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.
Share Price Chart
Loading data...
Performance
The chart shows the growth of $10,000 invested in Abbey Capital Futures Strategy Fund Class I in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $15,221 for a total return of roughly 52.21%. All prices are adjusted for splits and dividends.
Compare to other instruments
Popular comparisons: ABYIX vs. DBMF, ABYIX vs. ASFYX
Return
Abbey Capital Futures Strategy Fund Class I had a return of -3.92% year-to-date (YTD) and 4.33% in the last 12 months. Over the past 10 years, Abbey Capital Futures Strategy Fund Class I had an annualized return of 4.95%, while the S&P 500 had an annualized return of 8.20%, indicating that Abbey Capital Futures Strategy Fund Class I did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -4.09% | -5.31% |
| Year-To-Date | -3.92% | 2.01% |
| 6 months | -6.56% | 0.39% |
| 1 year | 4.33% | -10.12% |
| 5 years (annualized) | 5.65% | 7.32% |
| 10 years (annualized) | 4.95% | 8.20% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.00% | 1.19% | ||||||||||
| 2022 | 4.74% | -0.49% | -4.34% | -1.18% |
Dividend History
Abbey Capital Futures Strategy Fund Class I granted a 15.86% dividend yield in the last twelve months. The annual payout for that period amounted to $1.79 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.79 | $1.79 | $0.42 | $0.18 | $0.95 | $0.02 | $0.00 | $0.00 | $0.03 | $0.23 |
Dividend yield | 15.86% | 15.24% | 4.24% | 1.84% | 10.55% | 0.19% | 0.00% | 0.00% | 0.32% | 2.61% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | ||||||||||
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2014 | $0.23 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Abbey Capital Futures Strategy Fund Class I. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Abbey Capital Futures Strategy Fund Class I is 17.13%, recorded on Jan 9, 2019. It took 500 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.13% | Apr 14, 2015 | 943 | Jan 9, 2019 | 500 | Jan 4, 2021 | 1443 |
| -16.77% | Dec 5, 2022 | 71 | Mar 17, 2023 | — | — | — |
| -6.42% | Sep 28, 2022 | 46 | Dec 1, 2022 | 1 | Dec 2, 2022 | 47 |
| -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% | Mar 20, 2015 | 5 | Mar 26, 2015 | 11 | Apr 13, 2015 | 16 |
| -2.58% | Jan 30, 2015 | 7 | Feb 9, 2015 | 12 | Feb 26, 2015 | 19 |
| -2.54% | Jan 15, 2021 | 10 | Jan 29, 2021 | 7 | Feb 9, 2021 | 17 |
| -2.53% | Feb 25, 2021 | 21 | Mar 25, 2021 | 21 | Apr 26, 2021 | 42 |
| -2.38% | May 9, 2022 | 15 | May 27, 2022 | 5 | Jun 6, 2022 | 20 |
Volatility Chart
Current Abbey Capital Futures Strategy Fund Class I volatility is 18.43%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.