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Catalyst Insider Buying Fund (INSAX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US62827L4923
CUSIP
62827L492
Inception Date
Jul 29, 2011
Min. Investment
$2,500
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Catalyst Insider Buying 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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S&P 500 Index

Returns By Period

Catalyst Insider Buying Fund (INSAX) has returned -15.16% so far this year and 0.79% over the past 12 months. Over the last ten years, INSAX has returned 4.30% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Catalyst Insider Buying Fund

1D
-1.01%
1M
-11.27%
YTD
-15.16%
6M
-20.34%
1Y
0.79%
3Y*
12.72%
5Y*
-1.01%
10Y*
4.30%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2012, INSAX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +19.2%, while the worst month was Apr 2022 at -20.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, INSAX closed higher 52% of trading days. The best single day was Feb 2, 2026 with a return of +12.3%, while the worst single day was Mar 12, 2020 at -10.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-14.50%11.82%-11.27%-15.16%
20254.88%-5.10%-2.40%2.17%7.37%5.07%4.27%2.21%3.00%-1.09%-5.07%0.00%15.39%
20242.01%18.22%5.55%-7.35%2.76%2.05%-0.86%1.45%0.33%-0.90%5.94%-5.47%23.86%
20238.64%7.88%-5.05%3.29%-6.70%9.00%0.27%-3.52%-1.10%-5.71%19.19%4.58%31.44%
2022-8.65%-7.63%-2.80%-20.58%-3.38%-5.66%16.86%4.00%-12.27%4.22%12.47%-9.25%-32.65%
20210.56%-0.77%-6.79%5.34%-3.26%9.65%-0.96%0.38%-8.44%5.57%-11.45%-6.88%-17.65%

Benchmark Metrics

Catalyst Insider Buying Fund has an annualized alpha of -4.51%, beta of 1.00, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since January 04, 2012.

  • This fund participated in 113.01% of S&P 500 Index downside but only 83.50% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -4.51% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.00 and R² of 0.52, 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
-4.51%
Beta
1.00
0.52
Upside Capture
83.50%
Downside Capture
113.01%

Expense Ratio

INSAX has a high expense ratio of 1.53%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

INSAX ranks 5 for risk / return — in the bottom 5% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


INSAX Risk / Return Rank: 55
Overall Rank
INSAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
INSAX Sortino Ratio Rank: 66
Sortino Ratio Rank
INSAX Omega Ratio Rank: 66
Omega Ratio Rank
INSAX Calmar Ratio Rank: 55
Calmar Ratio Rank
INSAX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Catalyst Insider Buying Fund (INSAX) and compare them to a chosen benchmark (S&P 500 Index).


INSAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.02

0.90

-0.87

Sortino ratio

Return per unit of downside risk

0.24

1.39

-1.14

Omega ratio

Gain probability vs. loss probability

1.03

1.21

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.07

1.40

-1.47

Martin ratio

Return relative to average drawdown

-0.20

6.61

-6.80

Explore INSAX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Catalyst Insider Buying Fund doesn't pay dividends

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 Insider Buying 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 Insider Buying Fund was 59.24%, occurring on Jun 16, 2022. Recovery took 811 trading sessions.

The current Catalyst Insider Buying Fund drawdown is 23.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.24%Feb 16, 2021338Jun 16, 2022811Sep 11, 20251149
-32.53%Feb 20, 202016Mar 12, 2020194Dec 16, 2020210
-25.76%Sep 17, 201869Dec 24, 2018262Jan 9, 2020331
-24.44%Feb 25, 2015244Feb 11, 2016416Oct 5, 2017660
-23.44%Oct 6, 2025121Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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