CFHAX Performance — Catalyst/Millburn Dynamic Commodity Strategy Fund, Class A
Data updated: 2025-02-28
CFHAX returned +1.17% over one year to Dec 2024. Over one year the fund trailed its Commodities category average: $100 grew to $101, against $110 for the category. Volatility over the past 12 months was 9.15% a year. In the 12 months to Dec 2024 the fund lost a net $1.8M, and assets reached $8.47M.
CFHAX Growth of $100
What $100 invested in Catalyst/Millburn Dynamic Commodity Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | CFHAX | Category average |
|---|---|---|
| 1 year (Jan 2024 – Dec 2024) | $101 | $110 |
| 3 years (Jan 2022 – Dec 2024) | $111 | $113 |
| 5 years (Jan 2020 – Dec 2024) | $99 | $136 |
| Since data start (Jul 2019 – Dec 2024) | $103 | $143 |
CFHAX Trailing Returns
Total returns to Dec 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +1.17% |
3- and 5-year figures withheld: not verified.
CFHAX Annual Returns
Calendar-year total returns of Catalyst/Millburn Dynamic Commodity Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 | +1.17% |
| 2023 | −7.37% |
| 2022 | +18.44% |
| 2021 | +0.10% |
| 2020 | −10.70% |
| 2019 (Jul–Dec) | +4.20% |
CFHAX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −0.1% | +1.4% | +4.8% | −0.3% | +1.3% | −2.4% | −0.7% | −2.1% | +4.0% | −2.0% | +1.7% | −4.0% |
| 2023 | +3.5% | −6.6% | +2.4% | −2.2% | −5.1% | +2.0% | +4.6% | −1.1% | +0.3% | −7.1% | +1.9% | +0.7% |
| 2022 | +6.6% | +9.8% | +17.8% | +0.7% | +1.9% | −11.6% | +5.3% | −2.0% | −11.6% | +3.4% | +4.2% | −3.7% |
| 2021 | −1.7% | −1.9% | −0.5% | −0.7% | −0.1% | −1.3% | +2.6% | −2.2% | +3.2% | +7.2% | −10.7% | +7.5% |
| 2020 | +4.0% | −0.4% | −4.2% | −6.8% | +3.0% | +0.2% | −1.7% | +0.1% | −0.6% | +0.4% | −2.9% | −2.0% |
| 2019 | — | — | — | — | — | — | +1.1% | +0.4% | +1.4% | +0.8% | +0.4% | 0.0% |
CFHAX Risk
Risk measures from monthly returns over Jan 2024 – Dec 2024.
- 1-year volatility (annualised): 9.15%
- Best month: +4.84% (Mar 2024)
- Worst month: −4.04% (Dec 2024)
CFHAX Fund Flows
Monthly money in and out of Catalyst/Millburn Dynamic Commodity Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$1.8M
- 12-month gross sales (incl. reinvestments): $2.9M
- Sales ÷ redemptions: 0.62×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2024 | $416K | $245K | $171K |
| Nov 2024 | $86K | $253K | −$167K |
| Oct 2024 | $98K | $251K | −$153K |
| Sep 2024 | $56K | $705K | −$649K |
| Aug 2024 | $639K | $892K | −$253K |
| Jul 2024 | $70K | $200K | −$130K |
| Jun 2024 | $247K | $562K | −$315K |
| May 2024 | $301K | $145K | $156K |
| Apr 2024 | $162K | $348K | −$186K |
| Mar 2024 | $570K | $349K | $221K |
| Feb 2024 | $153K | $300K | −$147K |
| Jan 2024 | $93K | $422K | −$330K |
CFHAX Assets Under Management
Net assets of Catalyst/Millburn Dynamic Commodity Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-12-31 | $8.47M |
| 2024-09-30 | $9.47M |
| 2024-06-30 | $10.45M |
| 2024-03-31 | $10.95M |
| 2023-12-31 | $10.57M |
| 2023-09-30 | $11.74M |
| 2023-06-30 | $12.11M |
| 2023-03-31 | $14.94M |
| 2022-12-31 | $16.60M |
| 2022-09-30 | $19.14M |
| 2022-06-30 | $24.53M |
| 2022-03-31 | $22.40M |
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.