- ISIN
- US14919E5069
- 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
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Performance
CMPVX Performance Chart
Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) is up 7.9% since the beginning of the year. CMPVX is currently trading at $12 per share.
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Returns By Period
Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund (CMPVX) has returned 7.89% so far this year and 17.33% over the past 12 months.
Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund
- 1D
- 0.92%
- 1M
- 1.78%
- YTD
- 7.89%
- 6M
- 7.60%
- 1Y
- 17.33%
- 3Y*
- 12.83%
- 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%
CMPVX Monthly Returns History
Based on dividend-adjusted daily data since Dec 3, 2021, CMPVX's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +7.1%, while the worst month was Sep 2022 at -7.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CMPVX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.88% | 0.97% | -4.53% | 6.48% | 2.57% | 0.59% | 7.89% | ||||||
| 2025 | 2.33% | -0.28% | -2.94% | 0.29% | 3.90% | 3.47% | 0.64% | 1.62% | 2.04% | 0.87% | 0.26% | 0.24% | 12.97% |
| 2024 | 0.41% | 2.48% | 2.12% | -3.36% | 3.17% | 1.39% | 2.05% | 1.53% | 1.60% | -2.04% | 3.50% | -2.46% | 10.59% |
| 2023 | 6.04% | -2.12% | 1.60% | 0.67% | -0.45% | 3.92% | 2.27% | -1.69% | -3.54% | -2.22% | 7.05% | 4.53% | 16.55% |
| 2022 | -4.00% | -2.34% | 0.21% | -6.33% | 0.44% | -6.07% | 5.76% | -3.11% | -7.22% | 4.08% | 5.23% | -3.22% | -16.34% |
| 2021 | 2.57% | 2.57% |
Benchmark Metrics
Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund has an annualized alpha of -0.27%, beta of 0.60, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since December 03, 2021.
- This fund participated in 74.29% of S&P 500 Index downside but only 60.82% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.60 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
- -0.27%
- Beta
- 0.60
- R²
- 0.91
- Upside Capture
- 60.82%
- Downside Capture
- 74.29%
Expense Ratio
CMPVX has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
CMPVX ranks 55 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 Alpha Plus Fund (CMPVX) 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.
| CMPVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.78 | -0.15 |
| Martin ratioReturn relative to average drawdown | 11.33 | 12.44 | -1.11 |
Dividends
Dividend History
Catholic Responsible Investments Magnus 60/40 Alpha Plus Fund provided a 4.23% 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 | $0.34 | $0.20 | $0.13 | $0.01 |
Dividend yield | 4.23% | 4.57% | 3.32% | 2.04% | 1.58% | 0.07% |
Monthly Dividends
The table displays the monthly dividend distributions for Catholic Responsible Investments Magnus 60/40 Alpha 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 | $0.51 | $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 | $0.34 | $0.34 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
| 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 Alpha 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 Alpha Plus Fund was 21.62%, occurring on Oct 14, 2022. Recovery took 344 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -21.62%Oct 2022 | 9mo 20d | 1y 4mo | 2y 2moDec 2021 - Feb 2024 |
2025 selloff2025 | -10.96%Apr 2025 | 1mo 18d | 1mo 8d | 2mo 26dFeb 2025 - May 2025 |
2026 pullback2026 | -6.52%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2024 pullback2024 | -4.55%Aug 2024 | 19d | 16d | 1mo 5dJul 2024 - Aug 2024 |
2025 pullback2025 | -4.11%Jan 2025 | 1mo 2d | 1mo 5d | 2mo 7dDec 2024 - Feb 2025 |
Drawdown Indicators
| CMPVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.62% | -56.78% | +35.16% |
Max Drawdown (1Y)Largest decline over 1 year | -6.52% | -9.10% | +2.58% |
Max Drawdown (3Y)Largest decline over 3 years | -10.96% | -18.90% | +7.94% |
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 | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -10.71% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 2.03% | -0.52% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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