Catalyst/Millburn Dynamic Commodity Strategy Fund (DCXIX)
The mutual fund description states that it invests in a portfolio with exposures to futures, options on futures, and common stocks. Up to 60% of its assets are allocated to both the Futures Component and the Equity Component.
Fund Info
Sep 29, 2015
$2,500
Large-Cap
Blend
Expense Ratio
DCXIX has a high expense ratio of 1.99%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Catalyst/Millburn Dynamic Commodity Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Catalyst/Millburn Dynamic Commodity Strategy Fund had a return of 2.58% year-to-date (YTD) and 5.84% in the last 12 months.
DCXIX
2.58%
-0.33%
-3.49%
5.84%
-0.04%
N/A
^GSPC (Benchmark)
-0.66%
-3.44%
3.10%
22.14%
12.04%
11.24%
Monthly Returns
The table below presents the monthly returns of DCXIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.11% | 1.51% | 4.90% | -0.30% | 1.32% | -2.41% | -0.62% | -2.07% | 3.92% | -1.94% | 1.66% | -4.10% | 1.39% |
| 2023 | 3.51% | -6.58% | 2.38% | -2.23% | -5.07% | 1.96% | 4.71% | -1.12% | 0.31% | -7.00% | 1.88% | 0.65% | -7.21% |
| 2022 | 6.53% | 9.79% | 17.92% | 0.71% | 1.90% | -11.50% | 5.37% | -2.07% | -11.54% | 3.41% | 4.12% | -3.89% | 18.31% |
| 2021 | -1.66% | -1.89% | -0.51% | -0.71% | -0.10% | -1.23% | 2.60% | -2.23% | 3.22% | 7.24% | -10.68% | 7.66% | 0.39% |
| 2020 | 3.94% | -0.34% | -4.14% | -6.70% | 3.02% | 0.18% | -1.74% | 0.19% | -0.56% | 0.37% | -2.80% | -2.01% | -10.51% |
| 2019 | 1.09% | -1.53% | -0.91% | -3.69% | 4.69% | -0.00% | 1.10% | 0.45% | 1.44% | 0.89% | 0.35% | 0.09% | 3.82% |
| 2018 | -1.08% | 3.20% | 1.06% | -1.14% | 1.15% | -5.43% | -0.37% | -2.98% | -1.34% | 4.96% | -1.85% | 4.80% | 0.45% |
| 2017 | 3.67% | 2.33% | -0.36% | -0.09% | 0.46% | 0.37% | -0.18% | 0.64% | -0.09% | -0.09% | 0.09% | 1.81% | 8.80% |
| 2016 | -2.92% | -0.73% | 5.53% | 1.58% | 4.19% | 2.06% | -0.00% | 0.73% | 1.45% | 0.09% | -4.92% | -1.52% | 5.22% |
| 2015 | 0.50% | -1.09% | 0.00% | -0.60% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DCXIX is 37, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Catalyst/Millburn Dynamic Commodity Strategy Fund (DCXIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Catalyst/Millburn Dynamic Commodity Strategy Fund provided a 5.59% dividend yield over the last twelve months, with an annual payout of $0.51 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.51 | $0.51 | $0.00 | $2.18 | $0.00 | $0.00 | $0.00 | $0.11 | $0.19 | $0.12 |
Dividend yield | 5.59% | 5.73% | 0.00% | 21.88% | 0.00% | 0.00% | 0.00% | 0.96% | 1.70% | 1.14% |
Monthly Dividends
The table displays the monthly dividend distributions for Catalyst/Millburn Dynamic Commodity Strategy 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | |||||||||||
| 2024 | $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 |
| 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 | $2.18 | $2.18 |
| 2021 | $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 |
| 2020 | $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 |
| 2019 | $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 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2016 | $0.12 | $0.12 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Catalyst/Millburn Dynamic Commodity Strategy 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/Millburn Dynamic Commodity Strategy Fund was 28.71%, occurring on Jan 17, 2024. The portfolio has not yet recovered.
The current Catalyst/Millburn Dynamic Commodity Strategy Fund drawdown is 23.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.71% | Apr 19, 2022 | 439 | Jan 17, 2024 | — | — | — |
| -24.46% | Feb 18, 2020 | 382 | Aug 20, 2021 | 131 | Feb 28, 2022 | 513 |
| -12.64% | Nov 2, 2015 | 70 | Feb 11, 2016 | 26 | Mar 21, 2016 | 96 |
| -11.85% | Feb 26, 2018 | 158 | Oct 9, 2018 | 309 | Jan 2, 2020 | 467 |
| -7.79% | Oct 26, 2016 | 41 | Dec 22, 2016 | 198 | Oct 6, 2017 | 239 |
Volatility
Volatility Chart
The current Catalyst/Millburn Dynamic Commodity Strategy Fund volatility is 3.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.