Abbey Capital Futures Strategy Fund Class I (ABYIX)

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The chart shows the growth of an initial investment of $10,000 in Abbey Capital Futures Strategy Fund Class I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Abbey Capital Futures Strategy Fund Class I (ABYIX) has returned 4.62% so far this year and 8.38% over the past 12 months. Over the last ten years, ABYIX has returned 2.84% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jul 3, 2014, ABYIX's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, your investment would double in approximately 14.8 years.

Historically, 55% of months were positive and 45% were negative. The best month was Jan 2015 with a return of +6.7%, while the worst month was Feb 2018 at -6.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ABYIX closed higher 50% of trading days. The best single day was Jun 24, 2016 with a return of +2.8%, while the worst single day was Nov 26, 2021 at -3.8%.

Abbey Capital Futures Strategy Fund Class I has an annualized alpha of 4.49%, beta of 0.02, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 07, 2014.

• This fund captured 9.15% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -12.14%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.02 may look defensive, but with R² of 0.00 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R² of 0.00 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

ABYIX has a high expense ratio of 1.79%, indicating above-average management fees.

ABYIX ranks 50 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for Abbey Capital Futures Strategy Fund Class I (ABYIX) and compare them to a chosen benchmark (S&P 500 Index).

Abbey Capital Futures Strategy Fund Class I provided a 1.27% dividend yield over the last twelve months, with an annual payout of $0.15 per share.

The table displays the monthly dividend distributions for Abbey Capital Futures Strategy Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Abbey Capital Futures Strategy Fund Class I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Abbey Capital Futures Strategy Fund Class I was 17.13%, occurring on Jan 18, 2019. Recovery took 493 trading sessions.

The current Abbey Capital Futures Strategy Fund Class I drawdown is 3.02%.

The chart below shows the rolling one-month volatility.