CFHCX Performance — Catalyst/Millburn Dynamic Commodity Strategy Fund, Class C
Data updated: 2025-02-28
CFHCX returned +0.39% over one year to Dec 2024. Annualised returns are +2.74% over 3 years and −0.93% over 5 years. The fund trailed its Commodities category average: $100 invested three years ago grew to $108, against $113 for the category, and to $100 over one year, against $110. Volatility over the past three years was 18.92% a year. In the 12 months to Dec 2024 the fund lost a net $1.8M, and assets reached $8.47M.
CFHCX 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 | CFHCX | Category average |
|---|---|---|
| 1 year (Jan 2024 – Dec 2024) | $100 | $110 |
| 3 years (Jan 2022 – Dec 2024) | $108 | $113 |
| 5 years (Jan 2020 – Dec 2024) | $95 | $136 |
| Since data start (Jul 2019 – Dec 2024) | $99 | $143 |
CFHCX Trailing Returns
Total returns to Dec 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +0.39% |
| 3 years (annualised) | +2.74% |
| 5 years (annualised) | −0.93% |
CFHCX 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 | +0.39% |
| 2023 | −8.12% |
| 2022 | +17.57% |
| 2021 | −0.70% |
| 2020 | −11.38% |
| 2019 (Jul–Dec) | +3.80% |
CFHCX 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 | −0.2% | +1.5% | +4.8% | −0.4% | +1.3% | −2.5% | −0.8% | −2.2% | +4.0% | −2.1% | +1.6% | −4.1% |
| 2023 | +3.4% | −6.6% | +2.3% | −2.2% | −5.2% | +2.0% | +4.5% | −1.1% | +0.1% | −7.1% | +1.8% | +0.7% |
| 2022 | +6.5% | +9.7% | +17.8% | +0.7% | +1.8% | −11.6% | +5.3% | −2.2% | −11.6% | +3.2% | +4.1% | −3.7% |
| 2021 | −1.7% | −2.1% | −0.5% | −0.7% | −0.2% | −1.4% | +2.5% | −2.3% | +3.2% | +7.1% | −10.7% | +7.4% |
| 2020 | +3.9% | −0.5% | −4.2% | −6.9% | +3.0% | +0.1% | −1.8% | +0.1% | −0.7% | +0.3% | −2.9% | −2.1% |
| 2019 | — | — | — | — | — | — | +0.9% | +0.5% | +1.4% | +0.7% | +0.3% | 0.0% |
CFHCX Risk
Risk measures from monthly returns over Jan 2022 – Dec 2024.
- 3-year volatility (annualised): 18.92%
- 3-year Sharpe ratio: -0.09 (vs 4.5% risk-free rate)
- Best month: +17.75% (Mar 2022)
- Worst month: −11.61% (Jun 2022)
CFHCX 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 |
CFHCX 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.