Catalyst/Millburn Dynamic Cmdty Stgy C
Name
As of 04/30/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
N/A
1 yr return
N/A
3 Yr Avg Return
N/A
5 Yr Avg Return
N/A
Net Assets
$24.8 M
Holdings in Top 10
58.8%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 3.47%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 145.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
$2,500
IRA
$2,500
Fund Classification
Fund Type
Open End Mutual Fund
Name
As of 04/30/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
CFHCX - Profile
Distributions
- YTD Total Return N/A
- 3 Yr Annualized Total Return N/A
- 5 Yr Annualized Total Return N/A
- Capital Gain Distribution Frequency Annually
- Net Income Ratio -2.70%
- Dividend Yield 0.0%
- Dividend Distribution Frequency Annually
Fund Details
-
Legal NameCatalyst/Millburn Dynamic Commodity Strategy Fund
-
Fund Family NameCatalyst Mutual Funds
-
Inception DateSep 30, 2015
-
Shares OutstandingN/A
-
Share ClassC
-
CurrencyUSD
-
Domiciled CountryUnited States
-
ManagerHarvey Beker
Fund Description
CFHCX - Performance
Return Ranking - Trailing
Period | CFHCX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | N/A | -30.3% | 18.8% | 70.22% |
1 Yr | N/A | -45.5% | 24.3% | 81.92% |
3 Yr | N/A* | -31.6% | 295.3% | 81.50% |
5 Yr | N/A* | -30.9% | 134.2% | 72.08% |
10 Yr | N/A* | -28.7% | 45.2% | N/A |
* Annualized
Return Ranking - Calendar
Period | CFHCX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | N/A | -64.0% | 30.1% | 63.77% |
2022 | N/A | -40.8% | 2475.6% | 63.50% |
2021 | N/A | -23.3% | 106.7% | 83.58% |
2020 | N/A | -71.9% | 295.5% | 78.03% |
2019 | N/A | -31.8% | 53.9% | 14.41% |
Total Return Ranking - Trailing
Period | CFHCX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | N/A | -30.3% | 18.8% | 73.45% |
1 Yr | N/A | -45.5% | 24.3% | 84.18% |
3 Yr | N/A* | -31.6% | 295.3% | 84.80% |
5 Yr | N/A* | -30.9% | 134.2% | 76.71% |
10 Yr | N/A* | -28.7% | 45.2% | N/A |
* Annualized
Total Return Ranking - Calendar
Period | CFHCX Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | N/A | -64.0% | 41.1% | 63.77% |
2022 | N/A | -15.1% | 5648.8% | 63.50% |
2021 | N/A | -23.3% | 188.1% | 83.58% |
2020 | N/A | -67.8% | 296.1% | 78.03% |
2019 | N/A | -31.8% | 53.9% | 14.41% |
NAV & Total Return History
CFHCX - Holdings
Concentration Analysis
CFHCX | Category Low | Category High | CFHCX % Rank | |
---|---|---|---|---|
Net Assets | 24.8 M | 2.34 M | 54.2 B | 83.54% |
Number of Holdings | 52 | 1 | 926 | 51.11% |
Net Assets in Top 10 | 13.2 M | 2.66 M | 63.2 B | 89.63% |
Weighting of Top 10 | 58.77% | 23.0% | 143.4% | 60.77% |
Top 10 Holdings
- Chcsf Fund Ltd 18.60%
- Chcsf Fund Ltd 18.60%
- Chcsf Fund Ltd 18.60%
- Chcsf Fund Ltd 18.60%
- Chcsf Fund Ltd 18.60%
- Chcsf Fund Ltd 18.60%
- Chcsf Fund Ltd 18.60%
- Chcsf Fund Ltd 18.60%
- Chcsf Fund Ltd 18.60%
- Chcsf Fund Ltd 18.60%
Asset Allocation
Weighting | Return Low | Return High | CFHCX % Rank | |
---|---|---|---|---|
Stocks | 52.83% | 0.00% | 62.82% | 3.70% |
Cash | 19.24% | 0.00% | 100.26% | 54.89% |
Other | 18.60% | -47.59% | 100.00% | 33.83% |
Bonds | 9.33% | 0.00% | 120.99% | 65.93% |
Preferred Stocks | 0.00% | 0.00% | 0.07% | 52.63% |
Convertible Bonds | 0.00% | 0.00% | 3.89% | 62.88% |
Stock Sector Breakdown
Weighting | Return Low | Return High | CFHCX % Rank | |
---|---|---|---|---|
Utilities | 27.00% | 0.00% | 27.00% | 11.76% |
Industrials | 23.28% | 0.00% | 23.28% | 11.76% |
Real Estate | 13.82% | 0.00% | 13.82% | 11.76% |
Financial Services | 13.67% | 0.00% | 13.67% | 11.76% |
Basic Materials | 10.41% | 0.00% | 47.41% | 35.29% |
Consumer Cyclical | 3.41% | 0.00% | 3.41% | 11.76% |
Technology | 2.77% | 0.00% | 2.77% | 11.76% |
Energy | 2.01% | 0.00% | 33.64% | 64.71% |
Consumer Defense | 1.90% | 0.00% | 12.04% | 35.29% |
Healthcare | 1.73% | 0.00% | 1.73% | 11.76% |
Communication Services | 0.00% | 0.00% | 100.00% | 52.94% |
Stock Geographic Breakdown
Weighting | Return Low | Return High | CFHCX % Rank | |
---|---|---|---|---|
US | 32.13% | 0.00% | 62.82% | 3.76% |
Non US | 20.70% | 0.00% | 30.58% | 3.76% |
Bond Sector Breakdown
Weighting | Return Low | Return High | CFHCX % Rank | |
---|---|---|---|---|
Cash & Equivalents | 67.52% | 0.00% | 100.26% | 31.67% |
Government | 32.47% | 0.00% | 100.00% | 32.77% |
Derivative | 0.02% | -3.42% | 99.82% | 41.67% |
Securitized | 0.00% | 0.00% | 36.61% | 63.87% |
Corporate | 0.00% | 0.00% | 42.72% | 69.75% |
Municipal | 0.00% | 0.00% | 1.45% | 53.78% |
Bond Geographic Breakdown
Weighting | Return Low | Return High | CFHCX % Rank | |
---|---|---|---|---|
US | 9.33% | 0.00% | 106.15% | 66.92% |
Non US | 0.00% | 0.00% | 21.42% | 55.64% |
CFHCX - Expenses
Operational Fees
CFHCX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 3.47% | 0.21% | 4.07% | 1.89% |
Management Fee | 1.75% | 0.00% | 1.75% | 97.56% |
12b-1 Fee | 1.00% | 0.00% | 1.00% | 90.16% |
Administrative Fee | N/A | 0.02% | 0.45% | N/A |
Sales Fees
CFHCX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 4.50% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 4.00% | N/A |
Trading Fees
CFHCX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | N/A | N/A | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
CFHCX Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 145.00% | 0.00% | 162.00% | 93.68% |
CFHCX - Distributions
Dividend Yield Analysis
CFHCX | Category Low | Category High | CFHCX % Rank | |
---|---|---|---|---|
Dividend Yield | 0.00% | 0.00% | 19.94% | 79.27% |
Dividend Distribution Analysis
CFHCX | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | Annually | Annually | Monthly | Annually |
Net Income Ratio Analysis
CFHCX | Category Low | Category High | CFHCX % Rank | |
---|---|---|---|---|
Net Income Ratio | -2.70% | -55.71% | 52.26% | 98.48% |
Capital Gain Distribution Analysis
CFHCX | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Dec 14, 2022 | $2.130 | OrdinaryDividend |
Dec 15, 2017 | $0.110 | OrdinaryDividend |
CFHCX - Fund Manager Analysis
Managers
Harvey Beker
Start Date
Tenure
Tenure Rank
Jun 01, 2021
1.0
1.0%
Mr. Beker is Chairman of Millburn and Chairman of Millburn’s Investment Committee. Mr. Beker has been employed by Millburn since June 1978. During his tenure at Millburn, he has been instrumental in the development of the research, trading and operations areas. Mr. Beker became a principal of the firm in 1982. From June 1975 to July 1977, Mr. Beker was employed by Loeb Rhoades, Inc. where he developed and traded silver arbitrage strategies. From July 1977 to June 1978, he was a futures trader at Clayton Brokerage Co. of St. Louis. Mr. Beker received a B.A. in economics from New York University in 1974 and an M.B.A. in finance from NYU in 1975.
Barry Goodman
Start Date
Tenure
Tenure Rank
Jun 01, 2021
1.0
1.0%
Mr. Goodman is Co-Chief Executive Officer and Executive Director of Trading of Millburn, and is a member of Millburn’s Investment Committee. Mr. Goodman joined Millburn in 1982 as Assistant Director of Trading. He played an important role in the development of several key investment directions at the firm, including projects taken from inception through to execution and ongoing support. Today, Mr. Goodman’s role is focused on strategic initiatives and the enhancement of capabilities across all critical operating areas of the firm. From 1979 through late 1982, prior to joining Millburn, Mr. Goodman was with E. F. Hutton & Co., Inc. At Hutton, the majority of his time was spent in trading, where he designed and maintained various technical indicators and coordinated research projects pertaining to the futures markets. Mr. Goodman graduated magna cum laude from Harpur College of the State University of New York in 1979 with a B.A. in economics. He has been a featured speaker at industry events in the United States, Europe and Asia.
Grant Smith
Start Date
Tenure
Tenure Rank
Jun 01, 2021
1.0
1.0%
Mr. Smith is Co-Chief Executive Officer and Chief Investment Officer of Millburn, and is a member of Millburn’s Investment Committee. Mr. Smith joined Millburn in 1975. His responsibilities include the design, testing and implementation of quantitative trading strategies, as well as for planning and overseeing the computerized decision-support systems of the firm. Mr. Smith received a B.S. from the Massachusetts Institute of Technology in 1974 and an M.S. from M.I.T. in 1975. While at M.I.T. he held several teaching and research positions in the computer science field and participated in various projects relating to database management.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.33 | 17.03 | 5.92 | 11.51 |