NEW YORK, Nov. 1, 2016 /PRNewswire/ -- Building on the impressive track record of what it refers to as its "Smart Volatility" Index, ABR Dynamic Funds LLC has released The ABR Crisis Alpha Index (ABRCRX), calculated by Wilshire Associates and intended to capitalize on extended periods of extreme market volatility precipitated by an ongoing financial crisis. "Crisis Alpha is intended to help investors better position their portfolios to perform well during times of uncertainty and volatility created by extended market events, like the Greek Debt Crisis or the Financial Crisis," explained Taylor Lukof, CEO of ABR Dynamic Funds. "Volatility remains an unsolved problem for many advisors and investors. Along with our "Smart Volatility" index, the ABR Dynamic Blend Equity and Volatility Index, we believe our new ABR Crisis Alpha Index adds to the toolbox of methods to attempt to better manage volatility." "Wilshire Analytics is thrilled to help fuel yet another "Powered by Wilshire" index offering from ABR Dynamic Funds. Wilshire's calculation and analytical expertise, combined with ABR's impressive, growing suite of proprietary indexes, demonstrate the value of a Powered by Wilshire approach which can help clients bring new investment benchmark strategy ideas to market quickly," commented Robert J. Waid, Managing Director at Wilshire Associates. Like the firm's "Smart Volatility" index, the ABR Crisis Alpha Index applies a proprietary market volatility model to determine an appropriate blend of exposure to the market, defined by the S&P 500 Index, exposure to volatility, defined by the S&P VIX Short-Term Futures Index TR, and cash. "The ABR Crisis Alpha Index represents an innovative new way to leverage our S&P 500 ® (SPX) and CBOE Volatility (VIX) Indexes to help investors better manage their portfolios in times of extended market volatility," commented Bill Speth, Vice President of Research and Product Development at the Chicago Board Options Exchange* (CBOE*). "We are pleased to continue working with the ABR team in developing new volatility-oriented investment products that meet the growing needs of sophisticated investors and financial advisors." The ABR Crisis Alpha Index is the third developed by ABR Dynamic Funds, following the successful introductions of the ABR Dynamic Blend Equity and Volatility Index (ABRVX) and the ABR Dynamic Blend Treasury & Equity Index (ABRTX).