- ISIN
- US62827L3446
- CUSIP
- 62827L344
- Issuer
- Catalyst Mutual Funds
- Inception Date
- Dec 22, 2011
- Category
- Large Cap Growth Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
CPEAX Performance Chart
Catalyst Dynamic Alpha Fund (CPEAX) is up 26.8% since the beginning of the year. CPEAX is currently trading at $28 per share. Investors who bought $1,000 worth of CPEAX shares 5 years ago would now be looking at an investment worth $1,977.
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Returns By Period
Catalyst Dynamic Alpha Fund (CPEAX) has returned 26.79% so far this year and 41.17% over the past 12 months. Over the last ten years, CPEAX has had an annualized return of 13.26%, just under the S&P 500 Index benchmark’s 13.88%.
Catalyst Dynamic Alpha Fund
- 1D
- 2.21%
- 1M
- 6.72%
- YTD
- 26.79%
- 6M
- 23.91%
- 1Y
- 41.17%
- 3Y*
- 21.51%
- 5Y*
- 14.60%
- 10Y*
- 13.26%
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%
CPEAX Monthly Returns History
Based on dividend-adjusted daily data since Dec 22, 2011, CPEAX's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, an investment would double in approximately 4.8 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +13.5%, while the worst month was Mar 2020 at -11.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CPEAX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.61% | 1.54% | -6.12% | 13.54% | 9.93% | 2.85% | 26.79% | ||||||
| 2025 | 2.65% | -5.93% | -6.71% | 0.10% | 8.48% | 5.06% | 1.27% | 1.84% | 6.52% | 0.46% | -1.61% | -1.45% | 9.98% |
| 2024 | 3.69% | 9.32% | 2.70% | -5.05% | 4.87% | -0.84% | 1.01% | 0.71% | 1.04% | -0.29% | 7.21% | -3.40% | 22.02% |
| 2023 | 2.70% | -1.50% | 0.38% | 0.33% | 0.38% | 8.08% | 2.09% | -3.66% | -5.72% | -4.73% | 8.86% | 6.74% | 13.44% |
| 2022 | -8.43% | 0.71% | 1.81% | -8.19% | 1.45% | -7.68% | 8.09% | -1.43% | -7.97% | 10.89% | 3.64% | -6.41% | -14.87% |
| 2021 | -0.50% | 3.00% | -2.38% | 5.08% | 0.32% | -1.63% | 3.12% | 3.77% | -5.41% | 8.04% | 0.85% | 4.53% | 19.59% |
Benchmark Metrics
Catalyst Dynamic Alpha Fund has an annualized alpha of 0.97%, beta of 1.04, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since December 22, 2011.
- This fund captured 102.04% of S&P 500 Index gains but only 96.78% of its losses - a favorable profile for investors.
- With beta of 1.04 and R2 of 0.80, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.97%
- Beta
- 1.04
- R²
- 0.80
- Upside Capture
- 102.04%
- Downside Capture
- 96.78%
Expense Ratio
CPEAX has a high expense ratio of 1.38%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CPEAX ranks 53 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 Catalyst Dynamic Alpha Fund (CPEAX) 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.
| CPEAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 2.78 | +0.47 |
| Martin ratioReturn relative to average drawdown | 11.90 | 12.44 | -0.54 |
Dividends
Dividend History
Catalyst Dynamic Alpha Fund provided a 12.42% dividend yield over the last twelve months, with an annual payout of $3.45 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.45 | $3.45 | $2.20 | $0.00 | $0.22 | $6.66 | $0.00 | $0.02 | $3.43 | $0.51 | $0.00 | $0.22 |
Dividend yield | 12.42% | 15.75% | 9.57% | 0.00% | 1.21% | 30.88% | 0.00% | 0.12% | 19.37% | 2.32% | 0.00% | 1.36% |
Monthly Dividends
The table displays the monthly dividend distributions for Catalyst Dynamic Alpha 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 | $3.45 | $3.45 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.20 | $2.20 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $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 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.66 | $6.66 |
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 Catalyst Dynamic Alpha 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 Catalyst Dynamic Alpha Fund was 34.39%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.39%Mar 2020 | 1y 5mo | 3mo 15d | 1y 9moOct 2018 - Jul 2020 |
2025 selloff2025 | -26.28%Apr 2025 | 2mo 14d | 4mo 6d | 6mo 20dJan 2025 - Aug 2025 |
Bear market2022 | -22.92%Jun 2022 | 5mo 13d | 1y 7mo | 2y 24dJan 2022 - Jan 2024 |
2016 correction2016 | -19.20%Feb 2016 | 6mo 6d | 5mo 5d | 11mo 11dAug 2015 - Jul 2016 |
2021 correction2021 | -13.14%Mar 2021 | 14d | 5mo 5d | 5mo 19dFeb 2021 - Aug 2021 |
Drawdown Indicators
| CPEAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -56.78% | +22.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -9.10% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -26.28% | -18.90% | -7.38% |
Max Drawdown (5Y)Largest decline over 5 years | -26.28% | -25.43% | -0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -34.39% | -33.92% | -0.47% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -10.71% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.03% | +1.41% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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