ATRFX Performance — Catalyst Systematic Alpha Fund, Class I
Data updated: 2026-09-11
ATRFX returned +0.93% year to date and +14.91% over one year to Jun 2026. Annualised returns are −0.26% over 3 years and +5.24% over 5 years. The fund trailed its Aggressive Allocation category average: $100 invested three years ago grew to $99, against $147 for the category, and to $115 over one year, against $120. Volatility over the past three years was 18.12% a year. In the 12 months to Jun 2026 the fund lost a net $113.3M, and assets reached $118.33M.
ATRFX Growth of $100
What $100 invested in Catalyst Systematic Alpha Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Aggressive Allocation category average over the same months.
| Period | ATRFX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $115 | $120 |
| 3 years (Jul 2023 – Jun 2026) | $99 | $147 |
| 5 years (Jul 2021 – Jun 2026) | $129 | $135 |
| Since data start (Jul 2019 – Jun 2026) | $191 | $171 |
ATRFX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.93% |
| 1 year | +14.91% |
| 3 years (annualised) | −0.26% |
| 5 years (annualised) | +5.24% |
ATRFX Annual Returns
Calendar-year total returns of Catalyst Systematic Alpha Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +0.93% |
| 2025 | +2.93% |
| 2024 | −4.09% |
| 2023 | +24.59% |
| 2022 | −4.37% |
| 2021 | +25.75% |
| 2020 | +15.29% |
| 2019 (Jul–Dec) | +10.80% |
ATRFX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −5.1% | +4.4% | −17.1% | +11.1% | +7.6% | +2.7% | — | — | — | — | — | — |
| 2025 | +3.3% | −6.7% | −6.5% | −4.6% | +3.3% | +1.8% | +2.9% | +4.3% | +3.3% | +2.7% | −3.7% | +3.8% |
| 2024 | +2.1% | +2.5% | +6.5% | −1.8% | +0.3% | +1.1% | −0.1% | −8.0% | −0.6% | −4.5% | +1.8% | −2.7% |
| 2023 | +9.3% | −0.1% | +0.1% | +3.2% | +4.5% | +6.0% | −0.8% | −1.7% | −2.4% | −3.2% | +7.7% | +0.3% |
| 2022 | −9.3% | +1.3% | +6.0% | −4.5% | −2.0% | −0.9% | −1.6% | +1.6% | −3.5% | +5.9% | +6.0% | −2.3% |
| 2021 | +1.7% | +2.9% | +0.9% | +5.4% | +1.7% | +2.1% | +6.5% | +3.7% | −4.9% | +3.5% | −2.0% | +2.1% |
| 2020 | +5.1% | −5.8% | −8.4% | +5.3% | +1.3% | −1.3% | +6.8% | +1.6% | +2.1% | −3.9% | +6.5% | +6.6% |
| 2019 | — | — | — | — | — | — | +4.7% | −1.9% | −1.0% | +1.7% | +6.2% | +1.0% |
ATRFX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 18.12%
- 3-year Sharpe ratio: -0.26 (vs 4.5% risk-free rate)
- Best month: +11.05% (Apr 2026)
- Worst month: −17.05% (Mar 2026)
ATRFX Fund Flows
Monthly money in and out of Catalyst Systematic Alpha Fund, from SEC Form N-PORT.
- 12-month net flow: −$113.3M
- 12-month gross sales (incl. reinvestments): $22.6M
- Sales ÷ redemptions: 0.17×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $1.2M | $6.8M | −$5.6M |
| May 2026 | $2.8M | $10.6M | −$7.9M |
| Apr 2026 | $1.8M | $8.2M | −$6.4M |
| Mar 2026 | $1.2M | $11.8M | −$10.7M |
| Feb 2026 | $1.2M | $9.8M | −$8.7M |
| Jan 2026 | $1.9M | $11.7M | −$9.8M |
| Dec 2025 | $1.9M | $15.6M | −$13.8M |
| Nov 2025 | $1.4M | $8.2M | −$6.8M |
| Oct 2025 | $2.0M | $11.7M | −$9.6M |
| Sep 2025 | $1.7M | $11.2M | −$9.5M |
| Aug 2025 | $2.5M | $13.5M | −$10.9M |
| Jul 2025 | $3.0M | $16.7M | −$13.7M |
ATRFX Assets Under Management
Net assets of Catalyst Systematic Alpha Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $118.33M |
| 2026-03-31 | $113.84M |
| 2025-12-31 | $169.60M |
| 2025-09-30 | $195.27M |
| 2025-06-30 | $208.94M |
| 2025-03-31 | $293.78M |
| 2024-12-31 | $434.29M |
| 2024-09-30 | $648.14M |
| 2024-06-30 | $689.23M |
| 2024-03-31 | $505.38M |
| 2023-12-31 | $305.26M |
| 2023-09-30 | $170.82M |
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.