ABYIX: Abbey Capital Futures Strategy Fund - MutualFunds.com

Welcome to MutualFunds.com

Please help us personalize your experience and select the one that best describes you.

Your personalized experience is almost ready.

Join other Individual Investors receiving FREE personalized market updates and research. Join other Institutional Investors receiving FREE personalized market updates and research. Join other Financial Advisors receiving FREE personalized market updates and research.

Thank you!

Check your email and confirm your subscription to complete your personalized experience.

Thank you for your submission

We hope you enjoy your experience

Abbey Capital Futures Strategy I

ABYIX - Snapshot

Vitals

  • YTD Return 4.8%
  • 3 Yr Annualized Return 2.5%
  • 5 Yr Annualized Return 0.0%
  • Net Assets $898 M
  • Holdings in Top 10 97.1%

52 WEEK LOW AND HIGH

$11.40
$10.84
$11.58

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

Compare ABYIX to Popular Managed Futures Funds and ETFs

Overview

Income Profile

Income Risk

Returns Profile

Allocations

Expenses

About

$8.00

0.00%

$2.69 B

3.25%

$0.26

-3.73%

-

$10.24

0.00%

$1.43 B

4.46%

$0.46

9.40%

-

$8.76

+0.11%

$1.13 B

1.78%

$0.16

2.34%

-

$10.65

+0.38%

$1.08 B

2.15%

$0.23

5.76%

-

$11.41

+0.09%

$898.43 M

5.83%

$0.66

4.78%

-

ABYIX - Profile

Distributions

  • YTD Total Return 4.8%
  • 3 Yr Annualized Total Return 2.5%
  • 5 Yr Annualized Total Return 0.0%
  • 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
    77263036
  • 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 the fund investing up to 25% of its total assets in a wholly-owned and controlled subsidiary of the fund. The Fixed Income strategy invests the fund's 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 the fund's 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 4.8% -20.2% 19.7% 19.42%
1 Yr 3.3% -23.0% 18.7% 24.27%
3 Yr 2.5%* -9.1% 6.8% 14.58%
5 Yr 0.0%* -7.5% 6.3% 37.93%
10 Yr N/A* -2.6% 5.5% N/A

* Annualized

Return Ranking - Calendar

Period ABYIX Return Category Return Low Category Return High Rank in Category (%)
2019 0.1% -9.3% 17.5% 41.18%
2018 -6.3% -25.8% 2.2% 42.71%
2017 -0.1% -5.1% 21.0% 73.49%
2016 -3.8% -20.3% 8.1% 46.15%
2015 3.9% -15.9% 14.0% 16.22%

Total Return Ranking - Trailing

Period ABYIX Return Category Return Low Category Return High Rank in Category (%)
YTD 4.8% -20.2% 19.7% 19.42%
1 Yr 3.3% -26.7% 18.7% 19.42%
3 Yr 2.5%* -10.3% 6.6% 12.50%
5 Yr 0.0%* -7.5% 5.1% 35.63%
10 Yr N/A* -2.6% 5.5% N/A

* Annualized

Total Return Ranking - Calendar

Period ABYIX Return Category Return Low Category Return High Rank in Category (%)
2019 0.1% -9.3% 17.5% 41.18%
2018 -6.2% -20.3% 2.5% 42.71%
2017 -0.1% -5.1% 21.0% 78.31%
2016 -3.8% -20.3% 10.8% 55.13%
2015 4.1% -15.9% 22.6% 16.22%

NAV & Total Return History


ABYIX - Holdings

Concentration Analysis

ABYIX Category Low Category High ABYIX % Rank
Net Assets 898 M 2.16 M 2.69 B 17.48%
Number of Holdings 366 3 738 13.59%
Net Assets in Top 10 856 M -1.26 M 8.31 B 16.50%
Weighting of Top 10 97.11% 11.0% 97.1% 5.77%

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
147.69% -1748.87% 1098.49% 25.24%
Other
17.10% -1.76% 117.31% 55.34%
Stocks
12.42% -6.59% 233.16% 47.57%
Preferred Stocks
0.00% 0.00% 0.12% 79.61%
Convertible Bonds
0.00% 0.00% 3.34% 88.35%
Cash
-77.21% -1091.34% 1796.70% 68.93%

Stock Sector Breakdown

Weighting Return Low Return High ABYIX % Rank
Technology
23.58% 0.00% 45.08% 28.00%
Financial Services
13.23% 0.00% 28.13% 54.67%
Consumer Defense
11.92% 0.00% 11.92% 4.00%
Consumer Cyclical
11.83% 0.00% 21.37% 48.00%
Communication Services
10.72% 0.00% 20.12% 32.00%
Healthcare
9.33% 0.00% 20.05% 56.00%
Industrials
8.07% 0.00% 17.73% 60.00%
Basic Materials
4.39% 0.00% 11.87% 66.67%
Energy
3.04% 0.00% 9.45% 54.67%
Utilities
1.95% 0.00% 8.17% 72.00%
Real Estate
1.93% 0.00% 100.00% 69.33%

Stock Geographic Breakdown

Weighting Return Low Return High ABYIX % Rank
US
10.96% -41.23% 233.16% 35.92%
Non US
1.46% -6.88% 44.83% 44.66%

Bond Sector Breakdown

Weighting Return Low Return High ABYIX % Rank
Government
65.00% 0.00% 76.56% 11.65%
Cash & Equivalents
19.43% 1.02% 100.00% 61.17%
Derivative
15.57% 0.00% 61.99% 43.69%
Securitized
0.00% 0.00% 70.06% 85.44%
Corporate
0.00% 0.00% 27.67% 88.35%
Municipal
0.00% 0.00% 3.51% 80.58%

Bond Geographic Breakdown

Weighting Return Low Return High ABYIX % Rank
Non US
88.64% 0.00% 1014.17% 24.27%
US
59.05% -1748.87% 135.30% 26.21%

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% 55.34%
Management Fee 1.77% 0.25% 2.99% 96.12%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.05% 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% 228.00% 21.62%

ABYIX - Distributions

Dividend Yield Analysis

ABYIX Category Low Category High ABYIX % Rank
Dividend Yield 0.00% 0.00% 8.49% 78.64%

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% 2.13% 89.32%

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

6.42

6.4%

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

6.42

6.4%

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
0.25 13.76 5.22 3.59
Continue to site >
Trending ETFs