TEZAX Performance — Catalyst/Teza Algorithmic Allocation Fund, Class A
Data updated: 2022-05-31
TEZAX returned −8.12% over one year to Mar 2022. Over one year the fund trailed its Money Market category average: $100 grew to $92, against $101 for the category. Volatility over the past 12 months was 13.71% a year. In the 12 months to Mar 2022 the fund took in a net $683K, and assets reached $5.49M.
TEZAX Growth of $100
What $100 invested in Catalyst/Teza Algorithmic Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | TEZAX | Category average |
|---|---|---|
| 1 year (Apr 2021 – Mar 2022) | $92 | $101 |
| Since data start (Jan 2020 – Mar 2022) | $86 | $110 |
TEZAX Trailing Returns
Total returns to Mar 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −8.12% |
3- and 5-year figures withheld: not verified.
TEZAX Annual Returns
Calendar-year total returns of Catalyst/Teza Algorithmic Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Mar) | −13.15% |
| 2021 | +1.32% |
| 2020 | −1.80% |
TEZAX 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 | −5.5% | −1.8% | −6.5% | — | — | — | — | — | — | — | — | — |
| 2021 | −2.7% | −1.8% | +0.2% | +0.2% | −0.6% | +1.0% | +1.2% | +0.1% | −5.9% | +7.7% | +2.5% | −0.2% |
| 2020 | +3.4% | −1.3% | −9.5% | +1.6% | +1.5% | +1.7% | +7.0% | 0.0% | −1.2% | −5.9% | +1.1% | +0.7% |
TEZAX Risk
Risk measures from monthly returns over Apr 2021 – Mar 2022.
- 1-year volatility (annualised): 13.71%
- Best month: +7.66% (Oct 2021)
- Worst month: −6.45% (Mar 2022)
TEZAX Fund Flows
Monthly money in and out of Catalyst/Teza Algorithmic Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: $683K
- 12-month gross sales (incl. reinvestments): $155K
- Sales ÷ redemptions: -0.29×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2022 | $10K | −$120K | $131K |
| Feb 2022 | $33K | −$38K | $72K |
| Jan 2022 | $22K | −$72K | $95K |
| Dec 2021 | $3K | −$46K | $49K |
| Nov 2021 | $5K | −$56K | $61K |
| Oct 2021 | $12K | −$15K | $27K |
| Sep 2021 | $9K | −$6K | $15K |
| Aug 2021 | $9K | −$11 | $9K |
| Jul 2021 | $13K | −$20K | $33K |
| Jun 2021 | $12K | −$121K | $134K |
| May 2021 | $13K | −$33K | $45K |
| Apr 2021 | $12K | −$23 | $12K |
TEZAX Assets Under Management
Net assets of Catalyst/Teza Algorithmic Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-03-31 | $5.49M |
| 2021-12-31 | $6.49M |
| 2021-09-30 | $5.98M |
| 2021-06-30 | $6.26M |
| 2021-03-31 | $6.33M |
| 2020-12-31 | $7.20M |
| 2020-09-30 | $7.80M |
| 2020-06-30 | $7.06M |
| 2020-03-31 | $7.65M |
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.