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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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 11.80% year-to-date (YTD) and 19.31% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 11.80% | 7.50% |
1 month | 0.87% | -1.61% |
6 months | 9.14% | 17.65% |
1 year | 19.31% | 26.26% |
5 years (annualized) | 7.57% | 11.73% |
10 years (annualized) | N/A | 10.64% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.51% | 5.92% | 1.31% | 3.39% | ||||||||
2023 | -2.21% | -0.89% | -2.62% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MBXIX is 73, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Catalyst/Millburn Hedge Strategy Fund Class I(MBXIX)
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 granted a 2.02% dividend yield in the last twelve months. The annual payout for that period amounted to $0.79 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
---|---|---|---|---|---|---|---|---|---|
Dividend | $0.79 | $0.79 | $2.79 | $0.00 | $1.32 | $1.68 | $1.00 | $1.06 | $0.55 |
Dividend yield | 2.02% | 2.25% | 7.74% | 0.00% | 4.27% | 5.18% | 3.33% | 3.33% | 1.91% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $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 | $0.79 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.79 |
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 |
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 |
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 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.06 |
2016 | $0.55 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 2.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.73% | Feb 21, 2020 | 22 | Mar 23, 2020 | 221 | Feb 5, 2021 | 243 |
-12.84% | Jan 24, 2018 | 13 | Feb 9, 2018 | 161 | Oct 1, 2018 | 174 |
-11.7% | Nov 4, 2022 | 91 | Mar 17, 2023 | 131 | Sep 25, 2023 | 222 |
-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 3.66%, 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.