- ISIN
- US62827P6262
- CUSIP
- 62827P626
- Issuer
- Catalyst Mutual Funds
- Inception Date
- Apr 13, 2015
- Category
- Options Trading
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
Share Price Chart
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Performance
SHIIX Performance Chart
Catalyst Buffered Shield Fund (SHIIX) is up 4.8% since the beginning of the year. SHIIX is currently trading at $11 per share. Investors who bought $1,000 worth of SHIIX shares 5 years ago would now be looking at an investment worth $1,320.
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Returns By Period
Catalyst Buffered Shield Fund (SHIIX) has returned 4.78% so far this year and 13.71% over the past 12 months. Over the last ten years, SHIIX has returned 7.48% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Catalyst Buffered Shield Fund
- 1D
- 0.53%
- 1M
- 0.62%
- YTD
- 4.78%
- 6M
- 4.78%
- 1Y
- 13.71%
- 3Y*
- 12.06%
- 5Y*
- 5.71%
- 10Y*
- 7.48%
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%
SHIIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, SHIIX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +7.5%, while the worst month was Dec 2018 at -7.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SHIIX closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -3.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.74% | 0.27% | -2.46% | 4.66% | 1.52% | 0.09% | 4.78% | ||||||
| 2025 | 2.08% | -0.97% | -3.42% | -0.20% | 3.76% | 3.23% | 1.42% | 1.40% | 1.20% | 0.73% | 0.72% | 0.63% | 10.88% |
| 2024 | 1.64% | 0.64% | 1.81% | -2.20% | 2.25% | 2.83% | 1.12% | 2.02% | 1.58% | -0.68% | 3.23% | -1.30% | 13.57% |
| 2023 | 2.91% | -2.00% | 2.41% | 1.18% | -0.12% | 2.79% | 1.81% | -0.56% | -3.46% | -2.20% | 7.46% | 3.49% | 14.03% |
| 2022 | -5.11% | -2.49% | 0.32% | -5.40% | -0.56% | -4.05% | 3.52% | -2.83% | -4.55% | 1.71% | 2.76% | -2.99% | -18.44% |
| 2021 | -0.57% | 1.06% | 2.57% | 3.25% | 0.45% | 1.34% | 1.50% | 1.83% | -3.34% | 3.72% | -0.60% | 2.29% | 14.15% |
Benchmark Metrics
Catalyst Buffered Shield Fund has an annualized alpha of 1.94%, beta of 0.39, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- This fund participated in 64.98% of S&P 500 Index downside but only 53.20% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.39 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.94%
- Beta
- 0.39
- R²
- 0.67
- Upside Capture
- 53.20%
- Downside Capture
- 64.98%
Expense Ratio
SHIIX has a high expense ratio of 1.23%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SHIIX ranks 85 for risk / return — in the top 85% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Catalyst Buffered Shield Fund (SHIIX) 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.
| SHIIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.37 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 2.78 | +0.44 |
| Martin ratioReturn relative to average drawdown | 17.95 | 12.44 | +5.51 |
Dividends
Dividend History
Catalyst Buffered Shield Fund provided a 2.88% dividend yield over the last twelve months, with an annual payout of $0.33 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.33 | $0.33 | $0.30 | $0.23 | $0.06 | $1.73 | $0.21 | $0.61 | $0.89 | $1.50 | $0.08 |
Dividend yield | 2.88% | 3.02% | 2.94% | 2.52% | 0.68% | 16.99% | 2.01% | 6.13% | 10.13% | 14.66% | 0.79% |
Monthly Dividends
The table displays the monthly dividend distributions for Catalyst Buffered Shield 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 | $0.33 | $0.33 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.73 | $1.73 |
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 Buffered Shield 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 Buffered Shield Fund was 20.20%, occurring on Oct 14, 2022. Recovery took 430 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -20.20%Oct 2022 | 9mo 12d | 1y 8mo | 2y 6moJan 2022 - Jul 2024 |
COVID crash2020 | -15.54%Mar 2020 | 1mo 2d | 5mo 5d | 6mo 7dFeb 2020 - Aug 2020 |
Rate-hike selloffLate 2018 | -14.29%Dec 2018 | 3mo 1d | 6mo 9d | 9mo 10dSep 2018 - Jul 2019 |
2025 selloff2025 | -11.36%Apr 2025 | 1mo 17d | 2mo 16d | 4mo 3dFeb 2025 - Jun 2025 |
2016 pullback2016 | -6.64%Feb 2016 | 1mo 6d | 1mo 9d | 2mo 15dJan 2016 - Mar 2016 |
Drawdown Indicators
| SHIIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.20% | -56.78% | +36.58% |
Max Drawdown (1Y)Largest decline over 1 year | -4.27% | -9.10% | +4.83% |
Max Drawdown (3Y)Largest decline over 3 years | -11.36% | -18.90% | +7.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.20% | -25.43% | +5.23% |
Max Drawdown (10Y)Largest decline over 10 years | -20.20% | -33.92% | +13.72% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -10.71% | +6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 2.03% | -1.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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