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

Correlation

The correlation between ^IBEX and CLPAX is 0.34, 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.


-0.50.00.51.00.3

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.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.40%
5.07%
^IBEX
CLPAX

Key characteristics

Sharpe Ratio

^IBEX:

1.01

CLPAX:

1.06

Sortino Ratio

^IBEX:

1.44

CLPAX:

1.52

Omega Ratio

^IBEX:

1.18

CLPAX:

1.19

Calmar Ratio

^IBEX:

0.35

CLPAX:

1.13

Martin Ratio

^IBEX:

4.99

CLPAX:

4.27

Ulcer Index

^IBEX:

2.71%

CLPAX:

3.24%

Daily Std Dev

^IBEX:

13.16%

CLPAX:

13.08%

Max Drawdown

^IBEX:

-62.65%

CLPAX:

-36.85%

Current Drawdown

^IBEX:

-28.09%

CLPAX:

-3.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with ^IBEX having a 13.51% return and CLPAX slightly lower at 12.87%. Over the past 10 years, ^IBEX has underperformed CLPAX with an annualized return of 0.89%, while CLPAX has yielded a comparatively higher 1.25% annualized return.


^IBEX

YTD

13.51%

1M

-1.05%

6M

3.94%

1Y

13.49%

5Y*

3.39%

10Y*

0.89%

CLPAX

YTD

12.87%

1M

2.80%

6M

5.08%

1Y

12.97%

5Y*

4.20%

10Y*

1.25%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^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.


Sharpe ratio
The chart of Sharpe ratio for ^IBEX, currently valued at 0.56, compared to the broader market0.001.002.000.561.20
The chart of Sortino ratio for ^IBEX, currently valued at 0.86, compared to the broader market-1.000.001.002.003.000.861.71
The chart of Omega ratio for ^IBEX, currently valued at 1.10, compared to the broader market0.901.001.101.201.301.401.101.22
The chart of Calmar ratio for ^IBEX, currently valued at 0.30, compared to the broader market0.001.002.003.000.301.26
The chart of Martin ratio for ^IBEX, currently valued at 2.12, compared to the broader market0.005.0010.0015.0020.002.124.80
^IBEX
CLPAX

The current ^IBEX Sharpe Ratio is 1.01, which is comparable to the CLPAX Sharpe Ratio of 1.06. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.56
1.20
^IBEX
CLPAX

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.45%
-3.00%
^IBEX
CLPAX

Volatility

^IBEX vs. CLPAX - Volatility Comparison

IBEX 35 Index (^IBEX) and Catalyst Nasdaq-100 Hedged Equity Fund (CLPAX) have volatilities of 4.77% and 4.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.77%
4.55%
^IBEX
CLPAX
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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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