CPEIX Performance — Catalyst Dynamic Alpha Fund, Class I
Data updated: 2026-09-11
CPEIX returned +31.35% year to date and +40.84% over one year to Jun 2026. Annualised returns are +22.13% over 3 years and +14.75% over 5 years. The fund beat its US Mid-Cap Blend category average: $100 invested three years ago grew to $182, against $150 for the category, and to $141 over one year, against $122. Volatility over the past three years was 17.74% a year. In the 12 months to Jun 2026 the fund lost a net $3.0M, and assets reached $140.98M.
CPEIX Growth of $100
What $100 invested in Catalyst Dynamic Alpha Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | CPEIX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $141 | $122 |
| 3 years (Jul 2023 – Jun 2026) | $182 | $150 |
| 5 years (Jul 2021 – Jun 2026) | $199 | $147 |
| Since data start (Jul 2019 – Jun 2026) | $254 | $208 |
CPEIX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +31.35% |
| 1 year | +40.84% |
| 3 years (annualised) | +22.13% |
| 5 years (annualised) | +14.75% |
CPEIX Annual Returns
Calendar-year total returns of Catalyst Dynamic Alpha Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +31.35% |
| 2025 | +10.26% |
| 2024 | +22.42% |
| 2023 | +13.73% |
| 2022 | −14.64% |
| 2021 | +20.09% |
| 2020 | +21.34% |
| 2019 (Jul–Dec) | +1.09% |
CPEIX 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 | +3.6% | +1.5% | −6.1% | +13.6% | +9.9% | +6.5% | — | — | — | — | — | — |
| 2025 | +2.6% | −5.9% | −6.7% | +0.1% | +8.5% | +5.1% | +1.3% | +1.9% | +6.5% | +0.5% | −1.6% | −1.4% |
| 2024 | +3.7% | +9.3% | +2.7% | −5.0% | +4.9% | −0.8% | +1.0% | +0.7% | +1.1% | −0.2% | +7.2% | −3.3% |
| 2023 | +2.8% | −1.5% | +0.4% | +0.4% | +0.4% | +8.1% | +2.1% | −3.7% | −5.7% | −4.7% | +8.9% | +6.8% |
| 2022 | −8.4% | +0.7% | +1.8% | −8.2% | +1.5% | −7.6% | +8.1% | −1.4% | −8.0% | +10.9% | +3.7% | −6.4% |
| 2021 | −0.5% | +3.0% | −2.4% | +5.1% | +0.4% | −1.6% | +3.1% | +3.8% | −5.4% | +8.1% | +0.9% | +4.7% |
| 2020 | +2.3% | −9.3% | −11.6% | +11.0% | +7.6% | +6.3% | +4.6% | +3.8% | −4.6% | −4.4% | +12.5% | +4.6% |
| 2019 | — | — | — | — | — | — | +1.3% | −3.6% | −2.4% | +0.1% | +4.3% | +1.6% |
CPEIX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 17.74%
- 3-year Sharpe ratio: 0.99 (vs 4.5% risk-free rate)
- Best month: +13.58% (Apr 2026)
- Worst month: −6.72% (Mar 2025)
CPEIX Fund Flows
Monthly money in and out of Catalyst Dynamic Alpha Fund, from SEC Form N-PORT.
- 12-month net flow: −$3.0M
- 12-month gross sales (incl. reinvestments): $26.3M
- Sales ÷ redemptions: 0.90×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $777K | $1.8M | −$999K |
| May 2026 | $1.1M | $2.1M | −$938K |
| Apr 2026 | $919K | $2.3M | −$1.4M |
| Mar 2026 | $807K | $2.8M | −$2.0M |
| Feb 2026 | $669K | $2.4M | −$1.7M |
| Jan 2026 | $878K | $3.0M | −$2.1M |
| Dec 2025 | $17.3M | $3.8M | $13.5M |
| Nov 2025 | $762K | $2.1M | −$1.3M |
| Oct 2025 | $916K | $1.8M | −$891K |
| Sep 2025 | $695K | $2.5M | −$1.8M |
| Aug 2025 | $609K | $3.1M | −$2.5M |
| Jul 2025 | $842K | $1.7M | −$839K |
CPEIX Assets Under Management
Net assets of Catalyst Dynamic Alpha Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $140.98M |
| 2026-03-31 | $108.96M |
| 2025-12-31 | $115.99M |
| 2025-09-30 | $124.13M |
| 2025-06-30 | $117.97M |
| 2025-03-31 | $107.44M |
| 2024-12-31 | $129.12M |
| 2024-09-30 | $128.93M |
| 2024-06-30 | $128.96M |
| 2024-03-31 | $130.84M |
| 2023-12-31 | $114.14M |
| 2023-09-30 | $111.12M |
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.