See what your fund actually adds
Abbey Capital Multi Asset Fund Class A MAFAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MAFAX | Replication |
|---|---|---|
| Annualized growth | 6.2% | 10.0% |
| Annualized volatility | 12.0% | 7.9% |
| Sharpe ratio | 0.56 | 1.25 |
| Maximum drawdown | 17.6% | 10.1% |
| Replication fit (R²) | 0.53 · Tracking error 8.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model MAFAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 58.5% |
| DBEF | Intl · Dev Hedged | 20.0% |
| MTUM | Factor · Momentum | 10.5% |
| BCI | Alternatives · Commodities | 6.2% |
| XLK | Sector · Technology | 4.8% |