NEW YORK, Nov. 1, 2016 /PRNewswire/ -- Building on the impressive track record of what it refers to as its "Smart Volatility" Index, ABR Dynamic Funds LLC has released The ABR Crisis Alpha Index (ABRCRX), calculated by Wilshire Associates and intended to capitalize on extended periods of extreme market volatility precipitated by an ongoing financial crisis.
"Crisis Alpha is intended to help investors better position their portfolios to perform well during times of uncertainty and volatility created by extended market events, like the Greek Debt Crisis or the Financial Crisis," explained Taylor Lukof, CEO of ABR Dynamic Funds. "Volatility remains an unsolved problem for many advisors and investors. Along with our "Smart Volatility" index, the ABR Dynamic Blend Equity and Volatility Index, we believe our new ABR Crisis Alpha Index adds to the toolbox of methods to attempt to better manage volatility."
"Wilshire Analytics is thrilled to help fuel yet another "Powered by Wilshire" index offering from ABR Dynamic Funds. Wilshire's calculation and analytical expertise, combined with ABR's impressive, growing suite of proprietary indexes, demonstrate the value of a Powered by Wilshire approach which can help clients bring new investment benchmark strategy ideas to market quickly," commented Robert J. Waid, Managing Director at Wilshire Associates.
Like the firm's "Smart Volatility" index, the ABR Crisis Alpha Index applies a proprietary market volatility model to determine an appropriate blend of exposure to the market, defined by the S&P 500 Index, exposure to volatility, defined by the S&P VIX Short-Term Futures Index TR, and cash.
"The ABR Crisis Alpha Index represents an innovative new way to leverage our S&P 500® (SPX) and CBOE Volatility (VIX) Indexes to help investors better manage their portfolios in times of extended market volatility," commented Bill Speth, Vice President of Research and Product Development at the Chicago Board Options Exchange* (CBOE*). "We are pleased to continue working with the ABR team in developing new volatility–oriented investment products that meet the growing needs of sophisticated investors and financial advisors."
The ABR Crisis Alpha Index is the third developed by ABR Dynamic Funds, following the successful introductions of the ABR Dynamic Blend Equity and Volatility Index (ABRVX) and the ABR Dynamic Blend Treasury & Equity Index (ABRTX).
About ABR Dynamic Funds
ABR Management LLC, the parent company of ABR Dynamic Funds, was founded in 2010 by Taylor Lukof as a research-focused trading group managing internal proprietary capital. In March 2015, ABR Dynamic Funds, LLC was formed, as a subsidiary of ABR Management, to license intellectual property from the parent company in order to create indexes and liquid alternative solutions for clients.
There are risks involved with investing including the possible loss of principal. Investing is subject to risk; investment return and principal value will fluctuate, and upon redemption, shares may be worth more or less than the amount originally invested. The Funds may be non-diversified, and fluctuations in individual holdings will have a greater impact on the Funds' performance. The Funds may also invest in derivative instruments, and a small investment could have a large potential impact on the performance of the Funds. Investors should carefully consider the investment objectives, risks, charges and expenses of the Funds before investing.
To obtain a prospectus containing this and other important information please call (855) 422-4518 or download a prospectus online at www.volfunds.com. Read the specific Funds' prospectus carefully before you invest. Distributed by Foreside Fund Services, LLC.
© 2015 ABR Dynamic Funds, LLC
About Wilshire Associates
Wilshire Associates (Wilshire®), a leading global financial services firm founded in 1972, provides consulting services, analytics solutions and customized investment solutions to plan sponsors, investment managers and financial intermediaries. Its business units include, Wilshire Analytics, Wilshire Consulting, Wilshire Funds Management and Wilshire Private Markets.
The firm was founded in 1972, providing revolutionary technology and acting as an early innovator in the application of investment analytics and research to investment managers in the institutional marketplace. Wilshire also is credited with helping to develop the field of quantitative investment analysis that uses mathematical tools to analyze market risks. All other business units evolved from Wilshire's strong analytics foundation. Wilshire calculates and distributes indexes Powered by Wilshire based on third-party supplied methodology and makes no representation about the intended purpose or methodology used to construct them. For more about Wilshire Associates, visit www.wilshire.com. Follow on Twitter: @WilshireAssoc
CBOE®, Chicago Board Options Exchange®, CBOE Volatility Index® and VIX® are registered trademarks of Chicago Board Options Exchange, Incorporated (CBOE). Standard & Poor's®, S&P® and S&P 500® are registered trademarks of Standard & Poor's Financial Services, LLC and have been licensed for use by CBOE.
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SOURCE ABR Dynamic Funds, LLC