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CLPAX vs. ROM
Performance
Risk-Adjusted Performance
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.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.21%
7.52%
CLPAX
ROM

Returns By Period

In the year-to-date period, CLPAX achieves a 8.44% return, which is significantly lower than ROM's 28.25% return. Over the past 10 years, CLPAX has underperformed ROM with an annualized return of 0.88%, while ROM has yielded a comparatively higher 30.69% annualized return.


CLPAX

YTD

8.44%

1M

-1.17%

6M

5.82%

1Y

13.77%

5Y (annualized)

2.82%

10Y (annualized)

0.88%

ROM

YTD

28.25%

1M

-1.56%

6M

10.13%

1Y

40.89%

5Y (annualized)

30.37%

10Y (annualized)

30.69%

Key characteristics


CLPAXROM
Sharpe Ratio1.080.97
Sortino Ratio1.551.45
Omega Ratio1.191.19
Calmar Ratio0.951.31
Martin Ratio4.263.97
Ulcer Index3.21%10.65%
Daily Std Dev12.64%43.64%
Max Drawdown-36.85%-83.36%
Current Drawdown-3.34%-11.84%

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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.


CLPAX
Catalyst Nasdaq-100 Hedged Equity Fund
Expense ratio chart for CLPAX: current value at 1.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.74%
Expense ratio chart for ROM: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Correlation

-0.50.00.51.00.8

The correlation between CLPAX and ROM is 0.82, 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.

Risk-Adjusted Performance

CLPAX vs. ROM - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for CLPAX, currently valued at 1.08, compared to the broader market0.002.004.001.080.97
The chart of Sortino ratio for CLPAX, currently valued at 1.55, compared to the broader market0.005.0010.001.551.45
The chart of Omega ratio for CLPAX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.19
The chart of Calmar ratio for CLPAX, currently valued at 0.95, compared to the broader market0.005.0010.0015.0020.0025.000.951.31
The chart of Martin ratio for CLPAX, currently valued at 4.26, compared to the broader market0.0020.0040.0060.0080.00100.004.263.97
CLPAX
ROM

The current CLPAX Sharpe Ratio is 1.08, which is comparable to the ROM Sharpe Ratio of 0.97. 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.

Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.08
0.97
CLPAX
ROM

Dividends

CLPAX vs. ROM - Dividend Comparison

CLPAX has not paid dividends to shareholders, while ROM's dividend yield for the trailing twelve months is around 0.17%.


TTM20232022202120202019201820172016201520142013
CLPAX
Catalyst Nasdaq-100 Hedged Equity Fund
0.00%0.00%0.00%0.00%0.00%1.08%0.29%0.02%0.00%0.00%0.00%0.00%
ROM
ProShares Ultra Technology
0.17%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%0.24%0.03%

Drawdowns

CLPAX vs. ROM - Drawdown Comparison

The maximum CLPAX drawdown since its inception was -36.85%, 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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.34%
-11.84%
CLPAX
ROM

Volatility

CLPAX vs. ROM - Volatility Comparison

The current volatility for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) is 4.25%, while ProShares Ultra Technology (ROM) has a volatility of 12.52%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.25%
12.52%
CLPAX
ROM