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CLPAX vs. ^IBEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CLPAX and ^IBEX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CLPAX vs. ^IBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and IBEX 35 Index (^IBEX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
34.18%
-12.27%
CLPAX
^IBEX

Key characteristics

Sharpe Ratio

CLPAX:

1.06

^IBEX:

1.01

Sortino Ratio

CLPAX:

1.52

^IBEX:

1.44

Omega Ratio

CLPAX:

1.19

^IBEX:

1.18

Calmar Ratio

CLPAX:

1.13

^IBEX:

0.35

Martin Ratio

CLPAX:

4.27

^IBEX:

4.99

Ulcer Index

CLPAX:

3.24%

^IBEX:

2.71%

Daily Std Dev

CLPAX:

13.08%

^IBEX:

13.16%

Max Drawdown

CLPAX:

-36.85%

^IBEX:

-62.65%

Current Drawdown

CLPAX:

-3.00%

^IBEX:

-28.09%

Returns By Period

The year-to-date returns for both investments are quite close, with CLPAX having a 12.87% return and ^IBEX slightly higher at 13.51%. Over the past 10 years, CLPAX has outperformed ^IBEX with an annualized return of 1.25%, while ^IBEX has yielded a comparatively lower 0.89% annualized return.


CLPAX

YTD

12.87%

1M

2.80%

6M

5.08%

1Y

12.97%

5Y*

4.20%

10Y*

1.25%

^IBEX

YTD

13.51%

1M

-1.05%

6M

3.94%

1Y

13.49%

5Y*

3.39%

10Y*

0.89%

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Risk-Adjusted Performance

CLPAX vs. ^IBEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and IBEX 35 Index (^IBEX). 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 1.20, compared to the broader market-1.000.001.002.003.004.001.200.56
The chart of Sortino ratio for CLPAX, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.0010.001.710.86
The chart of Omega ratio for CLPAX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.10
The chart of Calmar ratio for CLPAX, currently valued at 1.26, compared to the broader market0.002.004.006.008.0010.0012.0014.001.260.30
The chart of Martin ratio for CLPAX, currently valued at 4.80, compared to the broader market0.0020.0040.0060.004.802.12
CLPAX
^IBEX

The current CLPAX Sharpe Ratio is 1.06, which is comparable to the ^IBEX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CLPAX and ^IBEX, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.20
0.56
CLPAX
^IBEX

Drawdowns

CLPAX vs. ^IBEX - Drawdown Comparison

The maximum CLPAX drawdown since its inception was -36.85%, smaller than the maximum ^IBEX drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for CLPAX and ^IBEX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.00%
-21.45%
CLPAX
^IBEX

Volatility

CLPAX vs. ^IBEX - Volatility Comparison

Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) and IBEX 35 Index (^IBEX) have volatilities of 4.55% and 4.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.55%
4.77%
CLPAX
^IBEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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