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REMIX vs. MBXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REMIX vs. MBXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standpoint Multi-Asset Fund Investor Class (REMIX) and Catalyst/Millburn Hedge Strategy Fund (MBXAX). The values are adjusted to include any dividend payments, if applicable.

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REMIX vs. MBXAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
REMIX
Standpoint Multi-Asset Fund Investor Class
6.45%3.85%12.92%5.53%3.44%19.81%16.06%
MBXAX
Catalyst/Millburn Hedge Strategy Fund
7.93%4.13%13.17%-0.91%7.46%16.62%-1.15%

Returns By Period

In the year-to-date period, REMIX achieves a 6.45% return, which is significantly lower than MBXAX's 7.93% return.


REMIX

1D
-0.06%
1M
-0.19%
YTD
6.45%
6M
10.47%
1Y
15.91%
3Y*
9.01%
5Y*
8.46%
10Y*

MBXAX

1D
-0.51%
1M
1.48%
YTD
7.93%
6M
9.84%
1Y
14.46%
3Y*
9.68%
5Y*
8.02%
10Y*
8.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REMIX vs. MBXAX - Expense Ratio Comparison

REMIX has a 1.55% expense ratio, which is lower than MBXAX's 2.18% expense ratio.


Return for Risk

REMIX vs. MBXAX — Risk / Return Rank

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

REMIX
REMIX Risk / Return Rank: 6262
Overall Rank
REMIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
REMIX Sortino Ratio Rank: 6161
Sortino Ratio Rank
REMIX Omega Ratio Rank: 5757
Omega Ratio Rank
REMIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
REMIX Martin Ratio Rank: 5151
Martin Ratio Rank

MBXAX
MBXAX Risk / Return Rank: 6767
Overall Rank
MBXAX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MBXAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MBXAX Omega Ratio Rank: 7979
Omega Ratio Rank
MBXAX Calmar Ratio Rank: 5151
Calmar Ratio Rank
MBXAX Martin Ratio Rank: 6161
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.

REMIX vs. MBXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Investor Class (REMIX) and Catalyst/Millburn Hedge Strategy Fund (MBXAX). 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.


REMIXMBXAXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.31

-0.13

Sortino ratio

Return per unit of downside risk

1.56

1.75

-0.19

Omega ratio

Gain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratio

Return relative to maximum drawdown

1.64

1.23

+0.41

Martin ratio

Return relative to average drawdown

4.93

5.80

-0.87

REMIX vs. MBXAX - Sharpe Ratio Comparison

The current REMIX Sharpe Ratio is 1.18, which is comparable to the MBXAX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of REMIX and MBXAX, 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


REMIXMBXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.31

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.69

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.65

+0.27

Correlation

The correlation between REMIX and MBXAX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

REMIX vs. MBXAX - Dividend Comparison

REMIX's dividend yield for the trailing twelve months is around 0.44%, while MBXAX has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
REMIX
Standpoint Multi-Asset Fund Investor Class
0.44%0.47%5.52%3.46%2.48%6.04%1.09%0.00%0.00%0.00%0.00%
MBXAX
Catalyst/Millburn Hedge Strategy Fund
0.00%0.00%2.43%2.02%7.57%0.00%3.92%4.96%3.07%3.35%1.82%

Drawdowns

REMIX vs. MBXAX - Drawdown Comparison

The maximum REMIX drawdown since its inception was -17.89%, smaller than the maximum MBXAX drawdown of -31.75%. Use the drawdown chart below to compare losses from any high point for REMIX and MBXAX.


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Drawdown Indicators


REMIXMBXAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.89%

-31.75%

+13.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-11.29%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

-15.66%

-2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-31.75%

Current Drawdown

Current decline from peak

-2.43%

-1.64%

-0.79%

Average Drawdown

Average peak-to-trough decline

-3.37%

-4.11%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.39%

+0.68%

Volatility

REMIX vs. MBXAX - Volatility Comparison

Standpoint Multi-Asset Fund Investor Class (REMIX) has a higher volatility of 3.82% compared to Catalyst/Millburn Hedge Strategy Fund (MBXAX) at 2.35%. This indicates that REMIX's price experiences larger fluctuations and is considered to be riskier than MBXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REMIXMBXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

2.35%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

5.24%

+4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

11.79%

+1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.55%

11.76%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.76%

13.44%

-1.68%