Catalyst/Millburn Hedge Strategy I (MBXIX)
33.40
-0.39
(-1.15%)
USD |
Mar 17 2023
Key Stats
| Expense Ratio | Total Assets Under Management | Dividend Yield | Turnover Ratio |
|---|---|---|---|
| 2.02% | 5.643B | 4.50% | 9.00% |
| 1 Year Fund Level Flows | 1 Year Total Returns (Daily) | Annualized All Time Total Returns (Daily) | Max Drawdown (All) |
| 2.835B | -3.58% | Upgrade | Upgrade |
Basic Info
| Investment Strategy | |
| The investment seeks long-term capital appreciation. The fund seeks to achieve its investment objective by investing in a portfolio comprised of (i) futures contracts, forward and spot contracts, and/or options on futures contracts on or related to the following sectors: currencies, interest rate instruments, stock indices, metals, energy and agricultural commodities, (the "Futures Component") and (ii) equity ETFs, common stocks (the "Equity Component"), intended to capitalize on the non-correlated, long term historical performance of the equities and managed futures asset classes. |
| General | |
| Security Type | Mutual Fund |
| Oldest Share Symbol | MBXAX |
| Equity Style | Mid Cap/Blend |
| Fixed Income Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Category Name | Macro Trading |
| Category Index | Morningstar Mod Con Tgt Risk TR USD |
| Global Category Name | Global Macro |
| YCharts Categorization | Global Equity Large Cap |
| YCharts Benchmark | MSCI ACWI Ex USA Total Return (^MSACXUSTR) |
| Prospectus Objective | Growth and Income |
| Fund Owner Firm Name | Catalyst Mutual Funds |
| Prospectus Benchmark Index | |
| ICE BofA US 3M Trsy Bill TR USD | 100.0% |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
| Manager Tenure | |
| Barry Goodman | 7.18 yrs |
| Grant Smith | 7.18 yrs |
| Harvey Beker | 7.18 yrs |
Net Fund Flows Versus Category
1 Month
% Rank:
--
--
Category Low
--
Category High
1 Year
% Rank:
4
2.835B
-363.42M
Category Low
2.835B
Category High
3 Months
% Rank:
--
--
Category Low
--
Category High
3 Years
% Rank:
--
--
Category Low
--
Category High
6 Months
% Rank:
--
--
Category Low
--
Category High
5 Years
% Rank:
--
--
Category Low
--
Category High
YTD
% Rank:
--
--
Category Low
--
Category High
10 Years
% Rank:
--
--
Category Low
--
Category High
As of February 28, 2023
Risk
Performance Versus Category
As of March 17, 2023. Returns for periods of 1 year and above are annualized.
Annual Total Returns Versus Peers
As of March 17, 2023.
Asset Allocation
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
United States Treasury Notes 2%
|
12.07% | -- | -- |
|
United States Treasury Notes 2.5%
|
11.69% | -- | -- |
| iShares Core S&P Mid-Cap ETF | 8.13% | 241.28 | 1.70% |
|
Cmhsf Fund Ltd
|
7.73% | -- | -- |
|
United States Treasury Notes 1.75%
|
7.40% | -- | -- |
| iShares Russell 1000 ETF | 6.94% | 217.00 | 0.85% |
|
United States Treasury Notes 2.75%
|
6.51% | -- | -- |
|
Us Bank Mmda - Usbgfs5
|
5.95% | -- | -- |
| iShares Russell 2000 ETF | 5.71% | 173.57 | 1.37% |
| iShares Core S&P Small-Cap ETF | 4.85% | 94.36 | 1.46% |
Basic Info
| Investment Strategy | |
| The investment seeks long-term capital appreciation. The fund seeks to achieve its investment objective by investing in a portfolio comprised of (i) futures contracts, forward and spot contracts, and/or options on futures contracts on or related to the following sectors: currencies, interest rate instruments, stock indices, metals, energy and agricultural commodities, (the "Futures Component") and (ii) equity ETFs, common stocks (the "Equity Component"), intended to capitalize on the non-correlated, long term historical performance of the equities and managed futures asset classes. |
| General | |
| Security Type | Mutual Fund |
| Oldest Share Symbol | MBXAX |
| Equity Style | Mid Cap/Blend |
| Fixed Income Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Category Name | Macro Trading |
| Category Index | Morningstar Mod Con Tgt Risk TR USD |
| Global Category Name | Global Macro |
| YCharts Categorization | Global Equity Large Cap |
| YCharts Benchmark | MSCI ACWI Ex USA Total Return (^MSACXUSTR) |
| Prospectus Objective | Growth and Income |
| Fund Owner Firm Name | Catalyst Mutual Funds |
| Prospectus Benchmark Index | |
| ICE BofA US 3M Trsy Bill TR USD | 100.0% |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
| Manager Tenure | |
| Barry Goodman | 7.18 yrs |
| Grant Smith | 7.18 yrs |
| Harvey Beker | 7.18 yrs |
Fundamentals
| General | |
| Distribution Yield | Upgrade |
| Dividend Yield TTM (3-17-23) | 4.50% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield | -- |
| Number of Holdings | Upgrade |
| Stock | |
| Weighted Average PE Ratio | 13.57 |
| Weighted Average Price to Sales Ratio | Upgrade |
| Weighted Average Price to Book Ratio | Upgrade |
| Weighted Median ROE | Upgrade |
| Weighted Median ROA | Upgrade |
| Forecasted Dividend Yield | Upgrade |
| Forecasted PE Ratio | Upgrade |
| Forecasted Price to Sales Ratio | Upgrade |
| Forecasted Price to Book Ratio | Upgrade |
| Bond | |
| Current Yield | 2.38% |
| Yield to Maturity | -- |
| Effective Duration | -- |
| Average Coupon | Upgrade |
| Average Credit Score | -- |
| Average Price | Upgrade |
As of December 31, 2022
Fund Details
| Key Dates | |
| Inception Date | 12/31/1996 |
| Last Annual Report Date | 6/30/2022 |
| Last Prospectus Date | 11/1/2022 |
| Share Classes | |
| MBXAX | A |
| MBXCX | C |
| MBXFX | C |
| Attributes | |
| Index Fund | No |
| Inverse Fund | No |
| Leveraged Fund | No |
| Fund of Funds | No |
| Currency Hedged Fund | No |
| Synthetic Replication Fund | No |
| Has Dividend Investment Plan | No |
| Socially Responsible Fund | No |