Catalyst Systematic Alpha Class I (ATRFX)

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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.

Catalyst Systematic Alpha Class I (ATRFX) has returned -17.98% so far this year and -6.37% over the past 12 months. Over the last ten years, ATRFX has returned 3.86% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Aug 1, 2014, ATRFX's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, your investment would double in approximately 17.0 years.

Historically, 55% of months were positive and 45% were negative. The best month was Jan 2023 with a return of +9.3%, while the worst month was Mar 2026 at -17.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ATRFX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +6.4%, while the worst single day was Aug 5, 2024 at -9.2%.

Catalyst Systematic Alpha Class I has an annualized alpha of 1.48%, beta of 0.23, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since August 04, 2014.

• This fund participated in 77.97% of S&P 500 Index downside but only 51.73% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.23 may look defensive, but with R² of 0.08 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R² of 0.08 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

ATRFX has a high expense ratio of 1.77%, indicating above-average management fees.

ATRFX ranks 2 for risk / return — in the bottom 2% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below present risk-adjusted performance metrics for Catalyst Systematic Alpha Class I (ATRFX) and compare them to a chosen benchmark (S&P 500 Index).

Catalyst Systematic Alpha Class I provided a 0.80% dividend yield over the last twelve months, with an annual payout of $0.07 per share.

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.

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.

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 35.17%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Catalyst Systematic Alpha Class I drawdown is 30.04%.

The chart below shows the rolling one-month volatility.