NEW YORK--(BUSINESS WIRE)--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”) today 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.”
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 indices 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, a leading global, independent investment consulting and services firm, provides consulting services, analytics solutions and customized investment products 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 developed the Wilshire 5000 Total Market Index and became an early innovator in creating integrated asset/liability analysis/simulation models as well as practical models in risk budgeting through beta and active risk analysis. Wilshire has grown to a firm of more than 300 employees serving the needs of investors around the world.
Based in Santa Monica, California, Wilshire provides services to clients in more than 20 countries representing more than 500 organizations with assets totaling approximately US $8 trillion.* With ten offices worldwide, Wilshire Associates and its affiliates are dedicated to providing clients with the highest quality counsel, products and services. Wilshire® and Wilshire 5000® are registered service marks of Wilshire Associates Incorporated. Wilshire 5000 Total Market Index℠ is a service mark of Wilshire Associates Incorporated.
The ABR Dynamic Blend Equity and Volatility Index℠ and the ABR Dynamic Blend Treasury & Equity Index (“Indexes) are based on methodologies designed by ABR Dynamic Funds, LLC and is Powered by Wilshire. Wilshire calculates and distributes the Indexes based on the third-party supplied methodology. Wilshire makes no representations about the intended purpose or the methodology used to construct the Indexes.
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*Client assets are as represented by Pensions and Investments, detailed in P&I’s “Largest Retirement Funds” and P&I’s “Largest Money Managers (U.S. institutional tax-exempt assets)” as of 9/30/14 and 12/31/14, and published 2/9/15 and 5/18/15, respectively).