQ finished 4 of its 5 full calendar years with a gain; the best year was 2025 (+15.3%) and the worst 2022 (−1.0%). Volatility has been 13.0% a year.
Related: ABEQ chart, ABEQ holdings, ABEQ dividends, ABEQ valuation. See the ABEQ overview for the latest quote and fund facts.
ABEQ performance FAQ
What is the ABEQ return over the past year?
ABEQ returned +12.0% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 10.6%.
What is the average annual return of ABEQ?
ABEQ has returned +8.5% a year over 5 years, +8.1% a year since January 22, 2020 (total return, distributions reinvested).
How much would $10,000 invested in ABEQ be worth?
$10,000 invested in ABEQ at its first recorded close on January 22, 2020 would be worth about $16,941 on October 23, 2026 with distributions reinvested.
What was the worst year for ABEQ?
The worst calendar year was 2022, with a total return of −1.0%. The best was 2025 at +15.3%.
What is the biggest drawdown of ABEQ?
The largest peak-to-trough decline was −27.8% between February 11, 2020 and March 23, 2020. It recovered to the old high on December 1, 2020, 8 months after the bottom.
How volatile is ABEQ?
Over the past 3 years ABEQ had an annualized volatility of 10.7% and a Sharpe ratio of 0.74 (excess return over 1–3 month T-bills per unit of risk).