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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Catholic Responsible Investments Magnus 60/40 Beta Plus Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) has returned -3.47% so far this year and 10.42% over the past 12 months.
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund
- 1D
- -0.09%
- 1M
- -6.00%
- YTD
- -3.47%
- 6M
- -1.88%
- 1Y
- 10.42%
- 3Y*
- 10.50%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 3, 2021, CMMVX's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, your investment would double in approximately 12.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +6.8%, while the worst month was Sep 2022 at -7.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CMMVX closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +5.4%, while the worst single day was Apr 4, 2025 at -3.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.82% | 0.85% | -6.00% | -3.47% | |||||||||
| 2025 | 2.18% | -0.19% | -3.06% | 0.10% | 3.82% | 3.41% | 0.62% | 1.95% | 2.08% | 1.11% | 0.25% | 0.28% | 13.09% |
| 2024 | 0.52% | 2.57% | 2.10% | -3.14% | 3.55% | 1.47% | 1.93% | 1.80% | 1.77% | -1.92% | 3.63% | -2.21% | 12.44% |
| 2023 | 5.63% | -1.89% | 2.04% | 0.89% | -0.55% | 3.65% | 2.03% | -1.67% | -3.51% | -2.09% | 6.76% | 4.47% | 16.24% |
| 2022 | -4.09% | -2.03% | 0.41% | -5.99% | 0.33% | -5.69% | 5.92% | -3.29% | -7.02% | 3.90% | 5.04% | -3.23% | -15.57% |
| 2021 | 2.78% | 2.78% |
Benchmark Metrics
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund has an annualized alpha of 0.07%, beta of 0.59, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since December 06, 2021.
- This fund participated in 73.66% of S&P 500 Index downside but only 62.17% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.59 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.07%
- Beta
- 0.59
- R²
- 0.92
- Upside Capture
- 62.17%
- Downside Capture
- 73.66%
Expense Ratio
CMMVX has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
CMMVX ranks 49 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) and compare them to a chosen benchmark (S&P 500 Index).
| CMMVX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.90 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.39 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.40 | -0.24 |
Martin ratioReturn relative to average drawdown | 5.44 | 6.61 | -1.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CMMVX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund provided a 3.81% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.42 | $0.42 | $0.32 | $0.22 | $0.15 | $0.01 |
Dividend yield | 3.81% | 3.68% | 3.00% | 2.31% | 1.76% | 0.08% |
Monthly Dividends
The table displays the monthly dividend distributions for Catholic Responsible Investments Magnus 60/40 Beta Plus 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 | $0.00 | $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 | $0.42 | $0.42 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2021 | $0.01 | $0.01 |
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 Catholic Responsible Investments Magnus 60/40 Beta Plus 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 Catholic Responsible Investments Magnus 60/40 Beta Plus Fund was 20.58%, occurring on Oct 14, 2022. Recovery took 339 trading sessions.
The current Catholic Responsible Investments Magnus 60/40 Beta Plus Fund drawdown is 6.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.58% | Jan 5, 2022 | 196 | Oct 14, 2022 | 339 | Feb 22, 2024 | 535 |
| -11.51% | Feb 19, 2025 | 35 | Apr 8, 2025 | 41 | Jun 6, 2025 | 76 |
| -6.31% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -4.77% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -4.02% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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