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 A ABYAX
- NAV / 1-Day Return 10.95 / −0.64 %
- Total Assets 2.7 Bil
-
Adj. Expense Ratio
- 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 0.97%
- Turnover 0
USD | NAV as of Oct 04, 2024 | 1-Day Return as of Oct 04, 2024, 10:28 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.
People Pillar
Parent Pillar
- Current Portfolio Date
- Equity Holdings —
- Bond Holdings —
- Other Holdings —
- % Assets in Top 10 Holdings 41.3
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
US Treasury Bond Future Dec 24 | 11.22 | 304.0 Mil | Government |
United States Treasury Bills | 8.95 | 242.7 Mil | Government |
Euro OAT Future Sept 24 | 8.58 | 232.5 Mil | Government |
British Pound Future Sept 24 | 7.12 | 192.9 Mil | Derivative |
United States Treasury Bills | 7.00 | 189.7 Mil | Government |
United States Treasury Bills | 6.94 | 188.0 Mil | Government |
London Gilt 10-Yr Dec-24 | 6.91 | 187.2 Mil | Government |
E-mini S&P 500 Future Sept 24 | 6.35 | 172.1 Mil | — |
United States Treasury Bills | 5.84 | 158.3 Mil | Government |
Gbp/Usd Sep-24 | 5.61 | 152.1 Mil | — |