Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCXIX (CATALYST MACRO STRATEGY FUND CLASS I) | NA | -59.22% | -31.53% | NA | NA | NA | NA | … | … |
Data as of 12/31/2018, Common starting date is 03/13/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCXIX (CATALYST MACRO STRATEGY FUND CLASS I) | 03/13/2014 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -14.88 | -59.22 | -31.53 | NA | NA | NA | NA | … | … | -52.76 | 24.97 | -36.14 | 48.95 | 0.40 |
| Sharpe Ratio | NA | -1.54 | -0.97 | NA | NA | NA | NA | … | … | -1.62 | 1.13 | -1.41 | 1.59 | 0.06 |
| Standard Deviation(%) | NA | 35.22 | 29.28 | NA | NA | NA | NA | … | … | 33.40 | 21.70 | 25.75 | 30.84 | 7.98 |
| Draw Down(%) | NA | 53.67 | 62.29 | NA | NA | NA | NA | … | … | 53.67 | 17.29 | 37.16 | 20.38 | 8.28 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 3.10 | 1.55 | 1.03 | 0.77 | … | … | 0.00 | 0.00 | 0.00 | 1.10 | 14.55 |
Data as of 12/31/2018, Common starting date is 03/13/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCXIX (CATALYST MACRO STRATEGY FUND CLASS I) |
-27.47%
Nov 2015 – Nov 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCXIX (CATALYST MACRO STRATEGY FUND CLASS I) |
5.94%
Dec 2014 – Dec 2017 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart