Abbey Capital Futures Strategy Fund Class I (ABYIX)
The investment seeks long-term capital appreciation; current income is a secondary objective. The adviser allocates the fund's assets between a Managed Futures strategy and a Fixed Income strategy. The Managed Futures strategy will be achieved by investing a portion of its assets in the Onshore Subsidiary and up to 25% of its total assets in the Cayman Subsidiary. The Fixed Income strategy invests its assets primarily in investment-grade fixed-income securities to generate interest income and capital appreciation, which may add diversification to the returns generated by its Managed Futures strategy. It is non-diversified.
Fund Info
US74925K3674
74925K367
Jul 1, 2014
$1,000,000
Share Price Chart
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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.
Returns By Period
Abbey Capital Futures Strategy Fund Class I had a return of -0.09% year-to-date (YTD) and -1.18% in the last 12 months. Over the past 10 years, Abbey Capital Futures Strategy Fund Class I had an annualized return of 3.12%, while the S&P 500 had an annualized return of 11.13%, indicating that Abbey Capital Futures Strategy Fund Class I did not perform as well as the benchmark.
ABYIX
-0.09%
0.27%
-8.56%
-1.18%
4.70%
3.12%
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.63% | 3.13% | 2.51% | 2.79% | -0.58% | -2.40% | -1.61% | -3.62% | 0.89% | -3.01% | -0.09% | ||
| 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% |
| 2022 | 1.39% | 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% |
| 2018 | 5.17% | -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% |
| 2016 | 2.40% | 1.78% | -3.65% | -1.98% | -1.26% | 2.81% | -0.08% | -2.15% | -1.61% | -1.98% | 0.70% | 1.40% | -3.81% |
| 2015 | 6.71% | 0.00% | 2.01% | -3.00% | 1.06% | -2.98% | 2.74% | -2.75% | 1.08% | -1.64% | 3.93% | -2.58% | 4.12% |
| 2014 | 0.00% | 3.60% | 4.63% | 0.92% | 5.67% | 2.65% | 18.66% |
Expense Ratio
ABYIX has a high expense ratio of 1.79%, indicating higher-than-average management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ABYIX is 1, indicating that it is in the bottom 1% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Dividends
Dividend History
Abbey Capital Futures Strategy Fund Class I provided a 2.03% dividend yield over the last twelve months, with an annual payout of $0.23 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.23 | $0.23 | $1.12 | $0.29 | $0.18 | $0.67 | $0.02 | $0.00 | $0.00 | $0.03 | $0.22 |
Dividend yield | 2.03% | 2.02% | 9.55% | 2.52% | 1.55% | 6.11% | 0.14% | 0.00% | 0.00% | 0.24% | 1.87% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $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 | $1.12 | $1.12 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 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 | $0.67 | $0.67 |
| 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 | $0.22 | $0.22 |
Drawdowns
Drawdowns Chart
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.
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 9.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.13% | Apr 14, 2015 | 950 | Jan 18, 2019 | 493 | Jan 4, 2021 | 1443 |
| -11.4% | Sep 28, 2022 | 510 | Oct 8, 2024 | — | — | — |
| -6.08% | Jun 15, 2022 | 32 | Aug 1, 2022 | 35 | Sep 20, 2022 | 67 |
| -5.73% | Jun 3, 2021 | 163 | Jan 24, 2022 | 28 | Mar 4, 2022 | 191 |
| -2.58% | Jan 30, 2015 | 7 | Feb 9, 2015 | 12 | Feb 26, 2015 | 19 |
Volatility
Volatility Chart
The current Abbey Capital Futures Strategy Fund Class I volatility is 2.17%, 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.