Abbey Capital Futures Strategy Fund: Platform Profile

Overview

Abbey Capital Futures Strategy Fund is a U.S. open-end mutual fund managed by Abbey Capital Limited.

Its current managed-futures allocation uses multiple trading advisers and is complemented by a fixed-income strategy.

Current structure:

• Registered open end fund: Yes
• Investment adviser: Abbey Capital Limited
• Daily fund liquidity: Yes
• Multi manager managed futures: Yes
• Fixed income strategy: Yes

May fit better for

• investors seeking managed futures through a mutual fund;
• investors who want daily fund liquidity;
• investors who prefer no CTA performance fee;
• investors seeking multi-manager exposure;
• retirement or brokerage accounts able to hold the fund;
• users who prefer prospectus-based fee disclosure.

May fit less well for

• investors seeking the lowest-cost liquid alternative;
• Class A buyers unable to avoid the sales load;
• users who want direct CTA managed accounts;
• investors who want no derivative leverage;
• users who assume multi-manager diversification prevents drawdowns;
• investors who require all expenses to be captured in one permanent net ratio.

The current share-class minimums differ materially

Current Abbey page as of September 3, 2026:

• Class i:
• Ticker: ABYIX
• Minimum initial: $1,000,000
• Additional investment: $1,000
• Class a:
• Ticker: ABYAX
• Minimum initial: $2,500
• Additional investment: $100
• Class c:
• Ticker: ABYCX
• Minimum initial: $2,500
• Additional investment: $100

Net operating expenses are currently 1.79%, 2.04%, and 2.79%

Current first-party fee table:

• Class i:
• Gross expense: 1.85%
• Net expense: 1.79%
• Class a:
• Gross expense: 2.10%
• Net expense: 2.04%
• Class c:
• Gross expense: 2.85%
• Net expense: 2.79%

Current contractual limitation:

• Fee waiver end: 2026-12-31

Management-fee line is 1.77%

Current first-party table:

• Management fee: 1.77%

This management-fee line includes advisory fees paid to Abbey Capital and one or more trading advisers.

The total fund operating expense is higher because it can also include:

• 12b-1 fees;
• other operating expenses;
• excluded items not subject to the contractual cap.

There are no performance fees at the fund or subsidiaries

Current first-party disclosure:

• Performance fee to Abbey: No
• Performance fee to trading advisers at fund or subsidiaries: No

This is an important distinction from direct private CTA programs.

Sales loads are class-specific

Current first-party table:

• Class i front end load: 0%
• Class a max front end load: 5.75%
• Class c front end load: 0%
• Class c CDSC: 1% on specified redemptions within 12 months

Certain Class A purchases at $1M+ where the initial load is waived can carry the disclosed 1% CDSC if redeemed under the applicable 12-month condition.

The fund uses multi-manager managed futures

Current Abbey structure uses multiple trading advisers.

The adviser can hire, replace and reallocate among trading advisers subject to the fund's governance structure.

Fixed income is part of the fund architecture

The fund combines:

• managed futures;
• investment-grade fixed income.

This means its return stream is not simply the average of underlying CTA program returns.

Current fund assets exceed $2B

Current 2026 fund reports show fund net assets above $2.4B during 2026.

Assessment

Abbey Capital Futures Strategy Fund gives investors a daily-liquid way to access a multi-manager managed-futures allocation without a CTA-style performance fee.

The cost is still substantial.

Current net operating expenses range from:

1.79% to 2.79%

depending on share class, before excluded items that can sit outside the contractual expense cap.

Class A can also carry a front-end load.

The fund is therefore more accessible than a $10M+ CTA SMA, but not necessarily inexpensive.