Nasdaq - Delayed Quote USD
Catalyst/Millburn Hedge Strategy I (MBXIX)
As of 8:05 AM EDT. Market Open.
Fund Summary
The fund seeks to achieve its investment objective by investing in a portfolio comprised of (i) futures contracts, forward and spot contracts, and/or options on futures contracts on or related to the following sectors: currencies, interest rate instruments, stock indices, metals, energy and agricultural commodities, (the "Futures Component") and (ii) equity ETFs, common stocks (the "Equity Component"), intended to capitalize on the non-correlated, long term historical performance of the equities and managed futures asset classes.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 17.99% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 5 |
| Number of Years Down | 3 |
Performance & Risk
| YTD Return | 11.11% |
| 5y Average Return | 7.87% |
| Rank in Category (ytd) | 31 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | -0.01 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| MBXIX | Category Average | MBXIX | Category Average | MBXIX | Category Average | |
| Alpha | 3.75 | -0 | 1.49 | -0.01 | -- | -0 |
| BETA | -0.01 | 0 | 0.41 | 0 | -- | 0 |
| Mean Annual Return | 0.62 | 0 | 0.69 | 0 | -- | 0 |
| R-squared | 0.05 | 0.45 | 24.14 | 0.42 | -- | 0.48 |
| Standard Deviation | 10.86 | 0.08 | 14.44 | 0.07 | -- | 0.06 |
| Sharpe Ratio | 0.34 | 0 | 0.4 | 0 | -- | 0 |
| Treynor Ratio | -228.85 | 0.23 | 12.21 | 0.09 | -- | 0.05 |
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