Catalyst Systematic Alpha Class I (ATRFX)
The investment aims for long-term capital growth. The fund's goal is to outperform the BNP Paribas Catalyst Systematic Alpha Index (the "Benchmark") after considering fees and expenses. It achieves this by investing in securities linked to the Benchmark and actively managing an equity portfolio.
Fund Info
US62827M4179
62827M417
Jul 31, 2014
$2,500
Expense Ratio
ATRFX has a high expense ratio of 1.77%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Catalyst Systematic Alpha Class I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Catalyst Systematic Alpha Class I had a return of -4.20% year-to-date (YTD) and -3.94% in the last 12 months. Over the past 10 years, Catalyst Systematic Alpha Class I had an annualized return of 5.83%, while the S&P 500 had an annualized return of 11.06%, indicating that Catalyst Systematic Alpha Class I did not perform as well as the benchmark.
ATRFX
-4.20%
-2.08%
-12.24%
-3.94%
10.74%
5.83%
^GSPC (Benchmark)
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
Monthly Returns
The table below presents the monthly returns of ATRFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.08% | 2.47% | 6.47% | -1.81% | 0.27% | 1.12% | -0.08% | -7.95% | -0.61% | -4.46% | 1.78% | -4.20% | |
| 2023 | 9.33% | -0.09% | 0.15% | 3.21% | 4.51% | 6.05% | -0.80% | -1.68% | -2.38% | -3.21% | 7.67% | 0.34% | 24.60% |
| 2022 | -9.32% | 1.30% | 6.01% | -4.46% | -2.04% | -0.89% | -1.60% | 1.63% | -3.51% | 5.92% | 5.98% | -2.20% | -4.33% |
| 2021 | 1.73% | 2.86% | 0.93% | 5.41% | 1.74% | 2.09% | 6.53% | 3.68% | -4.90% | 3.46% | -1.98% | 2.04% | 25.70% |
| 2020 | 5.12% | -5.84% | -8.38% | 5.30% | 1.29% | -1.27% | 6.75% | 1.61% | 2.07% | -3.87% | 6.45% | 6.59% | 15.32% |
| 2019 | 3.98% | 3.61% | 4.46% | 4.51% | -4.39% | 5.54% | 4.69% | -1.92% | -0.98% | 1.65% | 6.16% | 0.98% | 31.47% |
| 2018 | 2.68% | -8.95% | -1.88% | 0.56% | 0.89% | -1.77% | 2.03% | 3.10% | -3.54% | -9.46% | -1.97% | -2.43% | -19.65% |
| 2017 | 1.16% | -1.35% | 0.21% | -0.11% | 0.00% | -0.95% | -0.00% | 0.74% | -0.32% | 0.95% | -0.31% | 2.00% | 2.00% |
| 2016 | -0.81% | -0.82% | 0.52% | -1.03% | 0.94% | 1.34% | 1.12% | -0.10% | 0.10% | -1.91% | -1.03% | -0.66% | -2.38% |
| 2015 | -0.21% | 1.95% | -0.91% | 2.24% | 1.39% | -5.49% | 6.12% | -3.81% | -1.12% | 1.34% | 1.62% | -1.27% | 1.36% |
| 2014 | 4.20% | -3.26% | -1.19% | 0.30% | -1.72% | -1.81% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ATRFX is 5, meaning it’s performing worse than 95% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Catalyst Systematic Alpha Class I provided a 3.73% dividend yield over the last twelve months, with an annual payout of $0.43 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.43 | $0.23 | $0.50 | $0.60 | $1.94 | $0.30 | $0.11 | $0.00 | $0.09 | $0.07 | $0.06 |
Dividend yield | 3.73% | 1.87% | 4.98% | 5.43% | 20.92% | 3.04% | 1.38% | 0.00% | 0.91% | 0.74% | 0.59% |
Monthly Dividends
The table displays the monthly dividend distributions for Catalyst Systematic Alpha Class I. 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.02 | $0.02 | $0.20 | $0.02 | $0.02 | $0.02 | $0.00 | $0.39 |
| 2023 | $0.00 | $0.00 | $0.02 | $0.01 | $0.01 | $0.02 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.23 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.50 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $0.60 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.94 | $1.94 |
| 2019 | $0.05 | $0.03 | $0.05 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.30 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 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 | $0.00 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.07 |
| 2014 | $0.06 | $0.06 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Catalyst Systematic Alpha Class I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Catalyst Systematic Alpha Class I was 25.02%, occurring on Dec 27, 2018. Recovery took 245 trading sessions.
The current Catalyst Systematic Alpha Class I drawdown is 17.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.02% | Jan 26, 2018 | 232 | Dec 27, 2018 | 245 | Dec 17, 2019 | 477 |
| -21.72% | Feb 24, 2020 | 23 | Mar 25, 2020 | 180 | Dec 9, 2020 | 203 |
| -19.04% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -16.96% | Nov 9, 2021 | 225 | Sep 30, 2022 | 84 | Feb 1, 2023 | 309 |
| -9.92% | Jul 5, 2023 | 81 | Oct 26, 2023 | 53 | Jan 12, 2024 | 134 |
Volatility
Volatility Chart
The current Catalyst Systematic Alpha Class I volatility is 4.24%, 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.