ABYIX Performance — Abbey Capital Futures Strategy Fund, Class I
Data updated: 2026-07-28
ABYIX returned +6.79% year to date and +14.87% over one year to May 2026. Annualised returns are +2.51% over 3 years and +3.49% over 5 years. Against its Intermediate Government Bond category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $108, against $112 for the category, and to $115 over one year, against $105. Volatility over the past three years was 7.05% a year. In the 12 months to May 2026 the fund lost a net $247.3M, and assets reached $2.53B.
ABYIX Growth of $100
What $100 invested in Abbey Capital Futures Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Government Bond category average over the same months.
| Period | ABYIX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $115 | $105 |
| 3 years (Jun 2023 – May 2026) | $108 | $112 |
| 5 years (Jun 2021 – May 2026) | $119 | $104 |
| Since data start (Mar 2020 – May 2026) | $138 | $109 |
ABYIX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +6.79% |
| 1 year | +14.87% |
| 3 years (annualised) | +2.51% |
| 5 years (annualised) | +3.49% |
ABYIX Annual Returns
Calendar-year total returns of Abbey Capital Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +6.79% |
| 2025 | +1.61% |
| 2024 | +1.13% |
| 2023 | −3.28% |
| 2022 | +17.13% |
| 2021 | +3.35% |
| 2020 (Mar–Dec) | +7.04% |
ABYIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.1% | +2.8% | −1.4% | +2.2% | 0.0% | — | — | — | — | — | — | — |
| 2025 | +0.7% | −2.1% | −0.5% | −2.2% | −1.5% | 0.0% | −0.1% | +1.4% | +3.2% | +1.5% | +0.4% | +1.0% |
| 2024 | +0.6% | +3.1% | +2.5% | +2.8% | −0.9% | −2.1% | −1.6% | −3.6% | +0.9% | −3.0% | +1.1% | +1.6% |
| 2023 | 0.0% | +1.2% | −4.4% | +1.2% | +0.6% | +1.5% | −0.7% | −0.7% | +3.1% | +0.7% | −4.8% | −0.8% |
| 2022 | +1.4% | +1.5% | +6.0% | +4.9% | −0.1% | +2.9% | −2.6% | +3.7% | +4.7% | −0.5% | −4.3% | −1.1% |
| 2021 | −0.4% | +4.0% | +1.2% | +1.7% | +1.5% | −1.8% | −1.1% | −0.7% | +1.2% | +1.6% | −4.0% | +0.3% |
| 2020 | — | — | +4.3% | 0.0% | −1.1% | −1.1% | +1.4% | +0.1% | −1.8% | −0.6% | +2.4% | +3.3% |
ABYIX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 7.05%
- 3-year Sharpe ratio: -0.28 (vs 4.5% risk-free rate)
- Best month: +3.23% (Sep 2025)
- Worst month: −4.75% (Nov 2023)
ABYIX Fund Flows
Monthly money in and out of Abbey Capital Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$247.3M
- 12-month gross sales (incl. reinvestments): $783.5M
- Sales ÷ redemptions: 0.76×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $54.5M | $26.2M | $28.3M |
| Apr 2026 | $60.8M | $35.2M | $25.7M |
| Mar 2026 | $87.9M | $50.0M | $37.9M |
| Feb 2026 | $63.4M | $47.1M | $16.3M |
| Jan 2026 | $94.4M | $142.8M | −$48.4M |
| Dec 2025 | $77.8M | $117.3M | −$39.5M |
| Nov 2025 | $41.9M | $75.3M | −$33.4M |
| Oct 2025 | $48.3M | $86.0M | −$37.7M |
| Sep 2025 | $47.4M | $57.6M | −$10.2M |
| Aug 2025 | $54.0M | $106.1M | −$52.0M |
| Jul 2025 | $94.0M | $200.3M | −$106.2M |
| Jun 2025 | $59.0M | $87.1M | −$28.1M |
ABYIX Assets Under Management
Net assets of Abbey Capital Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $2.53B |
| 2026-02-28 | $2.42B |
| 2025-11-30 | $2.36B |
| 2025-08-31 | $2.32B |
| 2025-05-31 | $2.48B |
| 2025-02-28 | $2.59B |
| 2024-11-30 | $2.71B |
| 2024-08-31 | $2.71B |
| 2024-05-31 | $2.85B |
| 2024-02-29 | $2.72B |
| 2023-11-30 | $2.61B |
| 2023-08-31 | $2.74B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.