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 C ABYCX
- NAV / 1-Day Return 11.25 / +0.09 %
- Total Assets 2.8 Bil
-
Adj. Expense Ratio
- Expense Ratio 2.790%
- Distribution Fee Level Above Average
- Share Class Type Level Load
- Category Systematic Trend
- Alt Style Correlation / Relative Volatility Negative/Medium
- Min. Initial Investment 2,500
- Status Open
- TTM Yield 0.88%
- Turnover —
USD | NAV as of Mar 29, 2024 | 1-Day Return as of Mar 29, 2024, 12:10 AM GMT+0
Morningstar’s Analysis ABYCX
Will ABYCX 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 33.9
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
Japanese Govt Bond 10-Yr Mar-24 | 11.27 | 306.5 Mil | Government |
E-mini S&P 500 Future Mar 24 | 7.45 | 202.6 Mil | — |
United States Treasury Bills | 7.32 | 199.2 Mil | Government |
United States Treasury Bills | 7.29 | 198.3 Mil | Government |
Japanese Yen Future Mar 24 | 6.75 | 183.6 Mil | Derivative |
United States Treasury Bills | 6.49 | 176.4 Mil | Government |
United States Treasury Bills | 6.30 | 171.4 Mil | Government |
Dax Future Mar 24 | 6.00 | 163.2 Mil | — |
British Pound Mar24 | 5.96 | 162.1 Mil | Derivative |
Usd/Chf Apr-24 | 5.58 | 151.8 Mil | Derivative |