Abbey Capital Futures Strategy offers investors a thoughtfully curated basket of high-quality subadvisors that operate within a robust risk-aware framework.
Abbey Capital Futures Strategy I ABYIX
- NAV / 1-Day Return 12.00 / −0.41 %
- Total Assets 2.9 Bil
-
Adj. Expense Ratio
- 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 1.90%
- Turnover —
USD | NAV as of Apr 23, 2024 | 1-Day Return as of Apr 23, 2024, 12:27 AM GMT+0
Morningstar’s Analysis ABYIX
Will ABYIX outperform in future?
Get our overall rating based on a fundamental assessment of the pillars below.
People Pillar
Parent Pillar
- 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 | — |