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EIXIX vs. BYDDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EIXIX and BYDDY is 0.05, 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.


-0.50.00.51.00.0

Performance

EIXIX vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catalyst Enhanced Income Strategy Fund (EIXIX) and BYD Company Limited ADR (BYDDY). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
18.43%
463.46%
EIXIX
BYDDY

Key characteristics

Sharpe Ratio

EIXIX:

0.06

BYDDY:

1.03

Sortino Ratio

EIXIX:

0.10

BYDDY:

1.63

Omega Ratio

EIXIX:

1.01

BYDDY:

1.19

Calmar Ratio

EIXIX:

0.02

BYDDY:

0.66

Martin Ratio

EIXIX:

0.14

BYDDY:

3.92

Ulcer Index

EIXIX:

1.46%

BYDDY:

9.94%

Daily Std Dev

EIXIX:

3.49%

BYDDY:

38.02%

Max Drawdown

EIXIX:

-13.76%

BYDDY:

-97.37%

Current Drawdown

EIXIX:

-9.17%

BYDDY:

-34.72%

Returns By Period


EIXIX

YTD

0.00%

1M

-0.98%

6M

0.47%

1Y

0.20%

5Y*

0.29%

10Y*

N/A

BYDDY

YTD

26.88%

1M

1.83%

6M

14.42%

1Y

34.34%

5Y*

49.31%

10Y*

25.56%

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Risk-Adjusted Performance

EIXIX vs. BYDDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Enhanced Income Strategy Fund (EIXIX) and BYD Company Limited ADR (BYDDY). 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 EIXIX, currently valued at 0.06, compared to the broader market-1.000.001.002.003.004.000.061.03
The chart of Sortino ratio for EIXIX, currently valued at 0.10, compared to the broader market-2.000.002.004.006.008.0010.000.101.63
The chart of Omega ratio for EIXIX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.19
The chart of Calmar ratio for EIXIX, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.0014.000.020.81
The chart of Martin ratio for EIXIX, currently valued at 0.14, compared to the broader market0.0020.0040.0060.000.143.92
EIXIX
BYDDY

The current EIXIX Sharpe Ratio is 0.06, which is lower than the BYDDY Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of EIXIX and BYDDY, 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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.06
1.03
EIXIX
BYDDY

Dividends

EIXIX vs. BYDDY - Dividend Comparison

EIXIX's dividend yield for the trailing twelve months is around 8.47%, more than BYDDY's 1.24% yield.


TTM2023202220212020201920182017201620152014
EIXIX
Catalyst Enhanced Income Strategy Fund
8.47%8.57%6.68%7.05%5.65%3.99%0.00%0.00%0.00%0.00%0.00%
BYDDY
BYD Company Limited ADR
1.24%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%

Drawdowns

EIXIX vs. BYDDY - Drawdown Comparison

The maximum EIXIX drawdown since its inception was -13.76%, smaller than the maximum BYDDY drawdown of -97.37%. Use the drawdown chart below to compare losses from any high point for EIXIX and BYDDY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.17%
-17.27%
EIXIX
BYDDY

Volatility

EIXIX vs. BYDDY - Volatility Comparison

The current volatility for Catalyst Enhanced Income Strategy Fund (EIXIX) is 1.25%, while BYD Company Limited ADR (BYDDY) has a volatility of 10.80%. This indicates that EIXIX experiences smaller price fluctuations and is considered to be less risky than BYDDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
1.25%
10.80%
EIXIX
BYDDY
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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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