ACXIX Performance — Catalyst Income and Multi-Strategy Fund, Class I
Data updated: 2023-11-29
ACXIX returned −4.33% over one year to Sep 2023. The annualised 3-year return is −0.47%. The fund trailed its Emerging Markets Real Estate category average: $100 invested three years ago grew to $99, against $103 for the category, and to $96 over one year, against $106. Volatility over the past three years was 11.27% a year. In the 12 months to Sep 2023 the fund took in a net $2.1M, and assets reached $5.62M.
ACXIX Growth of $100
What $100 invested in Catalyst Income and Multi-Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Real Estate category average over the same months.
| Period | ACXIX | Category average |
|---|---|---|
| 1 year (Oct 2022 – Sep 2023) | $96 | $106 |
| 3 years (Oct 2020 – Sep 2023) | $99 | $103 |
| Since data start (Jul 2019 – Sep 2023) | $96 | $104 |
ACXIX Trailing Returns
Total returns to Sep 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −4.33% |
| 3 years (annualised) | −0.47% |
ACXIX Annual Returns
Calendar-year total returns of Catalyst Income and Multi-Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Sep) | −5.40% |
| 2022 | −4.66% |
| 2021 | +1.86% |
| 2020 | +4.84% |
| 2019 (Jul–Dec) | +0.12% |
ACXIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +4.8% | −3.6% | −4.8% | +1.8% | −0.5% | +3.3% | −0.5% | −4.8% | −0.7% | — | — | — |
| 2022 | −1.7% | −0.8% | +7.5% | −1.5% | −3.2% | −3.2% | +6.1% | −2.1% | −6.2% | +1.8% | +2.1% | −2.7% |
| 2021 | +0.8% | +3.4% | +1.5% | +1.4% | +0.6% | −1.6% | −1.5% | −0.2% | −1.0% | +3.2% | −3.7% | −0.8% |
| 2020 | +2.1% | −3.7% | −5.4% | +0.2% | +1.0% | +1.4% | +2.9% | +0.1% | −0.6% | −0.8% | +6.8% | +1.2% |
| 2019 | — | — | — | — | — | — | −0.5% | −0.3% | −1.2% | +1.2% | +0.3% | +0.7% |
ACXIX Risk
Risk measures from monthly returns over Oct 2020 – Sep 2023.
- 3-year volatility (annualised): 11.27%
- 3-year Sharpe ratio: -0.44 (vs 4.5% risk-free rate)
- Best month: +7.49% (Mar 2022)
- Worst month: −6.17% (Sep 2022)
ACXIX Fund Flows
Monthly money in and out of Catalyst Income and Multi-Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: $2.1M
- 12-month gross sales (incl. reinvestments): $1.5M
- Sales ÷ redemptions: -2.46×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2023 | $14K | −$19K | $34K |
| Aug 2023 | $30K | −$73K | $103K |
| Jul 2023 | $16K | −$96K | $112K |
| Jun 2023 | $20K | −$7K | $27K |
| May 2023 | $33K | −$111K | $144K |
| Apr 2023 | $55K | −$10K | $65K |
| Mar 2023 | $74K | −$21K | $95K |
| Feb 2023 | $11K | −$847 | $12K |
| Jan 2023 | $522K | −$9K | $531K |
| Dec 2022 | $582K | −$102K | $683K |
| Nov 2022 | $66K | −$154K | $220K |
| Oct 2022 | $82K | −$8K | $90K |
ACXIX Assets Under Management
Net assets of Catalyst Income and Multi-Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-09-30 | $5.62M |
| 2023-06-30 | $6.17M |
| 2023-03-31 | $5.99M |
| 2022-12-31 | $5.68M |
| 2022-09-30 | $5.44M |
| 2022-06-30 | $5.21M |
| 2022-03-31 | $4.69M |
| 2021-12-31 | $4.25M |
| 2021-09-30 | $4.31M |
| 2021-06-30 | $4.48M |
| 2021-03-31 | $3.92M |
| 2020-12-31 | $3.61M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.