Skip to Content
Morningstar

Abbey Capital Futures Strategy A ABYAX

Morningstar Medalist Rating
Medalist Rating as of | See Abbey Capital Investment Hub
  • NAV / 1-Day Return 11.95  /  −0.58 %
  • Total Assets 2.9 Bil
  • Adj. Expense Ratio
    2.040%
  • Expense Ratio 2.040%
  • Distribution Fee Level Above Average
  • Share Class Type Front Load
  • Category Systematic Trend
  • Alt Style Correlation / Relative Volatility Negative/Medium
  • Min. Initial Investment 2,500
  • Status Open
  • TTM Yield 0.93%
  • Turnover —

USD | NAV as of Apr 17, 2024 | 1-Day Return as of Apr 17, 2024, 10:14 PM GMT+0

Morningstar’s Analysis ABYAX

Will ABYAX 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 ABYAX’s performance objective and investment process is for both security selection and portfolio construction.

  • People Pillar

    The People Pillar is our evaluation of the ABYAX 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 ABYAX’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

Unlock our full analysis with Morningstar Investor

Portfolio Holdings ABYAX

More ABYAX Holdings
  • Current Portfolio Date
  • Equity Holdings —
  • Bond Holdings —
  • Other Holdings —
  • % Assets in Top 10 Holdings 0.5
Top 10 Holdings
% Portfolio Weight
Market Value USD
Sector

Japanese Yen Future June 24

9.92 280.0 Mil
Derivative

Japanese Govt Bond 10-Yr Jun-24

9.80 276.7 Mil
Government

United States Treasury Bills

7.09 200.1 Mil
Government

United States Treasury Bills

6.78 191.4 Mil
Government

United States Treasury Bills

6.28 177.2 Mil
Government

United States Treasury Bills

6.21 175.4 Mil
Government

United States Treasury Bills

6.10 172.2 Mil
Government

Gold Future June 24

5.87 165.6 Mil
—

Ftse 100 (Uk) Jun-24

5.27 148.9 Mil
—

E-mini S&P 500 Future June 24

5.24 147.8 Mil
—