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ISIN
US62827L1879
CUSIP
62827L187
Inception Date
Dec 30, 2013
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

CLPAX Performance Chart

Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) is up 16.6% since the beginning of the year. CLPAX is currently trading at $16 per share. Investors who bought $1,000 worth of CLPAX shares 5 years ago would now be looking at an investment worth $1,562.


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S&P 500 Index

Returns By Period

Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) has returned 16.56% so far this year and 28.56% over the past 12 months.


Catalyst Nasdaq-100 Hedged Equity Fund

1D
-0.44%
1M
4.67%
YTD
16.56%
6M
11.98%
1Y
28.56%
3Y*
17.45%
5Y*
9.33%
10Y*
7.94%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLPAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2014, CLPAX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +13.4%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CLPAX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +7.5%, while the worst single day was Mar 12, 2020 at -7.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.04%-2.35%-4.74%13.35%9.41%0.00%16.56%
20252.75%-3.43%-8.10%3.27%7.39%4.69%1.08%-0.64%5.32%5.74%-1.16%-4.05%12.32%
20240.09%3.32%-0.82%-3.74%3.54%4.75%-1.27%1.29%1.51%-0.71%2.69%0.54%11.42%
20235.68%0.66%8.39%-1.61%7.05%5.06%1.54%-1.16%-3.89%-1.32%7.25%4.36%35.92%
2022-6.36%-2.60%2.41%-10.67%-4.23%-5.70%5.21%-3.27%-5.22%0.76%3.11%-8.01%-30.54%
20211.77%-3.30%-0.81%3.63%-1.66%4.54%3.57%2.88%-4.55%5.10%1.91%-0.14%13.11%

Benchmark Metrics

Catalyst Nasdaq-100 Hedged Equity Fund has an annualized alpha of 1.62%, beta of 0.99, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 06, 2014.

  • This fund participated in 167.53% of S&P 500 Index downside but only 126.34% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.99 and R2 of 0.74, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.62%
Beta
0.99
0.74
Upside Capture
126.34%
Downside Capture
167.53%

Expense Ratio

CLPAX has a high expense ratio of 1.74%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CLPAX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


CLPAX Risk / Return Rank: 4141
Overall Rank
CLPAX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CLPAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
CLPAX Omega Ratio Rank: 4545
Omega Ratio Rank
CLPAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
CLPAX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and compare them to S&P 500 Index.


CLPAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.17

Martin ratioReturn relative to average drawdown

6.07

Dividends

Dividend History

Catalyst Nasdaq-100 Hedged Equity Fund provided a 7.81% dividend yield over the last twelve months, with an annual payout of $1.23 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.23$1.23$0.00$0.00$0.23$0.04$0.05$0.58$0.03$0.00$0.00$1.56

Dividend yield

7.81%9.10%0.00%0.00%2.68%0.32%0.49%5.41%0.30%0.02%0.00%17.26%

Monthly Dividends

The table displays the monthly dividend distributions for Catalyst Nasdaq-100 Hedged Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.23$1.23
2024$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
2023$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04

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 Nasdaq-100 Hedged Equity 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 Nasdaq-100 Hedged Equity Fund was 32.47%, occurring on Jan 5, 2023. Recovery took 363 trading sessions.

The current Catalyst Nasdaq-100 Hedged Equity Fund drawdown is 0.95%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-32.47%Jan 2023
1y 1mo1y 5mo
2y 6moNov 2021 - Jun 2024
COVID crash2020
-28.97%Mar 2020
1mo 2d8mo 13d
9mo 15dFeb 2020 - Dec 2020
2016 bear market2016
-26.11%Feb 2016
10mo 25d3y 2mo
4y 21dMar 2015 - Apr 2019
2025 selloff2025
-18.37%Apr 2025
1mo 13d2mo 27d
4mo 10dFeb 2025 - Jun 2025
2026 correction2026
-12.87%Mar 2026
5mo 1d25d
5mo 26dOct 2025 - Apr 2026

Drawdown Indicators


CLPAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.47%

-9.10%

-23.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

Max Drawdown (5Y)

Largest decline over 5 years

-32.47%

Max Drawdown (10Y)

Largest decline over 10 years

-32.47%

Current Drawdown

Current decline from peak

-0.95%

-2.97%

+2.02%

Average Drawdown

Average peak-to-trough decline

-8.08%

-1.13%

-6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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