ATAC Credit-On/Credit-Off Index

The index rotates between long-tern US treasuries and high yield corporate bonds on a weekly basis based on a proprietary signal that considers the relative performance of large cap US equities and US utilities equities. The index is composed of US-listed ETF securities. It has been licensed to underlie financial products with currently USD 7 million in assets under management.

Index Performance

Index performance of price, total return net and total return gross indices is displayed in realtime.

PeriodPriceTotal Return Gross
Year-to-Date Performance-21.86%-20.70%
1-Year Performance-22.89%-20.71%
3-Year Performance0.31%10.07%
5-Year Performance21.65%44.95%
Since Inception (01 Jun 2007)150.12%402.00%

Index Records

Index highs and lows of price, total return net and total return gross indices are displayed in realtime.

PeriodPriceTotal Return Gross
All Time High/Low3,525.30 / 850.61 6,687.76 / 920.33
52-Weeks High/Low3,332.35 / 2,471.40 6,583.03 / 4,938.12
Quarter High/Low2,501.15 / 2,501.15 5,020.02 / 5,020.02
Month High/Low2,613.34 / 2,471.40 5,221.75 / 4,938.12

Index Correlation and Volatility

Index correlation to selected index peers and index volatility are updated daily.

Index Correlation
ATAC Risk-On/Risk-Off Domestic0.2079
Index Volatility
1-month Volatility17.65
1-year Volatility14.71
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