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 4.53 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 GrossTotal Return Net
Year-to-Date Performance-5.30%-3.53%-
1-Year Performance-6.09%-3.35%-
3-Year Performance49.18%65.33%-
5-Year Performance54.30%84.70%-
Since Inception (01 Jun 2007)225.37%537.82%-

Index Records

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

PeriodPriceTotal Return GrossTotal Return Net
All Time High/Low3,525.30 / 850.61 6,687.76 / 920.33 -
52-Weeks High/Low3,468.64 / 3,191.58 6,624.92 / 6,236.92 -
Quarter High/Low3,305.51 / 3,191.58 6,464.34 / 6,236.92 -
Month High/Low3,297.63 / 3,236.18 6,464.34 / 6,343.88 -

Index Correlation and Volatility

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

Index Correlation
ATAC Risk-On/Risk-Off Domestic0.5555
Index Volatility
1-month Volatility6.95
1-year Volatility8.46
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