ABR Multi-Asset Portfolio (ABR MAP) Index

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ABR Multi-Asset Portfolio (ABR MAP) Index℠

December 31, 2021

The ABR Multi-Asset Portfolio (ABR MAP) Index℠, designed by ABR Dynamic Funds, LLC, seeks long- term capital appreciation. The ABR MAP Index makes several improvements over typical long-term allocations to stocks and bonds. It incorporates commodity, real estate and volatility exposures to increase diversification. Its proprietary model also applies a dynamic allocation to improve performance. Created in 2016 with a time series of data beginning on June 30, 2006, the ABR MAP Index is designed to provide diversification and performance in various market conditions.

Five-Year Average Exposure

Objective

Long-term capital appreciation.

Key Features

• Proprietary model of dynamic asset allocation
• Includes volatility exposure to improve performance in down markets
• Exposures updated daily: - Equities

	Real Estate		Volatility
	10%		1%
Commodities
-6%
				Equities
						45%
Fixed Income
38%

Performance Snapshot

	Total Return (%)			Annualized Total Return (%)
3-month	Ytd	2020	1-year	3-year	5-year	10-year
2.74	10.92	32.54	10.92	17.69	12.53	9.48

Performance History

600

500

400

300

200

100

0

EHHF ABRMAP

Since Inception Risk Values

• • • Domestic Large-cap
    • Domestic Small-cap
    • International developed
    • International emerging
  • Fixed income
  • • Treasuries
    • Corporate bonds
  • Commodities
  • • Gold
    • Silver
    • Crude oil
  • Real estate
  • Volatility
• Limited daily rebalance size
• Created September 27, 2016

Quick Facts

Weighting

Equities, Fixed Income, Commodities, Real Estate, and Volatility

Review Frequency

Daily

Base Value

Total Index: 100.00 (at June 30, 2006)

Calculation Frequency

Daily for each U.S. trading day

History Availability

• Daily from June 30, 2006

Index	Annualized	Correlation to	Max	Standard	Beta to	Sharpe Ratio	Sortino Ratio
Return	EHHF	Drawdown	Deviation	EHHF
ABRMAP	11.54%	34.5%	-13.3%	9.2%	0.61	1.23	2.51
Eurekahedge	6.68%	100.0%	-12.5%	5.2%	1.00	1.24	1.59
Hedge Fund

wilshire.com | 1299 Ocean Avenue, Suite 700 | Santa Monica, CA 90401 | 310-451-3051 | [e-mail]

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Powered by Wilshire Index Fact Sheet | ABR Multi-Asset Portfolio (ABR MAP) Index℠	POWERED BY

Since Inception Exposure Values

80%
60%							Largest Exposure
40%
20%							Average Exposure Since Inception
0%
-20%							Smallest Exposure
-40%

Expected Symbology

Suggested Ticker	Bloomberg	Reuters Station	Yahoo
ABRMAP	ABRMAP	us;ABRMAP	^ABRMAP
More Information

Powered by Wilshire Indexes, please visit www.wilshire.com or email [e-mail].

ABR Dynamic Funds, LLC, please visit https://abrfunds.com/home/ or email [e-mail].

The ABR Multi-Asset Portfolio Index℠ ("Index") is based on a methodology designed by ABR Dynamic Funds, LLC and is Powered by Wilshire. Wilshire calculates and distributes the Index based on the third-party supplied methodology, information and data. Wilshire makes no representations about the intended purpose or the methodology, information or data used to construct the Index. It is not possible to invest directly in an index. Exposure to an asset class represented by an index may be available through investable instruments derived from that index. Wilshire makes no representations regarding the advisability of investing in investment products based on the Index, which is not sponsored, endorsed, sold or promoted by Wilshire. Index returns do not reflect payment of certain sales charges or fees an investor may pay to purchase the securities underlying the Index or investment vehicles intended to track the performance of the Index. The imposition of these fees and charges would cause actual performance of the securities/vehicles to be lower than the Index performance shown. Inclusion of a company in the Index does not in any way reflect an opinion of Wilshire on the investment merits of the company.

Eurekahedge Hedge Fund Index Copyright Eurekahedge, All Rights Reserved. Retrieved from https://www.eurekahedge.com/ December 2021. Neither Eurekahedge nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose.

The performance of the Index shown is hypothetical, does not reflect actual trading and does not reflect the deduction of any advisory fees, brokerage or other commissions and other expenses that a subscriber to the Index will bear. The performance of the Index and other indices reflects the reinvestment of dividends and other earnings. Past performance is not indicative of future results and it is possible that investing in accordance with the Index could lead to losses in your investment.

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.

PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS BROCHURE.

This material is based upon information generally available to the public and from third party sources believed to be reliable. Wilshire does not independently verify any of the information it receives. Wilshire gives no representations or warranties as to the accuracy of such information, and accepts no responsibility or liability (including for indirect, consequential or incidental damages) for any error, omission or inaccuracy in such information and for results obtained from its use. Information is as of the date indicated, and is subject to change without notice. This material is intended for informational purposes only and should not be construed as legal, accounting, tax, investment, or other professional advice. Wilshire receives compensation in connection with licensing of its indices to third parties.

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22-0113-IXFS

wilshire.com | 1299 Ocean Avenue, Suite 700 | Santa Monica, CA 90401 | 310-451-3051 | [e-mail]

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