Catalyst Income and Multi-Strategy Fund (ACXAX)
Under normal market conditions, the fund invests primarily in income producing securities with a focus on agency and non-agency commercial and residential mortgage-backed securities (“MBS”), corporate bonds, convertible securities, and mortgage real estate investment trusts (“REITs”). From these investments, the fund seeks to deliver monthly dividends. It may invest in fixed income securities that have fixed or floating interest rates.
Fund Info
| ISIN | US62827P8656 |
|---|---|
| CUSIP | 62827P865 |
| Issuer | Catalyst Mutual Funds |
| Inception Date | Aug 12, 2015 |
| Category | Macro Trading |
| Minimum Investment | $2,500 |
| Asset Class | Multi-Asset |
Expense Ratio
The Catalyst Income and Multi-Strategy Fund has a high expense ratio of 2.25%, indicating higher-than-average management fees.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Catalyst Income and Multi-Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Catalyst Income and Multi-Strategy Fund had a return of -4.09% year-to-date (YTD) and -7.34% in the last 12 months. Over the past 10 years, Catalyst Income and Multi-Strategy Fund had an annualized return of 1.85%, while the S&P 500 had an annualized return of 9.57%, indicating that Catalyst Income and Multi-Strategy Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 1.61% | 0.33% |
| 6 months | 0.64% | 11.48% |
| Year-To-Date | -4.09% | 14.66% |
| 1 year | -7.34% | 16.16% |
| 5 years (annualized) | 4.22% | 8.51% |
| 10 years (annualized) | 1.85% | 9.57% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -3.60% | -4.84% | 1.82% | -0.51% | 3.25% | -0.57% | -4.84% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Catalyst Income and Multi-Strategy Fund (ACXAX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ACXAX Catalyst Income and Multi-Strategy Fund | -0.74 | ||||
^GSPC S&P 500 | 0.74 |
Dividend History
Catalyst Income and Multi-Strategy Fund granted a 7.55% dividend yield in the last twelve months. The annual payout for that period amounted to $0.92 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.92 | $0.67 | $3.51 | $0.24 | $0.52 | $0.00 | $0.00 | $0.02 |
Dividend yield | 7.55% | 5.25% | 26.26% | 2.28% | 5.23% | 0.00% | 0.00% | 0.21% |
Monthly Dividends
The table displays the monthly dividend distributions for Catalyst Income and Multi-Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.04 | ||||
| 2022 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.61 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.51 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2016 | $0.02 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Catalyst Income and Multi-Strategy Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Catalyst Income and Multi-Strategy Fund is 16.69%, recorded on Apr 16, 2020. It took 242 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.69% | Feb 12, 2016 | 1051 | Apr 16, 2020 | 242 | Apr 1, 2021 | 1293 |
| -15.21% | Mar 30, 2022 | 353 | Aug 24, 2023 | — | — | — |
| -6.72% | Jun 9, 2021 | 132 | Dec 14, 2021 | 1 | Dec 15, 2021 | 133 |
| -5.72% | Dec 16, 2021 | 26 | Jan 24, 2022 | 11 | Feb 8, 2022 | 37 |
| -5.07% | Aug 19, 2015 | 58 | Nov 9, 2015 | 46 | Jan 15, 2016 | 104 |
Volatility Chart
The current Catalyst Income and Multi-Strategy Fund volatility is 1.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.