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Abbey Capital Futures Strategy Fund Class I (ABYIX)

Mutual Fund · Currency in USD · Last updated Mar 18, 2023

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


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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.


-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
-8.60%
6.47%
ABYIX (Abbey Capital Futures Strategy Fund Class I)
Benchmark (^GSPC)

S&P 500

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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.


PeriodReturnBenchmark
1 month-4.09%-5.31%
Year-To-Date-3.92%2.01%
6 months-6.56%0.39%
1 year4.33%-10.12%
5 years (annualized)5.65%7.32%
10 years (annualized)4.95%8.20%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.00%1.19%
20224.74%-0.49%-4.34%-1.18%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Abbey Capital Futures Strategy Fund Class I Sharpe ratio is 0.20. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.001.502.002.50NovemberDecember2023FebruaryMarch
0.20
-0.43
ABYIX (Abbey Capital Futures Strategy Fund Class I)
Benchmark (^GSPC)

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.


PeriodTTM202220212020201920182017201620152014
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-16.77%
-18.34%
ABYIX (Abbey Capital Futures Strategy Fund Class I)
Benchmark (^GSPC)

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, 2015943Jan 9, 2019500Jan 4, 20211443
-16.77%Dec 5, 202271Mar 17, 2023
-6.42%Sep 28, 202246Dec 1, 20221Dec 2, 202247
-6.08%Jun 15, 202232Aug 1, 202235Sep 20, 202267
-5.73%Jun 3, 2021163Jan 24, 202228Mar 4, 2022191
-2.58%Mar 20, 20155Mar 26, 201511Apr 13, 201516
-2.58%Jan 30, 20157Feb 9, 201512Feb 26, 201519
-2.54%Jan 15, 202110Jan 29, 20217Feb 9, 202117
-2.53%Feb 25, 202121Mar 25, 202121Apr 26, 202142
-2.38%May 9, 202215May 27, 20225Jun 6, 202220

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.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2023FebruaryMarch
18.43%
21.17%
ABYIX (Abbey Capital Futures Strategy Fund Class I)
Benchmark (^GSPC)