- ISIN
- US14919E3080
- Inception Date
- Dec 2, 2021
- Category
- Diversified Portfolio
- Min. Investment
- $5,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
CMMVX Performance Chart
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) is up 7.6% since the beginning of the year. CMMVX is currently trading at $12 per share.
Loading charts...
Returns By Period
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund (CMMVX) has returned 7.63% so far this year and 17.71% over the past 12 months.
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund
- 1D
- 0.89%
- 1M
- 1.39%
- YTD
- 7.63%
- 6M
- 7.41%
- 1Y
- 17.71%
- 3Y*
- 13.22%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CMMVX Monthly Returns History
Based on dividend-adjusted daily data since Dec 3, 2021, CMMVX's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.
Historically, 67% of months were positive and 33% 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 50% 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% | -4.31% | 6.44% | 2.49% | 0.40% | 7.63% | ||||||
| 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 0.53%, beta of 0.59, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since December 03, 2021.
- This fund participated in 72.27% of S&P 500 Index downside but only 61.99% 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
- 0.53%
- Beta
- 0.59
- R²
- 0.92
- Upside Capture
- 61.99%
- Downside Capture
- 72.27%
Expense Ratio
CMMVX has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
CMMVX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
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 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.
| CMMVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 2.78 | +0.01 |
| Martin ratioReturn relative to average drawdown | 12.11 | 12.44 | -0.33 |
Dividends
Dividend History
Catholic Responsible Investments Magnus 60/40 Beta Plus Fund provided a 3.42% 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 | 3.42% | 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 | $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.
Loading charts...
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 0.08%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -20.58%Oct 2022 | 9mo 12d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
2025 selloff2025 | -11.51%Apr 2025 | 1mo 18d | 1mo 29d | 3mo 17dFeb 2025 - Jun 2025 |
2026 pullback2026 | -6.31%Mar 2026 | 1mo 2d | 16d | 1mo 18dFeb 2026 - Apr 2026 |
2024 pullback2024 | -4.77%Aug 2024 | 19d | 16d | 1mo 5dJul 2024 - Aug 2024 |
2024 pullback2024 | -4.02%Apr 2024 | 18d | 25d | 1mo 13dApr 2024 - May 2024 |
Drawdown Indicators
| CMMVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.58% | -56.78% | +36.20% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -9.10% | +2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -11.51% | -18.90% | +7.39% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.08% | -1.80% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -10.71% | +5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 2.03% | -0.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with CMMVX
Add Catholic Responsible Investments Magnus 60/40 Beta Plus Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with CMMVX