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Trending ETFs

Abbey Capital Futures Strategy Fund

mutual fund
ABYIX
Dividend policy
Active
Price as of:
$11.73 -0.01 0%
primary theme
Managed Futures
ABYIX (Mutual Fund)

Abbey Capital Futures Strategy Fund

Dividend policy
Active
Price as of:
$11.73 -0.01 0%
primary theme
Managed Futures
ABYIX (Mutual Fund)
Abbey Capital Futures Strategy Fund
Dividend policy
Active
Price as of:
$11.73 -0.01 0%
primary theme
Managed Futures
share class

ABYIX - Snapshot

Vitals

  • YTD Return 1.4%
  • 3 Yr Annualized Return 3.3%
  • 5 Yr Annualized Return 1.2%
  • Net Assets $931 M
  • Holdings in Top 10 71.3%

52 WEEK LOW AND HIGH

$11.74
$10.86
$11.74

Expenses

OPERATING RELATED FEES

  • Expense Ratio 1.90%

SALES FEES

  • Front Load N/A
  • Deferred Load N/A

BROKERAGE FEES

  • Turnover 0.00%

TRADING FEES

  • Max Redemption Fee N/A

Min Investment

  • Standard (Taxable) $1,000,000
  • IRA N/A

Fund Classification

  • Primary Theme Managed Futures
  • Fund Type Open End Mutual Fund
  • Investment Style Managed Futures

Compare ABYIX to Popular Managed Futures Funds

Overview

Next Dividend

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

Dividend.com Ratings*

$7.93

-0.13%

$2.25 B

5.25%

$0.42

blocked
blocked
blocked

1.02%

-

$10.44

-0.10%

$1.48 B

3.35%

$0.35

blocked
blocked
blocked

1.56%

-

$8.58

0.00%

$1.18 B

4.53%

$0.39

blocked
blocked
blocked

0.59%

-

$10.39

-0.48%

$845.67 M

4.12%

$0.43

blocked
blocked
blocked

1.27%

-

$8.05

+0.25%

$166.14 M

2.19%

$0.18

blocked
blocked
blocked

2.03%

-

Compare ABYIX to Popular Managed Futures ETFs

Overview

Next Dividend

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

Dividend.com Ratings*

$46.32

+0.77%

$40.54 M

0.02%

$0.01

blocked
blocked
blocked

2.27%

-

ABYIX - Profile

Distributions

  • YTD Total Return 1.4%
  • 3 Yr Annualized Total Return 3.3%
  • 5 Yr Annualized Total Return 1.2%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio -0.73%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

  • Legal Name
    Abbey Capital Futures Strategy Fund
  • Fund Family Name
    Abbey Capital
  • Inception Date
    Jul 01, 2014
  • Shares Outstanding
    78782079
  • Share Class
    Inst
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Anthony Gannon

Fund Description

The fund allocates its 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 (of all durations and maturities) in order to generate interest income and capital appreciation, which may add diversification to the returns generated by its Managed Futures strategy. It is non-diversified.


ABYIX - Performance

Return Ranking - Trailing

Period ABYIX Return Category Return Low Category Return High Rank in Category (%)
YTD 1.4% -1.8% 4.2% 39.60%
1 Yr 7.9% -16.4% 24.9% 24.00%
3 Yr 3.3%* -8.4% 8.5% 17.71%
5 Yr 1.2%* -6.1% 8.2% 37.93%
10 Yr N/A* -2.4% 4.9% N/A

* Annualized

Return Ranking - Calendar

Period ABYIX Return Category Return Low Category Return High Rank in Category (%)
2020 6.2% -16.4% 12.9% 13.00%
2019 0.1% -9.3% 17.5% 42.42%
2018 -6.3% -25.8% 2.2% 40.86%
2017 -0.1% -5.1% 21.0% 73.49%
2016 -3.8% -20.3% 8.1% 46.15%

Total Return Ranking - Trailing

Period ABYIX Return Category Return Low Category Return High Rank in Category (%)
YTD 1.4% -1.8% 4.2% 39.60%
1 Yr 7.9% -20.6% 24.9% 17.00%
3 Yr 3.3%* -9.6% 6.4% 14.58%
5 Yr 1.2%* -6.1% 6.9% 35.63%
10 Yr N/A* -2.4% 4.9% N/A

* Annualized

Total Return Ranking - Calendar

Period ABYIX Return Category Return Low Category Return High Rank in Category (%)
2020 6.2% -16.4% 12.9% 13.00%
2019 0.1% -9.3% 17.5% 42.42%
2018 -6.2% -20.3% 2.5% 40.86%
2017 -0.1% -5.1% 21.0% 78.31%
2016 -3.8% -20.3% 10.8% 55.13%

NAV & Total Return History


ABYIX - Holdings

Concentration Analysis

ABYIX Category Low Category High ABYIX % Rank
Net Assets 931 M 2.08 M 2.25 B 16.83%
Number of Holdings 394 3 806 12.87%
Net Assets in Top 10 641 M -85.2 K 8.31 B 22.77%
Weighting of Top 10 71.33% 10.7% 95.0% 47.73%

Top 10 Holdings

  1. Euro Bund Future Dec 20 29.56%
  2. Euro Bund Future Dec 20 29.56%
  3. Euro Bund Future Dec 20 29.56%
  4. Euro Bund Future Dec 20 29.56%
  5. Euro Bund Future Dec 20 29.56%
  6. Euro Bund Future Dec 20 29.56%
  7. Euro Bund Future Dec 20 29.56%
  8. Euro Bund Future Dec 20 29.56%
  9. Euro Bund Future Dec 20 29.56%
  10. Euro Bund Future Dec 20 29.56%

Asset Allocation

Weighting Return Low Return High ABYIX % Rank
Bonds
113.25% -1748.87% 1098.49% 23.76%
Stocks
31.19% -1.07% 83.59% 13.86%
Other
28.97% -2.72% 110.47% 26.73%
Preferred Stocks
0.00% 0.00% 0.33% 67.33%
Convertible Bonds
0.00% 0.00% 3.34% 78.22%
Cash
-73.42% -1091.34% 1796.70% 69.31%

Stock Sector Breakdown

Weighting Return Low Return High ABYIX % Rank
Technology
19.36% 0.00% 45.08% 45.07%
Financial Services
15.69% 0.00% 24.27% 42.25%
Consumer Cyclical
12.95% 0.00% 21.37% 49.30%
Industrials
12.89% 0.00% 17.73% 14.08%
Healthcare
10.29% 0.00% 20.05% 36.62%
Communication Services
8.48% 0.00% 20.12% 61.97%
Consumer Defense
6.48% 0.00% 10.57% 30.99%
Basic Materials
6.19% 0.00% 14.55% 38.03%
Energy
2.88% 0.00% 9.45% 54.93%
Utilities
2.59% 0.00% 8.17% 49.30%
Real Estate
2.20% 0.19% 100.00% 49.30%

Stock Geographic Breakdown

Weighting Return Low Return High ABYIX % Rank
Non US
15.61% -11.64% 44.83% 21.78%
US
15.58% -41.23% 67.18% 28.71%

Bond Sector Breakdown

Weighting Return Low Return High ABYIX % Rank
Government
56.08% 0.00% 76.56% 11.88%
Cash & Equivalents
22.36% 1.02% 100.00% 67.33%
Derivative
21.56% 0.00% 67.78% 35.64%
Securitized
0.00% 0.00% 70.06% 78.22%
Corporate
0.00% 0.00% 27.36% 78.22%
Municipal
0.00% 0.00% 7.85% 72.28%

Bond Geographic Breakdown

Weighting Return Low Return High ABYIX % Rank
US
61.74% -1748.87% 135.30% 21.78%
Non US
51.51% 0.00% 1014.17% 24.75%

ABYIX - Expenses

Operational Fees

ABYIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 1.90% 0.75% 9.89% 58.00%
Management Fee 1.77% 0.65% 2.99% 95.05%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.09% 0.45% N/A

Sales Fees

ABYIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 4.75% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

ABYIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 1.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

ABYIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 0.00% 0.00% 198.00% 18.31%

ABYIX - Distributions

Dividend Yield Analysis

ABYIX Category Low Category High ABYIX % Rank
Dividend Yield 0.00% 0.00% 0.14% 66.34%

Dividend Distribution Analysis

ABYIX Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Monthly Annually

Net Income Ratio Analysis

ABYIX Category Low Category High ABYIX % Rank
Net Income Ratio -0.73% -2.10% 2.02% 82.00%

Capital Gain Distribution Analysis

ABYIX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

Dividend Payout History

View More +

ABYIX - Fund Manager Analysis

Managers

Anthony Gannon


Start Date

Tenure

Tenure Rank

Jul 01, 2014

6.51

6.5%

Tony Gannon is Chief Executive Officer and Chief Investment Officer of Abbey Capital Limited, the Dublin-based alternative investment specialist. Tony founded Abbey Capital in 2000 with a vision to create an alternative investment business providing multi-manager funds specializing in the managed futures and foreign exchange sectors of the hedge fund industry. Over its nineteen-year history, Tony has overseen Abbey Capital’s growth from a start-up to a global company which is currently one of the largest independent allocators in the Commodity Trading Advisor (CTA) industry. Prior to founding Abbey Capital, Tony was a co-founder of Allied Irish Capital Management (AICM), a Dublin-based CTA, in conjunction with Allied Irish Banks. He helped to grow AICM to become one of the largest European CTAs, with funds under management growing from an initial $50 million to in excess of $1.4 billion. Tony has more than 25 years’ investment experience in the managed futures industry. He is globally recognized and acknowledged as a leader in the industry. He is a regular guest speaker at alternative investment industry conferences. Tony graduated with a Bachelor of Commerce degree and a Masters in Business Studies with Finance from University College Dublin, Ireland.

Mick Swift


Start Date

Tenure

Tenure Rank

Jul 01, 2014

6.51

6.5%

As Research Director, and voting member of the Investment Committee, Mick manages and oversees Abbey Capital’s research and risk management processes as well as portfolio construction. He joined Abbey Capital in May 2002 after fifteen years as a trader and manager of trading teams. Prior to joining Abbey Capital, Mick was a Director at Allied Irish Capital Management (AICM) from 1998 to 2002. While at AICM, he worked in a trading capacity and also on product research and risk management. Previously, Mick was the Head of FX and European Interest Rate Trading at Bank of Ireland in Dublin from 1997 to 1998. Prior to that, Mick was Treasurer and EVP at Bank of Ireland’s New York Branch, where he ran the trading and sales operation from 1994 to 1997. In 1992, he became Head of Interest Rate trading at the bank. Mick initially joined the Treasury Division of Bank of Ireland in 1984 where he traded foreign exchange and interest rate markets on a proprietary basis. Mick graduated with a Bachelors Degree in Commerce from University College Galway and holds an ACMA qualification

Tenure Analysis

Category Low Category High Category Average Category Mode
0.08 13.84 5.27 4.81