- ISIN
- US74933W8828
- CUSIP
- 74933W882
- Issuer
- Abbey Capital
- Inception Date
- Apr 11, 2018
- Category
- Multistrategy
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
Share Price Chart
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Performance
MAFIX Performance Chart
Abbey Capital Multi Asset Fund Class I (MAFIX) is up 10.7% since the beginning of the year. MAFIX is currently trading at $13 per share. Investors who bought $1,000 worth of MAFIX shares 5 years ago would now be looking at an investment worth $1,497.
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Returns By Period
Abbey Capital Multi Asset Fund Class I (MAFIX) has returned 10.70% so far this year and 31.25% over the past 12 months.
Abbey Capital Multi Asset Fund Class I
- 1D
- 1.05%
- 1M
- -1.49%
- YTD
- 10.70%
- 6M
- 10.21%
- 1Y
- 31.25%
- 3Y*
- 8.89%
- 5Y*
- 8.40%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
MAFIX Monthly Returns History
Based on dividend-adjusted daily data since Dec 6, 2018, MAFIX's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +9.3%, while the worst month was Mar 2026 at -6.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, MAFIX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, while the worst single day was Apr 4, 2025 at -4.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.24% | 2.80% | -6.02% | 8.17% | 3.00% | -1.34% | 10.70% | ||||||
| 2025 | 1.63% | -3.29% | -4.27% | -4.64% | 1.72% | 3.47% | 0.73% | 2.70% | 5.96% | 2.40% | 0.73% | 1.55% | 8.41% |
| 2024 | 0.62% | 5.41% | 3.62% | 0.41% | 1.13% | -0.32% | -1.85% | -2.94% | 2.86% | -4.01% | 4.27% | -0.10% | 8.99% |
| 2023 | 4.33% | -1.47% | -3.16% | 1.90% | 0.09% | 4.53% | 0.77% | -2.62% | -0.00% | -0.52% | -0.52% | 1.89% | 5.02% |
| 2022 | -0.99% | -0.27% | 7.32% | 0.34% | -0.51% | -0.85% | 2.33% | 0.59% | 1.26% | 1.40% | -1.63% | -4.54% | 4.08% |
| 2021 | -0.84% | 6.42% | 3.02% | 3.79% | 1.83% | -2.20% | -0.08% | -0.08% | -0.58% | 4.87% | -3.92% | 2.17% | 14.79% |
Benchmark Metrics
Abbey Capital Multi Asset Fund Class I has an annualized alpha of 5.91%, beta of 0.45, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since December 06, 2018.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (50.30%) than losses (37.53%) - typical of diversified or defensive assets.
- Beta of 0.45 may look defensive, but with R2 of 0.48 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 0.48 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 5.91%
- Beta
- 0.45
- R²
- 0.48
- Upside Capture
- 50.30%
- Downside Capture
- 37.53%
Expense Ratio
MAFIX has a high expense ratio of 1.79%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MAFIX ranks 79 for risk / return — better than 79% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MAFIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | 2.78 | +1.45 |
| Martin ratioReturn relative to average drawdown | 14.38 | 12.44 | +1.94 |
Dividends
Dividend History
Abbey Capital Multi Asset Fund Class I provided a 10.64% dividend yield over the last twelve months, with an annual payout of $1.33 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.33 | $1.33 | $0.53 | $0.43 | $0.46 | $1.18 | $1.10 | $1.16 | $0.82 |
Dividend yield | 10.64% | 11.78% | 4.57% | 3.80% | 4.12% | 10.65% | 10.29% | 12.30% | 9.36% |
Monthly Dividends
The table displays the monthly dividend distributions for Abbey Capital Multi Asset 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.33 | $1.33 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.53 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.46 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.18 | $1.18 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Abbey Capital Multi Asset 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 Multi Asset Fund Class I was 19.21%, occurring on Apr 8, 2025. Recovery took 126 trading sessions.
The current Abbey Capital Multi Asset Fund Class I drawdown is 2.49%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -19.21%Apr 2025 | 9mo 1d | 6mo 3d | 1y 2moJul 2024 - Oct 2025 |
2023 correction2023 | -10.40%Mar 2023 | 6mo 26d | 10mo 22d | 1y 5moAug 2022 - Jan 2024 |
COVID crash2020 | -9.51%Mar 2020 | 1mo 1d | 25d | 1mo 26dFeb 2020 - Apr 2020 |
2020 pullback2020 | -8.82%Oct 2020 | 1mo 27d | 28d | 2mo 25dSep 2020 - Nov 2020 |
2019 pullback2019 | -7.80%Oct 2019 | 1mo 14d | 4mo 4d | 5mo 18dSep 2019 - Feb 2020 |
Drawdown Indicators
| MAFIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.21% | -56.78% | +37.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -9.10% | +1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -19.21% | -18.90% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -19.21% | -25.43% | +6.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.49% | -1.80% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -10.71% | +7.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.03% | +0.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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