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 11.62 / +0.69 %
- Total Assets 2.8 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 1.91%
- Turnover —
USD | NAV as of Jul 27, 2024 | 1-Day Return as of Jul 27, 2024, 12:12 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 −10.9
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
United States Treasury Bills | 9.37 | 262.0 Mil | Government |
Japanese Yen Future Sept 24 | 9.35 | 261.4 Mil | Derivative |
Gbp/Usd Jul-24 | 9.05 | 253.1 Mil | Derivative |
Usd/Cad Aug-24 | 8.96 | 250.3 Mil | — |
United States Treasury Bills | 6.96 | 194.7 Mil | Government |
Usd/Chf Aug-24 | 6.70 | 187.3 Mil | — |
United States Treasury Bills | 6.27 | 175.4 Mil | Government |
United States Treasury Bills | 5.74 | 160.5 Mil | Government |
United States Treasury Bills | 5.20 | 145.4 Mil | Government |
Dax Future Sept 24 | 4.80 | 134.1 Mil | — |