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Abbey Capital Futures Strategy Fund Class A ABYAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ABYAX | Replication |
|---|---|---|
| Annualized growth | 4.0% | 5.7% |
| Annualized volatility | 7.6% | 3.4% |
| Sharpe ratio | 0.55 | 1.65 |
| Maximum drawdown | 14.8% | 4.6% |
| Replication fit (R²) | 0.20 · Tracking error 6.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model ABYAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 49.6% |
| WTMF | Alternatives · Mgt Futures | 43.9% |
| BCI | Alternatives · Commodities | 6.5% |