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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Catholic Responsible Investments Magnus 45/55 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 45/55 Fund (CMNVX) has returned -2.59% so far this year and 8.73% over the past 12 months.
Catholic Responsible Investments Magnus 45/55 Fund
- 1D
- 0.10%
- 1M
- -4.89%
- YTD
- -2.59%
- 6M
- -1.23%
- 1Y
- 8.73%
- 3Y*
- 8.72%
- 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, CMNVX's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, your investment would double in approximately 16.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +5.9%, while the worst month was Sep 2022 at -6.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, CMNVX closed higher 48% of trading days. The best single day was Apr 9, 2025 with a return of +3.6%, while the worst single day was Apr 4, 2025 at -2.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.39% | 1.01% | -4.89% | -2.59% | |||||||||
| 2025 | 1.77% | 0.19% | -2.22% | 0.30% | 2.76% | 2.88% | 0.47% | 1.58% | 1.74% | 0.81% | 0.36% | 0.23% | 11.29% |
| 2024 | 0.42% | 1.78% | 1.75% | -2.83% | 2.91% | 1.21% | 1.99% | 1.56% | 1.54% | -1.80% | 2.80% | -1.93% | 9.60% |
| 2023 | 4.87% | -1.88% | 1.80% | 0.66% | -0.55% | 2.65% | 1.62% | -1.27% | -3.01% | -1.77% | 5.86% | 4.03% | 13.32% |
| 2022 | -3.34% | -1.83% | -0.21% | -5.08% | 0.33% | -4.47% | 4.45% | -2.73% | -5.95% | 2.51% | 4.31% | -2.27% | -13.99% |
| 2021 | 1.88% | 1.88% |
Benchmark Metrics
Catholic Responsible Investments Magnus 45/55 Fund has an annualized alpha of 0.11%, beta of 0.44, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 06, 2021.
- This fund participated in 61.76% of S&P 500 Index downside but only 48.42% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.44 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
- 0.11%
- Beta
- 0.44
- R²
- 0.86
- Upside Capture
- 48.42%
- Downside Capture
- 61.76%
Expense Ratio
CMNVX has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
CMNVX ranks 58 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 45/55 Fund (CMNVX) and compare them to a chosen benchmark (S&P 500 Index).
| CMNVX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.90 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.39 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.40 | -0.03 |
Martin ratioReturn relative to average drawdown | 5.97 | 6.61 | -0.64 |
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 CMNVX 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 45/55 Fund provided a 4.82% dividend yield over the last twelve months, with an annual payout of $0.51 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.51 | $0.51 | $0.30 | $0.24 | $0.14 | $0.01 |
Dividend yield | 4.82% | 4.70% | 2.92% | 2.51% | 1.57% | 0.08% |
Monthly Dividends
The table displays the monthly dividend distributions for Catholic Responsible Investments Magnus 45/55 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 | $0.51 | $0.51 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 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 45/55 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 45/55 Fund was 18.25%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.
The current Catholic Responsible Investments Magnus 45/55 Fund drawdown is 5.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.25% | Dec 28, 2021 | 202 | Oct 14, 2022 | 349 | Mar 7, 2024 | 551 |
| -8.14% | Feb 20, 2025 | 34 | Apr 8, 2025 | 28 | May 19, 2025 | 62 |
| -5.15% | Feb 27, 2026 | 21 | Mar 27, 2026 | — | — | — |
| -3.43% | Dec 9, 2024 | 23 | Jan 13, 2025 | 23 | Feb 14, 2025 | 46 |
| -3.33% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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