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ISIN
US62827L8072
CUSIP
62827L807
Inception Date
May 20, 2008
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

TRIFX Performance Chart

Catalyst/SMH Total Return Income Fund (TRIFX) is up 3.9% since the beginning of the year. TRIFX is currently trading at $5 per share. Investors who bought $1,000 worth of TRIFX shares 5 years ago would now be looking at an investment worth $1,264.


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S&P 500 Index

Returns By Period

Catalyst/SMH Total Return Income Fund (TRIFX) has returned 3.86% so far this year and 14.23% over the past 12 months. Over the last ten years, TRIFX has returned 8.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Catalyst/SMH Total Return Income Fund

1D
-0.20%
1M
-0.67%
YTD
3.86%
6M
3.05%
1Y
14.23%
3Y*
10.16%
5Y*
4.80%
10Y*
8.87%

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

TRIFX Monthly Returns History

Based on dividend-adjusted daily data since May 21, 2008, TRIFX's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.

Historically, 56% of months were positive and 44% were negative. The best month was Apr 2009 with a return of +12.9%, while the worst month was Oct 2008 at -24.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TRIFX closed higher 46% of trading days. The best single day was Oct 13, 2008 with a return of +6.8%, while the worst single day was Oct 9, 2008 at -7.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.79%-3.32%-0.68%7.00%-0.05%-1.62%3.86%
20251.46%-0.13%-4.87%-4.35%0.40%5.59%4.15%4.65%1.64%-1.64%-0.13%-0.77%5.53%
20240.43%-0.02%2.82%-1.40%1.38%0.96%3.79%-0.10%1.75%-0.08%3.59%-2.78%10.63%
20234.92%-1.71%-1.60%-0.45%-0.72%4.05%4.20%-1.33%-1.35%-2.83%6.26%4.77%14.49%
2022-3.88%-2.02%0.57%-4.44%-0.32%-7.17%4.98%-1.10%-7.73%8.27%3.80%-2.95%-12.48%
20215.12%6.07%1.46%3.32%2.11%1.45%-1.76%2.99%-1.70%2.66%-2.81%3.58%24.45%

Benchmark Metrics

Catalyst/SMH Total Return Income Fund has an annualized alpha of -3.08%, beta of 0.54, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since May 21, 2008.

  • This fund participated in 96.61% of S&P 500 Index downside but only 65.32% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.08% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 0.54 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
-3.08%
Beta
0.54
0.63
Upside Capture
65.32%
Downside Capture
96.61%

Expense Ratio

TRIFX has a high expense ratio of 1.58%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TRIFX ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TRIFX Risk / Return Rank: 2222
Overall Rank
TRIFX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TRIFX Sortino Ratio Rank: 1919
Sortino Ratio Rank
TRIFX Omega Ratio Rank: 2020
Omega Ratio Rank
TRIFX Calmar Ratio Rank: 3030
Calmar Ratio Rank
TRIFX Martin Ratio Rank: 2121
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/SMH Total Return Income Fund (TRIFX) 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.


TRIFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.95

2.78

-0.84

Martin ratioReturn relative to average drawdown

4.85

12.44

-7.59

Dividends

Dividend History

Catalyst/SMH Total Return Income Fund provided a 6.03% dividend yield over the last twelve months, with an annual payout of $0.29 per share.


5.00%6.00%7.00%8.00%9.00%10.00%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.29$0.24$0.35$0.25$0.21$0.27$0.24$0.24$0.28$0.29$0.26$0.35

Dividend yield

6.03%4.90%7.36%5.42%4.84%5.15%5.44%5.36%7.10%6.47%6.14%10.01%

Monthly Dividends

The table displays the monthly dividend distributions for Catalyst/SMH Total Return Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.01$0.03$0.03$0.03$0.03$0.00$0.12
2025$0.00$0.01$0.01$0.02$0.02$0.02$0.03$0.02$0.02$0.03$0.03$0.01$0.24
2024$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.04$0.03$0.05$0.35
2023$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.25
2022$0.02$0.02$0.02$0.02$0.02$0.01$0.02$0.01$0.01$0.02$0.01$0.03$0.21
2021$0.01$0.02$0.02$0.02$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.27

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/SMH Total Return Income 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/SMH Total Return Income Fund was 54.53%, occurring on Mar 9, 2009. Recovery took 2992 trading sessions.

The current Catalyst/SMH Total Return Income Fund drawdown is 3.03%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.53%Mar 2009
9mo 10d11y 10mo
12y 8moJun 2008 - Jan 2021
Bear market2022
-20.76%Sep 2022
10mo 24d1y 4mo
2y 2moNov 2021 - Jan 2024
2025 selloff2025
-15.67%Apr 2025
1mo 17d3mo 15d
5mo 2dFeb 2025 - Jul 2025
2025 pullback2025
-7.34%Nov 2025
1mo 14d1mo 26d
3mo 10dOct 2025 - Jan 2026
2026 pullback2026
-7.22%Mar 2026
2mo 9d16d
2mo 25dJan 2026 - Apr 2026

Drawdown Indicators


TRIFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.53%

-56.78%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-9.10%

+1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-15.67%

-18.90%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

-25.43%

+4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-35.43%

-33.92%

-1.51%

Current Drawdown

Current decline from peak

-3.03%

-1.80%

-1.23%

Average Drawdown

Average peak-to-trough decline

-18.15%

-10.71%

-7.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.03%

+0.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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