- ISIN
- US14919E1001
- 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
- Growth
Share Price Chart
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Performance
CMNVX Performance Chart
Catholic Responsible Investments Magnus 45/55 Fund (CMNVX) is up 5.9% since the beginning of the year. CMNVX is currently trading at $11 per share.
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Returns By Period
Catholic Responsible Investments Magnus 45/55 Fund (CMNVX) has returned 5.93% so far this year and 14.07% over the past 12 months.
Catholic Responsible Investments Magnus 45/55 Fund
- 1D
- 0.70%
- 1M
- 1.33%
- YTD
- 5.93%
- 6M
- 5.82%
- 1Y
- 14.07%
- 3Y*
- 10.87%
- 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%
CMNVX Monthly Returns History
Based on dividend-adjusted daily data since Dec 3, 2021, CMNVX's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.
Historically, 67% of months were positive and 33% 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 49% 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% | -3.62% | 4.88% | 1.97% | 0.35% | 5.93% | ||||||
| 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 0.49%, beta of 0.44, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 03, 2021.
- This fund participated in 60.57% of S&P 500 Index downside but only 48.00% 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
- 0.49%
- Beta
- 0.44
- R²
- 0.86
- Upside Capture
- 48.00%
- Downside Capture
- 60.57%
Expense Ratio
CMNVX has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
CMNVX 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 45/55 Fund (CMNVX) 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.
| CMNVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.78 | -0.05 |
| Martin ratioReturn relative to average drawdown | 11.85 | 12.44 | -0.59 |
Dividends
Dividend History
Catholic Responsible Investments Magnus 45/55 Fund provided a 4.44% 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 | 4.44% | 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 | $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 0.09%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -18.25%Oct 2022 | 9mo 20d | 1y 4mo | 2y 2moDec 2021 - Mar 2024 |
2025 selloff2025 | -8.14%Apr 2025 | 1mo 17d | 1mo 11d | 2mo 28dFeb 2025 - May 2025 |
2026 pullback2026 | -5.15%Mar 2026 | 28d | 24d | 1mo 22dFeb 2026 - Apr 2026 |
2025 pullback2025 | -3.43%Jan 2025 | 1mo 5d | 1mo 2d | 2mo 7dDec 2024 - Feb 2025 |
2024 pullback2024 | -3.33%Apr 2024 | 18d | 26d | 1mo 14dApr 2024 - May 2024 |
Drawdown Indicators
| CMNVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.25% | -56.78% | +38.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.15% | -9.10% | +3.95% |
Max Drawdown (3Y)Largest decline over 3 years | -8.14% | -18.90% | +10.76% |
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 | -0.09% | -1.80% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -10.71% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 2.03% | -0.85% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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