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PPFIX vs. SHIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPFIX vs. SHIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Princeton Premium Fund (PPFIX) and Catalyst Buffered Shield Fund (SHIIX). The values are adjusted to include any dividend payments, if applicable.

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PPFIX vs. SHIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPFIX
Princeton Premium Fund
1.35%7.45%4.29%7.54%1.84%14.93%3.32%8.75%-5.38%10.12%
SHIIX
Catalyst Buffered Shield Fund
-3.13%10.88%13.57%14.03%-18.44%14.15%7.18%20.24%-5.58%13.61%

Returns By Period

In the year-to-date period, PPFIX achieves a 1.35% return, which is significantly higher than SHIIX's -3.13% return.


PPFIX

1D
-0.07%
1M
0.34%
YTD
1.35%
6M
3.55%
1Y
6.90%
3Y*
6.32%
5Y*
6.06%
10Y*

SHIIX

1D
-0.09%
1M
-4.09%
YTD
-3.13%
6M
-1.09%
1Y
10.03%
3Y*
10.44%
5Y*
4.67%
10Y*
6.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPFIX vs. SHIIX - Expense Ratio Comparison

PPFIX has a 1.95% expense ratio, which is higher than SHIIX's 1.23% expense ratio.


Return for Risk

PPFIX vs. SHIIX — Risk / Return Rank

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

PPFIX
PPFIX Risk / Return Rank: 8888
Overall Rank
PPFIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PPFIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PPFIX Omega Ratio Rank: 9999
Omega Ratio Rank
PPFIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PPFIX Martin Ratio Rank: 9696
Martin Ratio Rank

SHIIX
SHIIX Risk / Return Rank: 6161
Overall Rank
SHIIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SHIIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
SHIIX Omega Ratio Rank: 7373
Omega Ratio Rank
SHIIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
SHIIX Martin Ratio Rank: 6868
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.

PPFIX vs. SHIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Princeton Premium Fund (PPFIX) and Catalyst Buffered Shield Fund (SHIIX). 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.


PPFIXSHIIXDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.06

+0.60

Sortino ratio

Return per unit of downside risk

2.04

1.56

+0.48

Omega ratio

Gain probability vs. loss probability

2.34

1.28

+1.06

Calmar ratio

Return relative to maximum drawdown

1.90

1.20

+0.70

Martin ratio

Return relative to average drawdown

14.59

6.48

+8.12

PPFIX vs. SHIIX - Sharpe Ratio Comparison

The current PPFIX Sharpe Ratio is 1.66, which is higher than the SHIIX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of PPFIX and SHIIX, 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


PPFIXSHIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.06

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.57

0.55

+1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.77

+0.03

Correlation

The correlation between PPFIX and SHIIX is 0.26, 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.


Dividends

PPFIX vs. SHIIX - Dividend Comparison

PPFIX's dividend yield for the trailing twelve months is around 5.62%, more than SHIIX's 3.12% yield.


TTM2025202420232022202120202019201820172016
PPFIX
Princeton Premium Fund
5.62%5.62%6.24%6.86%1.92%7.16%0.44%0.23%0.93%2.68%0.00%
SHIIX
Catalyst Buffered Shield Fund
3.12%3.02%2.94%2.52%0.68%16.99%2.01%6.13%10.13%14.66%0.79%

Drawdowns

PPFIX vs. SHIIX - Drawdown Comparison

The maximum PPFIX drawdown since its inception was -15.64%, smaller than the maximum SHIIX drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for PPFIX and SHIIX.


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Drawdown Indicators


PPFIXSHIIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.64%

-20.20%

+4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-7.44%

+4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-4.49%

-20.20%

+15.71%

Max Drawdown (10Y)

Largest decline over 10 years

-20.20%

Current Drawdown

Current decline from peak

-0.07%

-4.27%

+4.20%

Average Drawdown

Average peak-to-trough decline

-1.37%

-4.18%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

1.38%

-0.91%

Volatility

PPFIX vs. SHIIX - Volatility Comparison

The current volatility for Princeton Premium Fund (PPFIX) is 0.33%, while Catalyst Buffered Shield Fund (SHIIX) has a volatility of 2.39%. This indicates that PPFIX experiences smaller price fluctuations and is considered to be less risky than SHIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPFIXSHIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

2.39%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.67%

3.76%

-3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

9.97%

-6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.87%

8.60%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.18%

8.57%

-1.39%