Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX)
Fund Info
| ISIN | US62827P8169 |
|---|---|
| CUSIP | 62827P816 |
| Issuer | Catalyst Mutual Funds |
| Inception Date | Dec 31, 1996 |
| Category | Hedge Fund |
| Min. Investment | $2,500 |
| Home Page | catalystmf.com |
| Asset Class | Multi-Asset |
Expense Ratio
MBXIX has a high expense ratio of 2.04%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: MBXIX vs. CMNIX, MBXIX vs. AMFAX, MBXIX vs. SGENX, MBXIX vs. SCHD, MBXIX vs. QQQ, MBXIX vs. SPY, MBXIX vs. JEPI, MBXIX vs. AIQ, MBXIX vs. VOO, MBXIX vs. GLD
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Catalyst/Millburn Hedge Strategy Fund Class I, 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 Hedge Strategy Fund Class I had a return of 14.73% year-to-date (YTD) and 9.82% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 14.73% | 25.48% |
| 1 month | 2.70% | 2.14% |
| 6 months | 1.74% | 12.76% |
| 1 year | 9.82% | 33.14% |
| 5 years (annualized) | 7.08% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of MBXIX, 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 | 2.51% | 5.92% | 1.31% | 3.39% | -0.33% | 0.78% | -0.67% | -3.39% | -1.12% | 2.50% | 14.73% | ||
| 2023 | 0.08% | 0.77% | -5.25% | -0.43% | -1.37% | 4.63% | 1.30% | 0.75% | 5.00% | -2.21% | -0.89% | -3.01% | -1.07% |
| 2022 | -4.53% | 1.94% | 7.10% | 0.93% | 0.42% | -2.56% | -1.18% | 1.82% | 2.61% | 5.41% | -5.43% | -1.94% | 3.88% |
| 2021 | -1.42% | 8.19% | 0.73% | 5.29% | 3.40% | 0.55% | -0.38% | -1.71% | -4.26% | 6.53% | -0.44% | -0.03% | 16.89% |
| 2020 | -1.02% | -7.90% | -16.35% | 8.04% | 2.13% | 1.68% | 4.50% | 0.93% | 0.14% | -3.95% | 8.80% | 5.43% | -0.45% |
| 2019 | 3.40% | 2.06% | 1.29% | 2.09% | -5.77% | 4.37% | 1.40% | -4.25% | 2.72% | 0.72% | 3.99% | 1.55% | 13.83% |
| 2018 | -0.13% | -6.13% | 2.29% | 0.59% | 1.63% | 0.64% | -0.64% | 3.80% | 0.84% | -3.72% | 2.33% | -4.71% | -3.66% |
| 2017 | 0.84% | 4.24% | 0.76% | 1.91% | -0.61% | -3.02% | 1.34% | 3.63% | 0.13% | 3.43% | 0.37% | -2.85% | 10.33% |
| 2016 | 0.81% | 2.80% | 4.39% | -1.75% | 1.67% | 6.34% | 3.58% | -1.15% | 1.13% | -4.23% | 1.41% | 1.52% | 17.31% |
| 2015 | -0.72% | -0.72% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MBXIX is 12, indicating that it is in the bottom 12% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Catalyst/Millburn Hedge Strategy Fund Class I provided a 1.60% dividend yield over the last twelve months, with an annual payout of $0.64 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.64 | $0.64 | $1.50 | $0.00 | $1.32 | $1.68 | $0.53 | $0.00 | $0.38 |
Dividend yield | 1.60% | 1.84% | 4.16% | 0.00% | 4.27% | 5.18% | 1.77% | 0.00% | 1.32% |
Monthly Dividends
The table displays the monthly dividend distributions for Catalyst/Millburn Hedge Strategy Fund Class I. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.64 | $0.64 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.50 | $1.50 |
| 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 | $1.32 | $1.32 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.68 | $1.68 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.53 |
| 2017 | $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 |
| 2016 | $0.38 | $0.38 |
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 Hedge Strategy Fund Class I. 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 Hedge Strategy Fund Class I was 31.73%, occurring on Mar 23, 2020. Recovery took 221 trading sessions.
The current Catalyst/Millburn Hedge Strategy Fund Class I drawdown is 1.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.73% | Feb 21, 2020 | 22 | Mar 23, 2020 | 221 | Feb 5, 2021 | 243 |
| -14.85% | Nov 4, 2022 | 91 | Mar 17, 2023 | 250 | Mar 15, 2024 | 341 |
| -14.74% | Dec 12, 2017 | 41 | Feb 9, 2018 | 294 | Apr 12, 2019 | 335 |
| -9.44% | May 6, 2019 | 72 | Aug 15, 2019 | 57 | Nov 5, 2019 | 129 |
| -8.46% | May 17, 2022 | 22 | Jun 16, 2022 | 76 | Oct 5, 2022 | 98 |
Volatility
Volatility Chart
The current Catalyst/Millburn Hedge Strategy Fund Class I volatility is 2.49%, 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.