CLTAX's Sortino Ratio of 1.99 indicates that for each unit of downside volatility, it generates 1.99 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
CLTAX Sortino Ratio Rank
CLTAX ranks above 30.8% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
CLTAX Sortino Ratio Market Positioning
The chart shows CLTAX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.74 or lower
- Yellow zone (middle 50%): 1.74 to 3.04
- Green zone (top 25%): 3.04 or higher
- Top 1%: 8.94+
- Median: 2.49 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Catalyst/Lyons Tactical Allocation Fund's Sortino Ratio with other mutual funds in the Tactical Allocation category across multiple time periods, showing how CLTAX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SIOAX | SEI Institutional Managed Trust Multi-Asset Income Fund | 4.55 | |||
| PAAIX | PIMCO All Asset Fund | 4.21 | |||
| PASAX | PIMCO All Asset Fund Class A | 4.15 | |||
| ASTIX | Astor Dynamic Allocation Fund | 3.81 | |||
| GTAIX | Donoghue Forlines Tactical Allocation Fund | 3.79 | |||
| HSTRX | Hussman Strategic Total Return Fund | 3.72 | |||
| CRDBX | Potomac Defensive Bull Fund | 3.67 | |||
| QDSNX | AQR Diversifying Strategies Fund Class N | 3.63 | |||
| PAUIX | PIMCO All Asset All Authority Fund | 3.58 | |||
| PBAIX | BlackRock Tactical Opportunities Fund Institutional Class | 3.57 | |||
| CLTAX | Catalyst/Lyons Tactical Allocation Fund | 1.99 |
Historical Sortino Ratio
The chart shows CLTAX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when CLTAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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