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CLPAX vs. ROM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLPAX vs. ROM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and ProShares Ultra Technology (ROM). The values are adjusted to include any dividend payments, if applicable.

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CLPAX vs. ROM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLPAX
Catalyst Nasdaq-100 Hedged Equity Fund
-7.05%12.32%11.42%35.92%-30.54%13.11%5.25%19.41%-3.65%8.20%
ROM
ProShares Ultra Technology
-16.84%35.63%31.65%130.70%-63.86%77.75%80.42%102.10%-9.89%81.11%

Returns By Period

In the year-to-date period, CLPAX achieves a -7.05% return, which is significantly higher than ROM's -16.84% return. Over the past 10 years, CLPAX has underperformed ROM with an annualized return of 5.33%, while ROM has yielded a comparatively higher 31.73% annualized return.


CLPAX

1D
-0.56%
1M
-5.79%
YTD
-7.05%
6M
-6.80%
1Y
14.47%
3Y*
11.10%
5Y*
4.94%
10Y*
5.33%

ROM

1D
8.36%
1M
-8.93%
YTD
-16.84%
6M
-15.35%
1Y
47.16%
3Y*
31.37%
5Y*
14.97%
10Y*
31.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CLPAX vs. ROM - Expense Ratio Comparison

CLPAX has a 1.74% expense ratio, which is higher than ROM's 0.95% expense ratio.


Return for Risk

CLPAX vs. ROM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLPAX
CLPAX Risk / Return Rank: 3838
Overall Rank
CLPAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CLPAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
CLPAX Omega Ratio Rank: 3939
Omega Ratio Rank
CLPAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
CLPAX Martin Ratio Rank: 2727
Martin Ratio Rank

ROM
ROM Risk / Return Rank: 5757
Overall Rank
ROM Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 6161
Sortino Ratio Rank
ROM Omega Ratio Rank: 5959
Omega Ratio Rank
ROM Calmar Ratio Rank: 6262
Calmar Ratio Rank
ROM Martin Ratio Rank: 4949
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.

CLPAX vs. ROM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and ProShares Ultra Technology (ROM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CLPAXROMDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.88

-0.01

Sortino ratio

Return per unit of downside risk

1.36

1.49

-0.13

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

0.96

1.48

-0.51

Martin ratio

Return relative to average drawdown

2.91

4.42

-1.51

CLPAX vs. ROM - Sharpe Ratio Comparison

The current CLPAX Sharpe Ratio is 0.87, which is comparable to the ROM Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of CLPAX and ROM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CLPAXROMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.88

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.29

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.64

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.44

-0.10

Correlation

The correlation between CLPAX and ROM is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CLPAX vs. ROM - Dividend Comparison

CLPAX's dividend yield for the trailing twelve months is around 9.79%, more than ROM's 0.29% yield.


TTM20252024202320222021202020192018201720162015
CLPAX
Catalyst Nasdaq-100 Hedged Equity Fund
9.79%9.10%0.00%0.00%2.68%0.32%0.49%5.41%0.30%0.02%0.00%17.26%
ROM
ProShares Ultra Technology
0.29%0.24%0.21%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%

Drawdowns

CLPAX vs. ROM - Drawdown Comparison

The maximum CLPAX drawdown since its inception was -32.47%, smaller than the maximum ROM drawdown of -83.36%. Use the drawdown chart below to compare losses from any high point for CLPAX and ROM.


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Drawdown Indicators


CLPAXROMDifference

Max Drawdown

Largest peak-to-trough decline

-32.47%

-83.36%

+50.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-32.33%

+19.46%

Max Drawdown (5Y)

Largest decline over 5 years

-32.47%

-67.55%

+35.08%

Max Drawdown (10Y)

Largest decline over 10 years

-32.47%

-67.55%

+35.08%

Current Drawdown

Current decline from peak

-12.87%

-26.67%

+13.80%

Average Drawdown

Average peak-to-trough decline

-8.16%

-21.02%

+12.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

10.81%

-6.55%

Volatility

CLPAX vs. ROM - Volatility Comparison

The current volatility for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) is 3.18%, while ProShares Ultra Technology (ROM) has a volatility of 16.01%. This indicates that CLPAX experiences smaller price fluctuations and is considered to be less risky than ROM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLPAXROMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

16.01%

-12.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

32.95%

-23.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

53.78%

-37.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

51.32%

-35.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.38%

49.50%

-35.12%