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.