On January 3, 2017 abs(R) Research launched its first Indices, the ABSR Rotation Rebalanced Commodity Index™ and the ABSR Rotation Rebalanced Agriculture Index™.
- Passive Alternative Beta "altBeta™"
- Dynamic "Finance Carry" Roll Methodology
- Seasonal Rotation Rebalancing - Quarterly
- Minimum Liquidity Component Standards
The indices represent the next generation in commodity based index construction and has demonstrated superior risk adjusted returns to other indices in its class. Historical data for each index and the component sub-indices is available from the historical inception date of January 2, 1997. Data prior to Jan 3, 2017 is based on Pre-Inception Performance (PIP). Please see important information below regarding PIP data.
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ABSR Rotation Rebalanced Commodity Index
ABSR Rotation Rebalanced Agriculture Index
Important Disclosure Regarding Performance Data: Return data prior to Jan 3, 2017 for the ABSR Rotation Rebalanced Commodity Index are calculated using pre-inception performance (PIP) data. PIP data represents any performance prior to the inception or "Live Date". The "Historical Inception Date" is first available calculation date applying PIP data. Pre-inception performance results are based on methodology applied retroactively with the benefit of hindsight. Pre-Inception performance results have many inherent limitations. No PIP data can completely account for all market possibilities. No guarantees can be made that the performance data shown would have been achievable. PAST PERFORMANCE EITHER HYPOTHETICAL OR ACTUAL IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. ©2017 ABSR Research. All rights reserved.