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Morningstar

Abbey Capital Futures Strategy I ABYIX

Morningstar Medalist Rating
Medalist Rating as of | See Abbey Capital Investment Hub
  • NAV / 1-Day Return 12.17  /  +0.91 %
  • Total Assets 2.9 Bil
  • Adj. Expense Ratio
    1.790%
  • Expense Ratio 1.790%
  • Distribution Fee Level High
  • Share Class Type Institutional
  • Category Systematic Trend
  • Alt Style Correlation / Relative Volatility Negative/Medium
  • Min. Initial Investment 1.0 Mil
  • Status Open
  • TTM Yield 1.85%
  • Turnover —

USD | NAV as of May 17, 2024 | 1-Day Return as of May 17, 2024, 10:12 PM GMT+0

Morningstar’s Analysis ABYIX

Will ABYIX outperform in future?

Get our overall rating based on a fundamental assessment of the pillars below.

  • Process Pillar

    The Process Pillar is our assessment of how sensible, clearly defined, and repeatable ABYIX’s performance objective and investment process is for both security selection and portfolio construction.

  • People Pillar

    The People Pillar is our evaluation of the ABYIX management team’s experience and ability. We find that high-quality management teams deliver superior performance relative to their benchmarks and/or peers.

  • Parent Pillar

    The Parent Pillar is our rating of ABYIX’s parent organization’s priorities and whether they’re in line with investors’ interests.

Treading the trend-following minefield on behalf of investors.

Analyst Hyunmin Kim

Hyunmin Kim

Analyst

Summary

Abbey Capital Futures Strategy offers investors a thoughtfully curated basket of high-quality subadvisors that operate within a robust risk-aware framework.

by Hyunmin Kim
Rated on Published on

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Portfolio Holdings ABYIX

More ABYIX Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings −48.0
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Aggregate Cash Offset

16.28 475.4 Mil
Cash and Equivalents

United States Treasury Bills

9.58 279.6 Mil
Government

United States Treasury Bills

6.88 200.9 Mil
Government

Japanese Yen Future June 24

6.74 196.9 Mil
Derivative

United States Treasury Bills

6.34 185.1 Mil
Government

United States Treasury Bills

6.03 176.1 Mil
Government

Usd/Chf Jun-24

5.89 171.9 Mil
Derivative

United States Treasury Bills

5.70 166.4 Mil
Government

United States Treasury Bills

5.69 166.2 Mil
Government

Dax Future June 24

5.40 157.7 Mil
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