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ABR Launches Smart Treasuries Index

July 1, 2016


New ‘Powered by Wilshire℠’ Index Tracks Performance of Innovative Treasury-Equity Mix.

Building on the success of its Smart Volatility™ Powered by Wilshire℠ index, the ABR Dynamic Blend Equity & Volatility Index (ABRVXX), ABR Dynamic Funds, LLC (“ABR”) has announced it has expanded its offerings with the introduction of a second Powered by Wilshire index, the ABR Dynamic Blend Treasury & Equity Index (ABRTEX). The new index combines a strategic blend of U.S. Treasuries and U.S. equities rebalanced in a systematic model.

“One year ago this month, ABR proudly launched the first Powered by Wilshire index, which married ABR index IP with Wilshire’s trusted index brand and deep calculation expertise,” commented Taylor Lukof, CEO of ABR Dynamic Funds, LLC. “ABR is pleased to expand our relationship with Wilshire with this second offering and plans to build and launch additional Powered by Wilshire indexes. Just as our Smart Volatility index tracked performance for a strategy designed to help investors better manage their exposure to volatility, our Smart Treasuries index will track performance for a strategy designed to help provide a better risk/return profile for investors interested in treasury performance within a diversified portfolio,” Lukof added.

The ABR Dynamic Blend Treasury & Equity Index measures performance of an investment strategy designed to allow investors to participate in the relative safety and liquidity of the U.S. Treasuries market through a securities mix designed to offer enhanced performance. The new index determines a dynamic allocation to U.S. Treasuries (with remaining maturities greater than 20 years) and U.S. equities. ABRTEX is designed to behave like U.S. Treasuries while attempting to outperform them over time.

“We’re proud to expand our relationship with ABR Dynamic Funds, and help propel their innovative, go-to-market index efforts with our Powered by Wilshire independent index calculation solution,” said Cecilia Loo, president of Wilshire Analytics. “As creator of the Wilshire 5000, widely considered the definitive benchmark for the broad U.S. stock market, our mandate is to provide high quality index solutions that help investors accurately measure performance for a host of investment vehicles.”

“ABR is pleased to leverage Wilshire’s index technology and distribution expertise to help us deliver an index that will provide an innovative new approach to one of the most popular segments of the market,” said Lukof. “We are thrilled that Wilshire’s legacy as creator of the first total market index now extends to fueling a new family of algorithmic indices developed by a quantitative firm like ABR.”