ATAC Risk-On/Risk-Off Domestic Index

The index rotates between long-term US treasuries and US equities on a weekly basis based on a proprietary signal that considers the relative price performance of gold and lumber. The index is composed of US-listed ETF securities and may use leverage. It has been licensed to underlie financial products with currently USD 37.06 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 Performance5.10%6.23%-
1-Year Performance18.36%20.26%-
3-Year Performance67.38%76.52%-
5-Year Performance136.90%160.10%-
Since Inception (27 Dec 2002)1,414.96%2,420.46%-

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/Low1,638.36 / 78.99 2,710.85 / 79.69 -
52-Weeks High/Low1,638.36 / 1,220.89 2,710.85 / 2,001.24 -
Quarter High/Low1,638.36 / 1,512.53 2,710.85 / 2,508.85 -
Month High/Low1,620.95 / 1,512.53 2,685.27 / 2,508.85 -

Index Correlation and Volatility

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

Index Correlation
Russell 20000.4492
ATAC CREDIT-ON / CREDIT-OFF INDEX0.0000
Index Volatility
1-month Volatility18.94
1-year Volatility18.35
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