ABR Dynamic Blend Equity and Volatility Index

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ABR Dynamic Blend Equity and Volatility IndexSM is designed by ABR Dynamic Funds, LLC to capitalize on U.S. equity market volatility. The ABR Dynamic Blend Equity and Volatility Index uses a proprietary model of market volatility to signal if it should be invested or not. The model determines the appropriate blend of exposure to the market using the S&P 500 and volatility using the S&P 500 VIX Short-Term Futures. Created in 2015, with a time series of data beginning on December 31, 2005, the ABR Dynamic Blend Equity and Volatility Index is designed for long-term market outperformance with lower risk.

Summary

  • Designed for long-term market outperformance with lower risk
  • Multiple measure of volatility determine equity / volatility exposure
  • Low correlation to S&P 500
  • Low correlation to S&P 500 VIX

Fact Sheet

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Methodology

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Press Release

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