IOXIX Performance — Catalyst Interest Rate Opportunity Fund, Class I
Data updated: 2022-11-28
IOXIX returned −26.48% over one year to Sep 2022. The annualised 3-year return is −9.51%. The fund trailed its Money Market category average: $100 invested three years ago grew to $74, against $100 for the category, and to $74 over one year, against $86. Volatility over the past three years was 13.23% a year. In the 12 months to Sep 2022 the fund took in a net $30.1M, and assets reached $3.07M.
IOXIX Growth of $100
What $100 invested in Catalyst Interest Rate Opportunity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | IOXIX | Category average |
|---|---|---|
| 1 year (Oct 2021 – Sep 2022) | $74 | $86 |
| 3 years (Oct 2019 – Sep 2022) | $74 | $100 |
| Since data start (Jul 2019 – Sep 2022) | $75 | $100 |
IOXIX Trailing Returns
Total returns to Sep 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −26.48% |
| 3 years (annualised) | −9.51% |
IOXIX Annual Returns
Calendar-year total returns of Catalyst Interest Rate Opportunity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Sep) | −25.87% |
| 2021 | −4.33% |
| 2020 | +3.10% |
| 2019 (Jul–Dec) | +2.60% |
IOXIX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | +0.2% | +0.2% | −0.6% | −0.5% | −0.7% | −0.9% | +1.7% | −4.2% | −22.2% | — | — | — |
| 2021 | −0.4% | +0.3% | −0.1% | −0.9% | −0.5% | −0.7% | −0.7% | −0.2% | −0.3% | +0.1% | −0.6% | −0.2% |
| 2020 | +2.6% | +1.1% | −1.2% | +1.4% | 0.0% | +0.5% | +0.5% | −0.3% | −0.3% | −0.5% | −0.2% | −0.3% |
| 2019 | — | — | — | — | — | — | −0.5% | +1.7% | 0.0% | +0.8% | −0.1% | +0.6% |
IOXIX Risk
Risk measures from monthly returns over Oct 2019 – Sep 2022.
- 3-year volatility (annualised): 13.23%
- 3-year Sharpe ratio: -1.06 (vs 4.5% risk-free rate)
- Best month: +2.56% (Jan 2020)
- Worst month: −22.17% (Sep 2022)
IOXIX Fund Flows
Monthly money in and out of Catalyst Interest Rate Opportunity Fund, from SEC Form N-PORT.
- 12-month net flow: $30.1M
- 12-month gross sales (incl. reinvestments): $5.9M
- Sales ÷ redemptions: -0.25×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2022 | $93K | −$11.2M | $11.3M |
| Aug 2022 | $260K | −$1.5M | $1.8M |
| Jul 2022 | $110K | −$1.0M | $1.2M |
| Jun 2022 | $95K | −$123K | $218K |
| May 2022 | $130K | −$259K | $389K |
| Apr 2022 | $359K | −$1.7M | $2.1M |
| Mar 2022 | $738K | −$862K | $1.6M |
| Feb 2022 | $620K | −$422K | $1.0M |
| Jan 2022 | $415K | −$352K | $767K |
| Dec 2021 | $557K | −$1.4M | $2.0M |
| Nov 2021 | $744K | −$2.1M | $2.8M |
| Oct 2021 | $1.8M | −$3.1M | $4.9M |
IOXIX Assets Under Management
Net assets of Catalyst Interest Rate Opportunity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-09-30 | $3.07M |
| 2022-06-30 | $18.49M |
| 2022-03-31 | $20.64M |
| 2021-12-31 | $20.85M |
| 2021-09-30 | $24.87M |
| 2021-06-30 | $29.08M |
| 2021-03-31 | $30.55M |
| 2020-12-31 | $35.10M |
| 2020-09-30 | $32.96M |
| 2020-06-30 | $29.29M |
| 2020-03-31 | $23.91M |
| 2019-12-31 | $15.63M |
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.