Smart Volatility

A smart new way to manage money in today’s volatile markets

ABR Dynamic Blend Equity and Volatility Mutual Fund - ABRVX

Investment Strategy

Using the combined output of several proprietary volatility models, the underlying index (The ABR Dynamic Blend Equity and Volatility Index Powered by WilshireSM) determines an unleveraged, long-only allocation to a blend of equity, volatility, and cash exposures each day.  Some days it employs significant volatility exposure to seek to capture certain volatility movements, while on other days it utilizes significant equity exposure to seek to track rising equity markets.

Dynamic Blend 

Using instruments which track the S&P 500® Total Return Index, the S&P 500® VIX Short-Term Futures Total Return Index, and cash, the Fund is systematically re-balanced daily to target the equity, volatility, and cash exposures of the underlying index, which are based on several measures of Volatility.  As a general reference:

-The Fund’s exposure to Equity increases in periods of relatively low market volatility.

-The Fund’s exposure to Volatility increases in periods of relatively high volatility.

-At times, the Fund may briefly convert to a full cash position.