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Abbey Capital Futures Strategy Fund Class I (ABYIX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS74925K3674
CUSIP74925K367
IssuerAbbey Capital
Inception DateJul 1, 2014
CategorySystematic Trend
Min. Investment$1,000,000
Home Pagewww.abbeycapital.com
Asset ClassAlternatives

Expense Ratio

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


Expense ratio chart for ABYIX: current value at 1.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.79%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Abbey Capital Futures Strategy Fund Class I

Popular comparisons: ABYIX vs. DBMF, ABYIX vs. ASFYX

Performance

Performance Chart

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.


60.00%80.00%100.00%120.00%140.00%160.00%December2024FebruaryMarchAprilMay
68.37%
169.67%
ABYIX (Abbey Capital Futures Strategy Fund Class I)
Benchmark (^GSPC)

S&P 500

Returns By Period

Abbey Capital Futures Strategy Fund Class I had a return of 9.89% year-to-date (YTD) and 7.75% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date9.89%11.56%
1 month1.41%7.13%
6 months8.69%17.26%
1 year7.75%26.92%
5 years (annualized)7.77%13.56%
10 years (annualized)N/A10.87%

Monthly Returns

The table below presents the monthly returns of ABYIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.63%3.13%2.51%2.79%9.89%
2023-0.00%1.19%-4.38%1.23%0.61%1.47%-0.68%-0.69%3.11%0.67%-4.75%-0.84%-3.29%
20221.39%1.54%5.98%4.92%-0.08%2.88%-2.65%3.71%4.74%-0.49%-4.34%-1.18%17.06%
2021-0.43%3.99%1.17%1.73%1.54%-1.84%-1.06%-0.74%1.24%1.55%-3.95%0.36%3.39%
2020-0.28%1.10%4.28%0.00%-1.05%-1.06%1.43%0.09%-1.76%-0.63%2.43%3.28%7.92%
2019-1.75%0.19%4.01%2.33%-0.79%2.92%2.75%4.93%-3.59%-2.48%1.53%-1.15%8.84%
20185.17%-6.88%-1.41%0.45%-1.15%0.54%-0.18%1.70%-0.26%-3.71%-1.01%0.89%-6.15%
2017-1.98%2.46%-1.97%-0.87%-0.18%-2.92%0.73%1.26%-1.52%4.08%0.26%0.78%-0.09%
20162.40%1.78%-3.65%-1.98%-1.26%2.81%-0.08%-2.15%-1.61%-1.98%0.70%1.40%-3.81%
20156.71%0.00%2.01%-3.00%1.06%-2.98%2.74%-2.75%1.08%-1.64%3.93%-2.58%4.12%
20140.00%3.60%4.63%0.92%5.67%2.65%18.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABYIX is 27, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ABYIX is 2727
ABYIX (Abbey Capital Futures Strategy Fund Class I)
The Sharpe Ratio Rank of ABYIX is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of ABYIX is 2020Sortino Ratio Rank
The Omega Ratio Rank of ABYIX is 2525Omega Ratio Rank
The Calmar Ratio Rank of ABYIX is 4343Calmar Ratio Rank
The Martin Ratio Rank of ABYIX is 2323Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Abbey Capital Futures Strategy Fund Class I (ABYIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABYIX
Sharpe ratio
The chart of Sharpe ratio for ABYIX, currently valued at 0.98, compared to the broader market-1.000.001.002.003.004.000.98
Sortino ratio
The chart of Sortino ratio for ABYIX, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.0012.001.37
Omega ratio
The chart of Omega ratio for ABYIX, currently valued at 1.19, compared to the broader market1.002.003.001.19
Calmar ratio
The chart of Calmar ratio for ABYIX, currently valued at 0.76, compared to the broader market0.002.004.006.008.0010.0012.000.76
Martin ratio
The chart of Martin ratio for ABYIX, currently valued at 2.48, compared to the broader market0.0020.0040.0060.0080.002.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.34, compared to the broader market-1.000.001.002.003.004.002.34
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.31, compared to the broader market-2.000.002.004.006.008.0010.0012.003.31
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market1.002.003.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.93, compared to the broader market0.0020.0040.0060.0080.008.93

Sharpe Ratio

The current Abbey Capital Futures Strategy Fund Class I Sharpe ratio is 0.98. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Abbey Capital Futures Strategy Fund Class I with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.98
2.34
ABYIX (Abbey Capital Futures Strategy Fund Class I)
Benchmark (^GSPC)

Dividends

Dividend History

Abbey Capital Futures Strategy Fund Class I granted a 1.84% dividend yield in the last twelve months. The annual payout for that period amounted to $0.23 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.23$0.23$1.79$0.42$0.18$0.95$0.02$0.00$0.00$0.03$0.23

Dividend yield

1.84%2.03%15.24%3.68%1.54%8.70%0.14%0.00%0.00%0.24%1.97%

Monthly Dividends

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.79$1.79
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.95$0.95
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2014$0.23$0.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.85%
0
ABYIX (Abbey Capital Futures Strategy Fund Class I)
Benchmark (^GSPC)

Worst Drawdowns

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 0.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.13%Apr 14, 2015950Jan 18, 2019493Jan 4, 20211443
-10.51%Sep 28, 2022320Jan 5, 2024
-6.08%Jun 15, 202232Aug 1, 202235Sep 20, 202267
-5.73%Jun 3, 2021163Jan 24, 202228Mar 4, 2022191
-2.58%Jan 30, 20157Feb 9, 201512Feb 26, 201519

Volatility

Volatility Chart

The current Abbey Capital Futures Strategy Fund Class I volatility is 2.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
2.79%
3.10%
ABYIX (Abbey Capital Futures Strategy Fund Class I)
Benchmark (^GSPC)