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ISIN
US62827L4501
CUSIP
62827L450
Inception Date
Jul 28, 2011
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

TRXAX Performance Chart

Catalyst/MAP Global Balanced Fund (TRXAX) is up 6.4% since the beginning of the year. TRXAX is currently trading at $14 per share. Investors who bought $1,000 worth of TRXAX shares 5 years ago would now be looking at an investment worth $1,309.


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S&P 500 Index

Returns By Period

Catalyst/MAP Global Balanced Fund (TRXAX) has returned 6.41% so far this year and 14.23% over the past 12 months. Over the last ten years, TRXAX has returned 5.76% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Catalyst/MAP Global Balanced Fund

1D
0.15%
1M
0.60%
YTD
6.41%
6M
6.36%
1Y
14.23%
3Y*
9.63%
5Y*
5.54%
10Y*
5.76%

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)

TRXAX Monthly Returns History

Based on dividend-adjusted daily data since Jul 29, 2011, TRXAX's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +7.5%, while the worst month was Mar 2020 at -7.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TRXAX closed higher 50% of trading days. The best single day was Dec 30, 2014 with a return of +4.3%, while the worst single day was Dec 31, 2014 at -4.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.31%3.38%-4.25%1.53%1.20%0.30%6.41%
20252.31%1.13%0.26%1.03%2.81%1.93%-0.25%1.89%1.90%0.80%1.19%0.11%16.16%
2024-0.44%0.44%2.03%-1.23%2.48%-0.12%1.93%1.80%0.82%-1.26%0.43%-2.18%4.67%
20233.37%-1.71%2.23%0.77%-3.56%2.23%1.49%-0.52%-2.12%-1.60%3.16%1.67%5.23%
2022-2.03%1.33%1.15%-3.40%1.93%-6.58%2.64%-3.69%-6.39%5.24%4.89%-1.90%-7.44%
2021-0.58%1.26%3.81%1.28%1.97%-1.31%-0.00%0.79%-2.82%2.74%-1.81%4.18%9.65%

Benchmark Metrics

Catalyst/MAP Global Balanced Fund has an annualized alpha of 0.73%, beta of 0.39, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since July 29, 2011.

  • This fund participated in 51.24% of S&P 500 Index downside but only 41.66% 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
0.73%
Beta
0.39
0.68
Upside Capture
41.66%
Downside Capture
51.24%

Expense Ratio

TRXAX has a high expense ratio of 1.22%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TRXAX ranks 58 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TRXAX Risk / Return Rank: 5858
Overall Rank
TRXAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TRXAX Sortino Ratio Rank: 6868
Sortino Ratio Rank
TRXAX Omega Ratio Rank: 6767
Omega Ratio Rank
TRXAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
TRXAX Martin Ratio Rank: 4141
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/MAP Global Balanced Fund (TRXAX) 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.


TRXAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

2.50

2.78

-0.28

Martin ratioReturn relative to average drawdown

8.33

12.44

-4.11

Dividends

Dividend History

Catalyst/MAP Global Balanced Fund provided a 2.19% dividend yield over the last twelve months, with an annual payout of $0.30 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.30$0.31$0.56$0.58$0.09$0.83$0.23$0.31$0.91$0.42$0.40$0.18

Dividend yield

2.19%2.45%4.93%5.12%0.83%6.76%1.91%2.66%8.34%3.46%3.55%1.59%

Monthly Dividends

The table displays the monthly dividend distributions for Catalyst/MAP Global Balanced Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.05$0.00$0.00$0.00$0.05
2025$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.07$0.00$0.00$0.05$0.31
2024$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.06$0.00$0.00$0.27$0.56
2023$0.00$0.00$0.03$0.00$0.00$0.18$0.00$0.00$0.04$0.00$0.00$0.33$0.58
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.07$0.09
2021$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.03$0.00$0.00$0.72$0.83

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/MAP Global Balanced 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/MAP Global Balanced Fund was 20.50%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current Catalyst/MAP Global Balanced Fund drawdown is 1.33%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-20.50%Mar 2020
2mo 2d8mo 6d
10mo 8dJan 2020 - Nov 2020
Bear market2022
-16.03%Sep 2022
5mo 9d1y 9mo
2y 2moApr 2022 - Jul 2024
2016 pullback2016
-9.44%Feb 2016
1y 1mo11mo 1d
2y 6dDec 2014 - Jan 2017
Rate-hike selloffLate 2018
-8.03%Dec 2018
10mo 29d5mo 14d
1y 4moJan 2018 - Jun 2019
2014 pullback2014
-6.32%Oct 2014
3mo 11d2mo 15d
5mo 26dJul 2014 - Dec 2014

Drawdown Indicators


TRXAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-56.78%

+36.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.60%

-9.10%

+3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-6.04%

-18.90%

+12.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.03%

-25.43%

+9.40%

Max Drawdown (10Y)

Largest decline over 10 years

-20.50%

-33.92%

+13.42%

Current Drawdown

Current decline from peak

-1.33%

-1.80%

+0.47%

Average Drawdown

Average peak-to-trough decline

-2.66%

-10.71%

+8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

2.03%

-0.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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