ABR Dynamic Blend Treasury and Equity Index

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The ABR Dynamic Blend Treasury and Equity IndexSM is designed by ABR Dynamic Funds, LLC to outperform U.S. Treasuries with remaining maturities greater than 20 years, as measured by the Barclays U.S. Treasury 20+ Year Total Return Index (the “Benchmark”). The ABR Dynamic Blend Treasury and Equity Index uses a proprietary model of treasury pricing pressure to determine the appropriate blend of exposures to treasuries using the Benchmark and to the equity market using the S&P 500. Created in 2016, with a time series of data beginning on December 30, 1994, the ABR Dynamic Blend Treasury and Equity Index is designed to outperform the Benchmark while maintaining a high correlation to it.

Summary

  • Designed for long-term outperformance of long-term U.S. Treasuries with lower risk
  • Measure of U.S. Treasury price pressure determine equity/Treasury exposure
  • Composed of the Barclays U.S. Treasury 20+ Year and the S&P 500
  • High correlation to U.S. Treasuries
  • Low correlation to S&P 500

Fact Sheet

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Methodology

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Press Release

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