ABXB invests in fixed income under different bond categories, including government and corporate securities of various credit quality from around the world. It employs a proprietary quantitative model to identify volatility in the equity market. In high volatility periods, the model prioritizes short-term price momentum, focusing on categories with strong near-term trends. During low volatility, it emphasizes long-term price momentum. Depending on volatility, the model scores bond categories and selects 5 Trend Leaders. The fund then selects 5 ETFs representing these categories. If fewer than five show positive momentum, it allocates any remaining value to US T-Bills up to 100%. The equal-weighted index reconstitutes monthly, adjusting the models momentum weights according to market volatility. ABXB has had strategy changes since 2021. Most recently on June 6, 2025, the fund was previously called Abacus Tactical High Yield ETF (ABHY) tracking the Abacus Tactical High Yield Index.
公司网站 :
https://abacusfcf.com/abxb/
总经理:-
建立时间:2020
公司总部:Abacus Flexible Bond Leaders ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds