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A Volatility Quant Nets $540 Million as Momentum Trades Boom

  • ABR funds trading VIX and S&P 500 futures have outperformed
  • Inflows show demand for stock funds that also play defense

The Covid roller coaster may have lashed complex volatility trades beloved by the smart money, but a New York-based mutual fund has emerged as a $540 million winner with a back-to-basics strategy.

After a 36% gain last year for its flagship investing style, ABR Dynamic Funds LLC is in fighting form thanks to the strength of retail demand for stock strategies that cushion market corrections. Over the past year, assets under management have increased from $100 million to $640 million thanks to inflows and market returns.