ABSR Commodity Indices


Next generation passive commodity indices uniquely designed for roll optimization, seasonal price recognition and superior risk adjusted performance.


Liquid Commodity Indices:

ABSR designs and publishes best in class, passive, alternative beta commodity indices. Sectors include broad commodity, agriculture, energy and metals indices. ABSR indices have shown to provide superior risk adjusted returns as a result of their use of unique roll methodologies, balanced weightings, and in the case of the Rotation Rebalanced Commodity & Agriculture indices, a re-balance method designed around specific commodity market seasonal price observances. The ABSR TransFuel Index is a broad based energy index weighted to reflect U.S. transportation fuel usage including renewable energy source ethanol and biodiesel from corn and soybean oil.

Index Performance Summary:

ROTATION REBALANCED COMMODITY INDEX TR342.39+0.52+0.15%+2.80%+2.80%+7.28%
ROTATION REBALANCED AGRICULTURE INDEX TR150.75+0.72+0.48%+3.18%+3.18%+1.72%
TRANSFUEL ENERGY INDEX TR608.26+1.80+0.30%+5.46%+5.46%+27.07%
METALS INDEX515.98-2.39-0.46%-0.83%-0.83%+2.38%

30 Day Snapshot