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MAFIX vs. ATRFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

MAFIX vs. ATRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abbey Capital Multi Asset Fund Class I (MAFIX) and Catalyst Systematic Alpha Class I (ATRFX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-3.74%
-9.79%
MAFIX
ATRFX

Returns By Period

In the year-to-date period, MAFIX achieves a 8.12% return, which is significantly higher than ATRFX's -2.16% return.


MAFIX

YTD

8.12%

1M

0.83%

6M

-4.50%

1Y

10.65%

5Y (annualized)

11.53%

10Y (annualized)

N/A

ATRFX

YTD

-2.16%

1M

-2.26%

6M

-9.79%

1Y

-1.03%

5Y (annualized)

12.23%

10Y (annualized)

5.84%

Key characteristics


MAFIXATRFX
Sharpe Ratio0.77-0.03
Sortino Ratio1.090.06
Omega Ratio1.151.01
Calmar Ratio0.79-0.03
Martin Ratio2.17-0.07
Ulcer Index4.77%7.74%
Daily Std Dev13.47%16.70%
Max Drawdown-13.28%-25.02%
Current Drawdown-6.20%-15.33%

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MAFIX vs. ATRFX - Expense Ratio Comparison

MAFIX has a 1.79% expense ratio, which is higher than ATRFX's 1.77% expense ratio.


MAFIX
Abbey Capital Multi Asset Fund Class I
Expense ratio chart for MAFIX: current value at 1.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.79%
Expense ratio chart for ATRFX: current value at 1.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.77%

Correlation

-0.50.00.51.00.2

The correlation between MAFIX and ATRFX is 0.21, 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.

Risk-Adjusted Performance

MAFIX vs. ATRFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) and Catalyst Systematic Alpha Class I (ATRFX). 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 MAFIX, currently valued at 0.79, compared to the broader market-1.000.001.002.003.004.005.000.79-0.03
The chart of Sortino ratio for MAFIX, currently valued at 1.12, compared to the broader market0.005.0010.001.120.06
The chart of Omega ratio for MAFIX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.01
The chart of Calmar ratio for MAFIX, currently valued at 0.81, compared to the broader market0.005.0010.0015.0020.000.81-0.03
The chart of Martin ratio for MAFIX, currently valued at 2.22, compared to the broader market0.0020.0040.0060.0080.00100.002.22-0.07
MAFIX
ATRFX

The current MAFIX Sharpe Ratio is 0.77, which is higher than the ATRFX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of MAFIX and ATRFX, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.79
-0.03
MAFIX
ATRFX

Dividends

MAFIX vs. ATRFX - Dividend Comparison

MAFIX's dividend yield for the trailing twelve months is around 0.92%, less than ATRFX's 3.75% yield.


TTM2023202220212020201920182017201620152014
MAFIX
Abbey Capital Multi Asset Fund Class I
0.92%0.99%3.84%3.04%1.64%10.10%9.36%0.00%0.00%0.00%0.00%
ATRFX
Catalyst Systematic Alpha Class I
3.75%1.87%4.98%5.43%20.92%3.04%1.38%0.00%0.91%0.74%0.59%

Drawdowns

MAFIX vs. ATRFX - Drawdown Comparison

The maximum MAFIX drawdown since its inception was -13.28%, smaller than the maximum ATRFX drawdown of -25.02%. Use the drawdown chart below to compare losses from any high point for MAFIX and ATRFX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.20%
-15.33%
MAFIX
ATRFX

Volatility

MAFIX vs. ATRFX - Volatility Comparison

The current volatility for Abbey Capital Multi Asset Fund Class I (MAFIX) is 3.99%, while Catalyst Systematic Alpha Class I (ATRFX) has a volatility of 5.27%. This indicates that MAFIX experiences smaller price fluctuations and is considered to be less risky than ATRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
3.99%
5.27%
MAFIX
ATRFX