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

Correlation

The correlation between ^IBEX and CLPAX is 0.43, 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.


Performance

^IBEX vs. CLPAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

^IBEX:

1.44

CLPAX:

0.56

Sortino Ratio

^IBEX:

1.96

CLPAX:

0.99

Omega Ratio

^IBEX:

1.29

CLPAX:

1.13

Calmar Ratio

^IBEX:

0.73

CLPAX:

0.62

Martin Ratio

^IBEX:

7.88

CLPAX:

1.84

Ulcer Index

^IBEX:

3.22%

CLPAX:

6.16%

Daily Std Dev

^IBEX:

16.59%

CLPAX:

18.62%

Max Drawdown

^IBEX:

-62.65%

CLPAX:

-36.85%

Current Drawdown

^IBEX:

-11.58%

CLPAX:

-3.49%

Returns By Period

In the year-to-date period, ^IBEX achieves a 21.60% return, which is significantly higher than CLPAX's 1.68% return. Over the past 10 years, ^IBEX has outperformed CLPAX with an annualized return of 2.01%, while CLPAX has yielded a comparatively lower 0.97% annualized return.


^IBEX

YTD

21.60%

1M

9.14%

6M

20.76%

1Y

24.46%

3Y*

18.45%

5Y*

16.10%

10Y*

2.01%

CLPAX

YTD

1.68%

1M

14.18%

6M

3.91%

1Y

10.57%

3Y*

9.08%

5Y*

6.79%

10Y*

0.97%

*Annualized

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IBEX 35 Index

Risk-Adjusted Performance

^IBEX vs. CLPAX — Risk-Adjusted Performance Rank

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

^IBEX
The Risk-Adjusted Performance Rank of ^IBEX is 9393
Overall Rank
The Sharpe Ratio Rank of ^IBEX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IBEX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ^IBEX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ^IBEX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ^IBEX is 9898
Martin Ratio Rank

CLPAX
The Risk-Adjusted Performance Rank of CLPAX is 5757
Overall Rank
The Sharpe Ratio Rank of CLPAX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of CLPAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CLPAX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CLPAX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of CLPAX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^IBEX vs. CLPAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IBEX 35 Index (^IBEX) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX). 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.


The current ^IBEX Sharpe Ratio is 1.44, which is higher than the CLPAX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ^IBEX and CLPAX, 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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Drawdowns

^IBEX vs. CLPAX - Drawdown Comparison

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


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Volatility

^IBEX vs. CLPAX - Volatility Comparison

The current volatility for IBEX 35 Index (^IBEX) is 2.80%, while Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) has a volatility of 5.61%. This indicates that ^IBEX experiences smaller price fluctuations and is considered to be less risky than CLPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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