- ISIN
- US62827M8881
- CUSIP
- 62827M888
- Issuer
- Catalyst Mutual Funds
- Inception Date
- Dec 30, 2012
- Category
- Bank Loan
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
CFRIX Performance Chart
Catalyst/CIFC Floating Rate Income Fund (CFRIX) is up 1.0% since the beginning of the year. CFRIX is currently trading at $9 per share. Investors who bought $1,000 worth of CFRIX shares 5 years ago would now be looking at an investment worth $1,259.
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Returns By Period
Catalyst/CIFC Floating Rate Income Fund (CFRIX) has returned 0.95% so far this year and 3.66% over the past 12 months. Over the last ten years, CFRIX has returned 5.09% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Catalyst/CIFC Floating Rate Income Fund
- 1D
- 0.00%
- 1M
- 0.11%
- 6M
- 1.32%
- YTD
- 0.95%
- 1Y
- 3.66%
- 3Y*
- 6.54%
- 5Y*
- 4.72%
- 10Y*
- 5.09%
- ALL TIME*
- 4.44%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
CFRIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2013, CFRIX's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.
Historically, 72% of months were positive and 28% were negative. The best month was Apr 2020 with a return of +4.1%, while the worst month was Mar 2020 at -10.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.
On a daily basis, CFRIX closed higher 31% of trading days. The best single day was Mar 26, 2020 with a return of +3.4%, while the worst single day was Mar 18, 2020 at -3.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.37% | -1.40% | 0.76% | 1.21% | 0.75% | -0.20% | 0.22% | 0.95% | |||||
| 2025 | 0.68% | 0.12% | -0.37% | 0.11% | 1.61% | 0.74% | 0.83% | 0.55% | 0.18% | 0.36% | 0.52% | 0.82% | 6.30% |
| 2024 | 0.66% | 0.91% | 0.88% | 0.65% | 0.45% | 0.24% | 0.79% | -0.09% | 0.60% | 0.92% | 1.07% | 0.61% | 7.98% |
| 2023 | 2.87% | 0.43% | 0.18% | 0.91% | -0.42% | 1.48% | 1.37% | 1.33% | 0.69% | -0.11% | 1.60% | 0.78% | 11.65% |
| 2022 | 0.01% | -0.55% | -0.10% | 0.10% | -2.80% | -2.61% | 1.12% | 1.85% | -3.38% | 0.69% | 1.49% | 0.42% | -3.87% |
| 2021 | 0.54% | 0.22% | -0.06% | 0.50% | 0.47% | 0.29% | -0.14% | 0.48% | 0.34% | -0.08% | -0.23% | 0.75% | 3.12% |
Benchmark Metrics
Catalyst/CIFC Floating Rate Income Fund has an annualized alpha of 3.52%, beta of 0.07, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (20.33%) than losses (15.54%) - typical of diversified or defensive assets.
- Beta of 0.07 may look defensive, but with R2 of 0.12 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 0.12 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.
- Alpha
- 3.52%
- Beta
- 0.07
- R²
- 0.12
- Upside Capture
- 20.33%
- Downside Capture
- 15.54%
Expense Ratio
CFRIX has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CFRIX ranks 67 for risk / return — above 67% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Catalyst/CIFC Floating Rate Income Fund (CFRIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CFRIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.25 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.00 | -0.09 |
| Martin ratioReturn relative to average drawdown | 6.62 | 8.49 | -1.87 |
Dividends
Dividend History
Catalyst/CIFC Floating Rate Income Fund provided a 6.06% dividend yield over the last twelve months, with an annual payout of $0.55 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.55 | $0.63 | $0.68 | $0.66 | $0.34 | $0.23 | $0.39 | $0.53 | $0.39 | $0.43 | $0.53 | $0.57 |
Dividend yield | 6.06% | 6.86% | 7.32% | 7.13% | 3.79% | 2.44% | 4.06% | 5.50% | 4.26% | 4.50% | 5.69% | 6.27% |
Monthly Dividends
The table displays the monthly dividend distributions for Catalyst/CIFC Floating Rate Income 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.05 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.00 | $0.28 | |||||
| 2025 | $0.05 | $0.05 | $0.06 | $0.05 | $0.05 | $0.06 | $0.06 | $0.05 | $0.06 | $0.05 | $0.05 | $0.05 | $0.63 |
| 2024 | $0.07 | $0.06 | $0.06 | $0.07 | $0.00 | $0.06 | $0.07 | $0.00 | $0.07 | $0.07 | $0.06 | $0.09 | $0.68 |
| 2023 | $0.07 | $0.06 | $0.07 | $0.06 | $0.07 | $0.00 | $0.06 | $0.07 | $0.06 | $0.07 | $0.07 | $0.00 | $0.66 |
| 2022 | $0.00 | $0.03 | $0.03 | $0.03 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.05 | $0.05 | $0.07 | $0.34 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.00 | $0.00 | $0.03 | $0.03 | $0.23 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Catalyst/CIFC Floating Rate Income Fund. 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/CIFC Floating Rate Income Fund was 19.18%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.
The current Catalyst/CIFC Floating Rate Income Fund drawdown is 0.22%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-19.18%Mar 2020 | 1mo 17d | 5mo 26d | 7mo 13dFeb 2020 - Sep 2020 | COVID crash2020 |
-13.21%Mar 2016 | 9mo 3d | 9mo 16d | 1y 6moJun 2015 - Dec 2016 | — |
-6.62%Oct 2022 | 9mo 4d | 6mo 5d | 1y 3moJan 2022 - Apr 2023 | Bear market2022 |
-4.06%Dec 2014 | 4mo 20d | 4mo 5d | 8mo 25dJul 2014 - Apr 2015 | — |
-3.51%Dec 2018 | 2mo 5d | 1mo 26d | 4mo 1dOct 2018 - Feb 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| CFRIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.18% | -56.78% | +37.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.19% | -9.10% | +6.91% |
Max Drawdown (3Y)Largest decline over 3 years | -2.55% | -18.90% | +16.35% |
Max Drawdown (5Y)Largest decline over 5 years | -6.62% | -25.43% | +18.81% |
Max Drawdown (10Y)Largest decline over 10 years | -19.18% | -33.92% | +14.74% |
Current DrawdownCurrent decline from peak | -0.22% | -1.58% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -10.70% | +9.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 2.14% | -1.51% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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